Asymptotic expansions for Markov processes with Lévy generators

Related Items

Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions., A uniqueness result on cauchy problem related to jump-type markov processes with unbounded characteristics, Optimal control of diffusions: A verification theorem for viscosity solutions, Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case, Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion, A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms, Hierarchical production control in a stochastic manufacturing system with long-run average cost, Corrigendum for comparison theorems in: ``A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations, Asset allocation with time variation in expected returns, Statistical control of control-affine nonlinear systems with nonquadratic cost functions: HJB and verification theorems, Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems, Characterization of optimality for controlled diffusion processes, Singular perturbation for a two-class processor-sharing queue with impatience, A zero sum differential game in a Hilbert space., Stochastic viscosity solutions for SPDEs with continuous coefficients, Optimal dynamic pricing of inventories with stochastic demand and discounted criterion, Optimal dividend strategies for a risk process under force of interest, Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions, Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good, Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management, Asymptotic analysis of nonlinear stochastic risk-sensitive control and differential games, Taxation, agency conflicts, and the choice between callable and convertible debt, Manufacturing systems with random breakdowns and deteriorating items, On a probabilistic approach to a problem of semi-classical analysis, Exit time risk-sensitive control for systems of cooperative agents, Asymptotic expansions of transition densities for hybrid jump-diffusions, Stabilizability of a class of stochastic bilinear hybrid systems, Applications of stochastic optimal control/dynamic programming to international finance and debt crises, Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large deviation of stochastic systems, Optimal risk and dividend control for a company with a debt liability, Geometric restrictions for the existence of viscosity solutions, Stochastic hybrid control, A Hamilton-Jacobi point of view on mean-field Gibbs-non-Gibbs transitions, A differential game with constrained dynamics and viscosity solutions of a related HJB equation

Cites Work