Pages that link to "Item:Q2757650"
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The following pages link to A Subsidy-Surplus Model and the Skorokhod Problem in an Orthant (Q2757650):
Displayed 18 items.
- Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection (Q402722) (← links)
- Heavy traffic approximation for the stationary distribution of stochastic fluid networks (Q430001) (← links)
- Pathwise comparison results for stochastic fluid networks (Q600899) (← links)
- The Skorohod oblique reflection problem in time-dependent domains (Q606631) (← links)
- Reflected backward stochastic differential equations in an orthant (Q698364) (← links)
- Steady-state simulation of reflected Brownian motion and related stochastic networks (Q894805) (← links)
- Discrete time stochastic multi-player competitive games with affine payoffs (Q898397) (← links)
- Comparison techniques for competing Brownian particles (Q1741868) (← links)
- Risk diversifying treaty between two companies with only one in insurance business (Q2358424) (← links)
- The heavy traffic limit of an unbalanced generalized processor sharing model (Q2476397) (← links)
- A \(d\)-person differential game with state space constraints (Q2480786) (← links)
- Existence and characterization of product-form invariant distributions for state-dependent stochastic networks in the heavy-traffic diffusion limit (Q2481135) (← links)
- An insurance network: Nash equilibrium (Q2492181) (← links)
- A multidimensional ruin problem and an associated notion of duality (Q2816623) (← links)
- On Viscosity Solution of HJB Equations with State Constraints and Reflection Control (Q2960499) (← links)
- Multidimensional Insurance Model with Risk-Reducing Treaty (Q3094227) (← links)
- Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes (Q5108224) (← links)
- F-KPP Scaling limit and selection principle for a Brunet-Derrida type particle system (Q5114803) (← links)