scientific article; zbMATH DE number 1514779

MaRDI QIDQ4507774zbMATH OpenFDO

Authors Anatoliy Swishchuk

Publication date 8 October 2000

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Random operators and equations (aspects of stochastic analysis) (60H25) Markov renewal processes, semi-Markov processes (60K15) Stochastic models in economics (91B70) Optimal stochastic control (93E20)

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(20)

• Inclines and incline matrices: A survey.
• H₂ control of Markovian jump LPV systems with measurement noises: application to a DC-motor device with voltage fluctuations
• Stabilization of semi-Markovian jump systems with uncertain probability intensities and its extension to quantized control
• The birth of random evolutions
• The pricing of options for securities markets with delayed response
• Hawkes processes in insurance: risk model, application to empirical data and optimal investment
• Transport processes with random jump rate
• Finite-time \(H_{\infty}\) control for linear systems with semi-Markovian switching
• scientific article; zbMATH DE number 4107819 (Why is no real title available?)
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• Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model
• The geometric Markov renewal processes with application to finance
• Inhomogeneous random evolutions and their applications
• An interval version of separation by semispaces in max-min convexity
• Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering
• Pricing formula for a barrier call option based on stochastic delay differential equation
• Diffusion approximations of the geometric Markov renewal processes and option price formulas
• Pinning synchronization of delayed neural networks via Markov switched control
• Pinning synchronization of delayed inertial neural networks with reaction-diffusion terms under stochastic deception attacks using Markov switched control and its application to image encryption
• \( \mathcal{H}_2\) control of Markovian jump systems with input saturation and incomplete knowledge of transition probabilities

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