Pages that link to "Item:Q2799361"
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The following pages link to A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition (Q2799361):
Displaying 11 items.
- Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996) (← links)
- The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations (Q2025270) (← links)
- Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint (Q2045151) (← links)
- Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone (Q2132528) (← links)
- Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations (Q2153090) (← links)
- Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models (Q2238774) (← links)
- Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) (← links)
- Optimal Trade Execution with Instantaneous Price Impact and Stochastic Resilience (Q4596852) (← links)
- Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations (Q4691148) (← links)
- Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
- Stochastic differential games with random coefficients and stochastic Hamilton-Jacobi-Bellman-Isaacs equations (Q6103985) (← links)
