scientific article; zbMATH DE number 4020069
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Publication:3763296
zbMATH Open0627.60001MaRDI QIDQ3763296FDOQ3763296
Authors: L. C. G. Rogers, David Williams 
Publication date: 1987
Title of this publication is not available (Why is that?)
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semimartingalesstochastic integrationPoisson point processesgeneral theory of processesgeneral theory of cadlag semi-martingalesIto's excursion theory
Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic analysis (60Hxx) Stochastic processes (60Gxx) Markov processes (60Jxx)
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- Optimal investment and consumption under partial information
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- Markov Processes from K. Ito's Perspective (AM-155)
- A diffusion-type process with a given joint law for the terminal level and supremum at an independent exponential time
- Optimal investment under partial information
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- Fluid limits of optimally controlled queueing networks
- Weak solutions of stochastic differential equations over the field of \(p\)-adic numbers
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- Excursions for polymers in elongational flows.
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- Diffusions of perturbed principal component analysis
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- A Bayesian approach for optimal reinsurance and investment in a diffusion model
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- Likely path to extinction in simple branching models with large initial population
- Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments
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