The following pages link to (Q3042109):
Displayed 41 items.
- Transactions costs and portfolio choice in a discrete-continuous-time setting (Q751956) (← links)
- A variational problem arising in financial economics (Q811312) (← links)
- Stochastic Hamiltonian dynamical systems (Q931885) (← links)
- Stochastic integral with respect to set-valued square integrable martingales (Q984826) (← links)
- Conformal mapping solution of Laplace's equation on a polygon with oblique derivative boundary conditions (Q1078352) (← links)
- Information structures and viable price systems (Q1085024) (← links)
- Reflected Brownian motion with skew symmetric data in a polyhedral domain (Q1085898) (← links)
- Multiperiod security markets with differential information (Q1086116) (← links)
- Perturbations of Schrödinger semigroups generated by stochastic integrals (Q1098169) (← links)
- On combining quasi-likelihood estimating functions (Q1098208) (← links)
- An extension of the Black-Scholes model of security valuation (Q1106069) (← links)
- \(\alpha\)-Chaos (Q1116551) (← links)
- Multi-linear measure theory and multiple stochastic integration (Q1117583) (← links)
- The Ito algebra of quantum Gaussian fields (Q1118919) (← links)
- Optimal consumption and portfolio policies when asset prices follow a diffusion process (Q1124508) (← links)
- Consumption and portfolio turnpike theorems in a continuous-time finance model (Q1128949) (← links)
- A note on the terminal date security prices in a continuous time trading model with dividends (Q1174342) (← links)
- Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case (Q1176681) (← links)
- A spectral approach to quantum stochastic integrals (Q1184399) (← links)
- Singular ergodic control for multidimensional Gaussian processes (Q1185812) (← links)
- A representation free quantum stochastic calculus (Q1188108) (← links)
- A dynamic reinsurance theory (Q1199962) (← links)
- Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems (Q1263157) (← links)
- The probabilistic solution of the third boundary value problem for second order elliptic equations (Q1263887) (← links)
- Quasi-integrals and stochastic integration along sample paths (Q1273368) (← links)
- Extended Itô integrals and the reflection problem (Q1288942) (← links)
- Ground-state density of the Pauli operator in the large field limit (Q1318326) (← links)
- Large finite population queueing systems: The single-server model (Q1338765) (← links)
- On continuous local times for functions and stochastic processes (Q1368809) (← links)
- Stochastic dynamic models of response time and accuracy: A foundation primer (Q1584805) (← links)
- PDE solutions of stochastic differential utility (Q1802947) (← links)
- Law of the iterated logarithm and local variations at zero of the sticky Brownian motion (Q1892963) (← links)
- Stochastic set differential equations (Q2653949) (← links)
- Using fuel to control a process to a goal (Q3211230) (← links)
- Reflected brownian motion in a wedge: Semimartingale property (Q3319506) (← links)
- Bounds for optimal stopping regions in problems with nonlinear costs of observations (Q3358000) (← links)
- Brownian models of open queueing networks with homogeneous customer populations<sup>∗</sup> (Q3769742) (← links)
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models<sup>1</sup> (Q4345879) (← links)
- Limit theorems on occupation times for perturbed random walks (Q4351745) (← links)
- Sequential Change-Point Detection and Estimation (Q4428256) (← links)
- Reflected diffusions in a non smooth region and an application to storage theory (Q5203436) (← links)