The following pages link to Michelle Boué (Q186569):
Displayed 5 items.
- A variational representation for certain functionals of Brownian motion (Q1307458) (← links)
- Large deviations for small noise diffusions with discontinuous statistics (Q1964762) (← links)
- Markov Chain Approximations for Deterministic Control Problems with Affine Dynamics and Quadratic Cost in the Control (Q4243582) (← links)
- Large Deviations for a Random Walk Model with State-Dependent Noise (Q4443018) (← links)
- Risk-sensitive and robust escape control for degenerate diffusion processes (Q5936218) (← links)