Pages that link to "Item:Q1004262"
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The following pages link to Insurance control for classical risk model with fractional Brownian motion perturbation (Q1004262):
Displayed 3 items.
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes (Q1690493) (← links)
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations (Q2011508) (← links)
- An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion (Q5876563) (← links)
