The following pages link to Wendell H. Fleming (Q203915):
Displayed 50 items.
- Max-plus stochastic control and risk-sensitivity (Q708868) (← links)
- Asymptotic expansions for Markov processes with Lévy generators (Q750015) (← links)
- Variational problems with constraints (Q768231) (← links)
- Representations of generalized surfaces as mixtures (Q768350) (← links)
- Three papers on summable functions whose first derivatives are measures (Q769898) (← links)
- Functions with generalized gradient and generalized surfaces (Q769899) (← links)
- Nondegenerate surfaces and fine-cyclic surfaces (Q771102) (← links)
- Generalized surfaces with prescribed elementary boundary (Q771786) (← links)
- An integral formula for total gradient variation (Q772474) (← links)
- On the oriented Plateau problem (Q775893) (← links)
- Stochastic variational formula for fundamental solutions of parabolic PDE (Q1067195) (← links)
- The convergence problem for differential games (Q1131607) (← links)
- Measure-valued processes in the control of partially-observable stochastic systems (Q1145115) (← links)
- Optimal exit probabilities and differential games (Q1159649) (← links)
- (Q1170747) (redirect page) (← links)
- Stochastic calculus of variations and mechanics (Q1170748) (← links)
- Asymptotic series and exit time probabilities (Q1201175) (← links)
- Stochastically perturbed dynamical systems (Q1214215) (← links)
- Some one-dimensional migration models in population genetics theory (Q1214359) (← links)
- A selection-migration model in population genetics (Q1225573) (← links)
- Exit probabilities and optimal stochastic control (Q1254226) (← links)
- Some results and problems in risk sensitive stochastic control (Q1375890) (← links)
- Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential (Q1381574) (← links)
- Hedging in incomplete markets with HARA utility (Q1391763) (← links)
- An optimal consumption model with stochastic volatility (Q1424715) (← links)
- Optimal long term growth rate of expected utility of wealth (Q1578591) (← links)
- Risk-sensitive control and an optimal investment model. II. (Q1872384) (← links)
- Max-plus stochastic processes (Q1879228) (← links)
- The risk-sensitive index and the \(H_ 2\) and \(H_ \infty\) norms for nonlinear systems (Q1913679) (← links)
- Risk sensitive stochastic control and differential games (Q2474728) (← links)
- Controlled Markov processes and viscosity solutions (Q2492615) (← links)
- The tradeoff between consumption and investment in incomplete financial markets (Q2493286) (← links)
- The Cauchy problem for a nonlinear first order partial differential equation (Q2532035) (← links)
- Normal and integral currents (Q2536545) (← links)
- Duality and a priori estimates in Markovian optimization problems (Q2541466) (← links)
- Some extremal questions for simplicial complexes. IV: The algebraic and the geometric resultant. An application of variational methods (Q2626514) (← links)
- On a class of games over function space and related variational problems (Q2652347) (← links)
- Risk-Sensitive Control and an Optimal Investment Model (Q2707143) (← links)
- (Q2722576) (← links)
- (Q2787477) (← links)
- Remembering Herbert Federer (1920--2010) (Q2918504) (← links)
- Piecewise Monotone Filtering with Small Observation Noise (Q3032181) (← links)
- (Q3140691) (← links)
- (Q3159221) (← links)
- (Q3160501) (← links)
- An Example in the Problem of Least Area (Q3244785) (← links)
- (Q3245655) (← links)
- (Q3245656) (← links)
- Nondegenerate Surfaces of Finite Topological Type (Q3259771) (← links)
- (Q3265025) (← links)