Pages that link to "Item:Q3043033"

The following pages link to Optimal Control of the Diffusion Coefficient of a Simple Diffusion Process (Q3043033):

Displaying 9 items.

• Risk-sensitive foraging: A review of the theory (Q807498) (← links)
• Controlling the occupation time of an exponential martingale (Q1678509) (← links)
• Gambling for resurrection and the heat equation on a triangle (Q2234319) (← links)
• A Stochastic Differential Game with Safe and Risky Choices (Q3415867) (← links)
• A regularity condition on the transition probability measure of a diffusion process (Q3703049) (← links)
• Optimal Control of Diffusion Coefficients via Decoupling Fields (Q4581260) (← links)
• First passage time density of an Ornstein–Uhlenbeck process with broken drift (Q5071667) (← links)
• Last minute panic in zero sum games (Q5107929) (← links)
• Exact Superreplication Strategies for a Class of Derivative Assets (Q5489327) (← links)