Publication:3940583
From MaRDI portal
zbMath0482.60056MaRDI QIDQ3940583
Publication date: 1982
Full work available at URL: http://www.numdam.org/item?id=SPS_1982__16__447_0
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Related Items
Optimal Market Making under Partial Information with General Intensities, Backward SDE representation for stochastic control problems with nondominated controlled intensity, Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes, Poisson and diffusion approximation of stochastic master equations with control, Markov chains approximation of jump-diffusion stochastic master equations, Existence, uniqueness and approximation of the jump-type stochastic Schrödinger equation for two-level systems, Number of paths versus number of basis functions in American option pricing, Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model, Jump-diffusion processes in random environments, Feynman-Kac theorem in random environments and partial integro-differential equations, Numerical solution of stochastic quantum master equations using stochastic interacting wave functions, [https://portal.mardi4nfdi.de/wiki/Item:Q3347061 �quations de type de Boltzmann, spatialement homog�nes]
