scientific article; zbMATH DE number 3628142

Ordinary differential equations and systems with randomness (34F05) Limit theorems in probability theory (60F99) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Generalizations of martingales (60G48) Stochastic analysis (60Hxx) Diffusion processes (60J60)

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Groupoids, von Neumann algebras and the integrated density of states
Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
Integro-differential operators associated with diffusion processes with jumps
Existence of optimal controls for partially observed linear diffusions
Weak convergence of semimartingales and discretisation methods
One-dimensional classical massive particle in the ideal gas
Nonlinear filtering of systems governed by Ito differential equations with jump parameters
\({\mathfrak G}\)-fuzzy topologies on algebraic structures
Information structures and viable price systems
Convergence of continuous time stochastic ELS parameter estimation
Risk measurement in semimartingale models with multiple consumption goods
A diffusion limit for a class of randomly-growing binary trees
Input optimization for infinite-horizon discounted programs
Contingent claims valuation when the security price is a combination of an Itō process and a random point process
Admissible investment strategies in continuous trading
On the martingale problem for Banach space valued stochastic differential equations
Optimal consumption and portfolio policies when asset prices follow a diffusion process
Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings
Stationary optimal control of a stochastic system with stable environmental interferences
Approximate uniformization for continuous-time Markov chains with an application to performability analysis
Parallel stochastic dynamic programming: Finite element methods
Uniformization for nonhomogeneous Markov chains
Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems
Measures on topological spaces
Singularly perturbed multidimensional switching diffusions with fast and slow switchings
Some reduction methods of problems of nonlinear stochastic dynamics
A variational approach for pricing options and corporate bounds
Estimating the state of a noisy continuous time Markov chain when dynamic sampling is feasible
Belavkin-Kolokoltsov watchdog effects in interactively controlled stochastic computer-graphic dynamic systems
On the interval recurrence property of \((N,d)\)-Ornstein-Uhlenbeck processes
Invariant probabilities for Markov chains on a metric space
Langevin particle in Gaussian noise
Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes
Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales
Value function and optimal rule on the optimal stopping problem for continuous-time Markov processes
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On the stability of stochastic dynamic equations on time scales
The \(H_{\infty}\) control for bilinear systems with Poisson jumps
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Singularly perturbed diffusisons: Rapid switchings and fast diffusions.
Viscosity solutions of nonlinear integro-differential equations
Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues
Two-parameter diffusion processes and martingales
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Gaussian measures on linear spaces
H_ control for stochastic systems with Poisson jumps
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Dynamic advertising and pricing with constant demand elasticities
Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps
\(\mathscr{H}_-\) index for Itô stochastic systems with Poisson jump
The problem of controlling the linear output of a nonlinear uncontrollable stochastic differential system by the square criterion
Multidimensional nonlinear pseudo-differential evolution equation with \(p\)-adic spatial variables
Optimal selection and release problem in software testing process: a continuous time stochastic control approach
Stability of the neoclassical growth model under perturbations of the type of Poisson's jumps: analytical and numerical analysis
Bernstein diffusions for a class of linear parabolic partial differential equations
Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise
De Finetti's contribution to the theory of random functions
Dynamical properties of endomorphisms, multiresolutions, similarity and orthogonality relations
Dynamic signaling games with quadratic criteria under Nash and Stackelberg equilibria
Stochastic equations and inclusions with mean derivatives and some applications
Optimal stopping and control of dynamic routing in networks
Risk theory in a stochastic economic environment
On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients
Ambiguous volatility, possibility and utility in continuous time
Stability of the positive point of equilibrium of Nicholson's blowflies equation with stochastic perturbations: numerical analysis
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The evolution of periodic population systems under random environments
Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators
Approximating infinite horizon stochastic optimal control in discrete time with constraints
Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients
Bifurcation and control of an eco-epidemiological system with environmental fluctuations: a stochastic approach
Premium allocation and risk avoidance in a large firm: A continuous model
Density estimation and adaptive control of Markov processes: Average and discounted criteria
On the construction of the cost in the generalized optimal stopping problem for a random sequence
On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved
A controllable linear stochastic system with delay in the information feedback channel
Classical ergodicity and modern portfolio theory
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Modeling and analysis of switching diffusion systems: past-dependent switching with a countable state space
Approximate solutions of continuous-time stochastic games
Stochastic asymptotic expansion of correlogram estimator of the correlation function of random noise in nonlinear regression model
Dynamical behavior of a stochastic SIRS epidemic model
Convex Analysis in Decentralized Stochastic Control, Strategic Measures, and Optimal Solutions
A limit theorem for non-Markovian multi-channel networks under heavy traffic conditions
On existence of solutions to stochastic differential equations with osmotic velocities
On Existence of Solutions to Stochastic Differential Inclusions with Current Velocities II
On solutions of one-dimensional stochastic differential equations without drift
Difference methods for stochastic differential equations with discontinuous coefficients
Finite fuel Wiener-Poisson control
A stability theorem for stochastic differential equations and application to stochastic control problems
Stochastic \(H_{2}/H_{\infty}\) control for Poisson jump-diffusion systems
Completitud esencial de la clase de controles basados en un proceso suficiente
Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization
Stochastic dynamic equations on time scales
Wiener-Poisson control problems†
Strong solutions of stochastic differential equations for multiparameter processes
Transformation formulae for continuous semimartingales and certain non-regular real functions on the sequence spacei^p
On stochastic programming ii: dynamic problems under risk^∗
Stochastic functional differential equations modelling materials with selective recall

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