The following pages link to Nikolai G. Dokuchaev (Q1413316):
Displaying 50 items.
- (Q255493) (redirect page) (← links)
- Degenerate backward SPDEs in bounded domains and applications to barrier options (Q255494) (← links)
- On forward and backward SPDEs with non-local boundary conditions (Q255495) (← links)
- On strong causal binomial approximation for stochastic processes (Q478653) (← links)
- Dimension reduction and mutual fund theorem in maximin setting for Bond market (Q652180) (← links)
- (Q760405) (redirect page) (← links)
- Optimal programmed control of stochastic plants with constraints on the state for each time instant (Q760406) (← links)
- Discrete time market with serial correlations and optimal myopic strategies (Q856298) (← links)
- On the dependence of the first exit times on the fluctuations of the domain boundary (Q894508) (← links)
- Universal strategies for diffusion markets and possibility of asymptotic arbitrage (Q977147) (← links)
- Optimality of myopic strategies for multi-stock discrete time market with management costs (Q1042507) (← links)
- Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies (Q1048879) (← links)
- \(S\)-procedure and duality for nonlinear stochastic problems (Q1373607) (← links)
- A bounded risk strategy for a market with non-observable parameters. (Q1413317) (← links)
- Stochastic control problems with functionals depending on local time (Q1422746) (← links)
- Suboptimal damping of forced oscillations (Q1422837) (← links)
- Dynamic portfolio strategies: Quantitative methods and empirical rules for incomplete information (Q1596742) (← links)
- Solvability of Kolmogorov-Fokker-Planck equations for vectorjump processes and occupation time on hypersurfaces (Q1607787) (← links)
- On the implied market price of risk under the stochastic numéraire (Q1648909) (← links)
- On recovering parabolic diffusions from their time-averages (Q1755641) (← links)
- Estimates for distances between first exit times via parabolic equations in unbounded cylinders (Q1881636) (← links)
- A stochastic linear-quadratic optimal control problem for stationary systems with quadratic constraints (Q1899666) (← links)
- On parabolic equations with discontinuous perturbations in coefficients (Q1921643) (← links)
- \(S\)-procedure for nonlinear ordinary differential equations with a stochastically distributed initial value (Q1921660) (← links)
- Nonstationary control problems for diffusion processes on an infinite time interval (Q1922643) (← links)
- Optimal replication of random vectors by ordinary integrals (Q1936152) (← links)
- Weighted in time energy estimates for parabolic equations with applications to non-linear and non-local problems (Q1953998) (← links)
- On causal extrapolation of sequences with applications to forecasting (Q2001635) (← links)
- Mutual fund theorem for continuous time markets with random coefficients (Q2015032) (← links)
- On linear weak predictability with single point spectrum degeneracy (Q2036412) (← links)
- On data compression and recovery for sequences using constraints on the spectrum range (Q2068825) (← links)
- Extrapolation and sampling for processes on spatial graphs (Q2159801) (← links)
- Optimal portfolio and certainty equivalence estimator for the appreciation rate (Q2674826) (← links)
- On Detecting the Dependence of Time Series (Q2884890) (← links)
- On limit periodicity of discrete time stochastic processes (Q2930244) (← links)
- On prescribed change of profile for solutions of parabolic equations (Q3008803) (← links)
- Representation of functionals of Ito processes and their first exit times (Q3017888) (← links)
- Duality and semi-group property for backward parabolic Itô equations (Q3077711) (← links)
- Pathwise Estimation and Inference for Diffusion Market Models (Q3119424) (← links)
- (Q3126306) (← links)
- Boundary Value Problems for Functionals of Itô Processes (Q3135018) (← links)
- Mean-reverting discrete time market models: speculative opportunities and absence of arbitrage (Q3166329) (← links)
- A frequency criterion for the existence of an optimal control for Ito equations (Q3222099) (← links)
- (Q3326571) (← links)
- (Q3349267) (← links)
- (Q3362409) (← links)
- Optimal Solution of Investment Problems Via Linear Parabolic Equations Generated by Kalman Filter (Q3427520) (← links)
- Universal estimate of the gradient for parabolic equations (Q3503822) (← links)
- Parabolic Ito Equations with Mixed in Time Conditions (Q3506301) (← links)
- Estimates for first exit times of non-Markovian Itô processes (Q3518571) (← links)
