Pages that link to "Item:Q262021"

The following pages link to Malliavin calculus and optimal control of stochastic Volterra equations (Q262021):

Displaying 42 items.

• Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives (Q285814) (← links)
• Malliavin method for optimal investment in financial markets with memory (Q317870) (← links)
• A Donsker delta functional approach to optimal insider control and applications to finance (Q746170) (← links)
• Linear Volterra backward stochastic integral equations (Q1713471) (← links)
• Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations (Q2004608) (← links)
• Minimal variance hedging in multicurve interest rate modeling (Q2010117) (← links)
• Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations (Q2045114) (← links)
• On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
• Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators (Q2096193) (← links)
• Singular control of stochastic Volterra integral equations (Q2157866) (← links)
• Improved \(\vartheta\)-methods for stochastic Volterra integral equations (Q2212047) (← links)
• Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation (Q2240882) (← links)
• Solvability of anticipated backward stochastic Volterra integral equations (Q2288758) (← links)
• Dynamical properties of endomorphisms, multiresolutions, similarity and orthogonality relations (Q2305700) (← links)
• Infinite-dimensional Lie algebras, representations, Hermitian duality and the operators of stochastic calculus (Q2422529) (← links)
• Exponential utility maximization for an insurer with time-inconsistent preferences (Q2520436) (← links)
• Risk-neutral multiobjective optimal control of random Volterra integral equations (Q2694260) (← links)
• Forward-backward stochastic differential equation games with delay and noisy memory (Q3298104) (← links)
• A Hida–Malliavin white noise calculus approach to optimal control (Q4554053) (← links)
• Extended backward stochastic Volterra integral equations, Quasilinear parabolic equations, and Feynman–Kac formula (Q4965637) (← links)
• An anticipative stochastic minimum principle under enlarged filtrations (Q4986424) (← links)
• Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations (Q4999562) (← links)
• Infinite horizon backward stochastic Volterra integral equations and discounted control problems (Q5016158) (← links)
• Backward stochastic Volterra integral equations on Markov chains (Q5085850) (← links)
• New approach to optimal control of stochastic Volterra integral equations (Q5087030) (← links)
• Mean-field stochastic control with elephant memory in finite and infinite time horizon (Q5087041) (← links)
• Backward Stochastic Volterra Integro-Differential Equations and Applications in Optimal Control Problems (Q5097389) (← links)
• Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise (Q5107966) (← links)
• Necessary conditions of Pontraygin’s type for general controlled stochastic Volterra integral equations (Q5109187) (← links)
• Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations with Closed Control Regions (Q5348481) (← links)
• Dynamic risk measure for BSVIE with jumps and semimartingale issues (Q5379260) (← links)
• Optimal control of mean-field jump-diffusion systems with noisy memory (Q5382596) (← links)
• Spike Variations for Stochastic Volterra Integral Equations (Q6140992) (← links)
• Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations (Q6176641) (← links)
• Interest rate modeling with generalized Langevin equations (Q6179289) (← links)
• The operators of stochastic calculus (Q6554580) (← links)
• Linear-quadratic stochastic Volterra controls. II: Optimal strategies and Riccati-Volterra equations (Q6562465) (← links)
• Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model (Q6570975) (← links)
• Optimal control in linear-quadratic stochastic advertising models with memory (Q6581917) (← links)
• Pricing and hedging of temperature derivatives in a model with memory (Q6587514) (← links)
• Singular backward stochastic Volterra integral equations in infinite dimensional spaces (Q6601839) (← links)
• Linear-quadratic stochastic Volterra controls. I: Causal feedback strategies (Q6615486) (← links)