The following pages link to (Q3532736):
Displaying 50 items.
- Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality (Q282076) (← links)
- The stochastic reach-avoid problem and set characterization for diffusions (Q290823) (← links)
- Stochastic differential games with a varying number of players (Q479322) (← links)
- A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients (Q719368) (← links)
- Optimal expulsion and optimal confinement of a Brownian particle with a switching cost (Q744235) (← links)
- On weak solutions of highly degenerate SDEs (Q827931) (← links)
- Regularity properties in a state-constrained expected utility maximization problem (Q1616834) (← links)
- Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (Q1994909) (← links)
- A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems (Q2066980) (← links)
- Interview with Ulf Hashagen: exhibitions and mathematical models in the nineteenth and twentieth centuries (Q2101902) (← links)
- Ergodic risk-sensitive control for regime-switching diffusions (Q2107637) (← links)
- Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions (Q2128080) (← links)
- Functional inequalities for forward and backward diffusions (Q2201508) (← links)
- Representation formula for viscosity solution to a PDE problem involving Pucci's extremal operator (Q2215491) (← links)
- An Alexandrov-Bakelman-Pucci estimate for an anisotropic Laplacian with positive drift in unbounded domains (Q2232735) (← links)
- Zero-sum stochastic differential games of generalized McKean-Vlasov type (Q2274021) (← links)
- BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions (Q2274200) (← links)
- Invariance principle for non-homogeneous random walks (Q2423454) (← links)
- Invariant distributions and scaling limits for some diffusions in time-varying random environments (Q2447279) (← links)
- Standard maximum likelihood drift parameter estimator in the homogeneous diffusion model is always strongly consistent (Q2452771) (← links)
- A Pseudo-Markov Property for Controlled Diffusion Processes (Q2802081) (← links)
- Large Deviations for Diffusions Interacting Through Their Ranks (Q2812290) (← links)
- Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
- Asymptotic behavior of integral functionals of unstable solutions of one-dimensional Itô stochastic differential equations (Q2944756) (← links)
- On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes (Q2944909) (← links)
- Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping (Q2968547) (← links)
- Localization errors in solving stochastic partial differential equations in the whole space (Q2981781) (← links)
- Certain Liouville properties of eigenfunctions of elliptic operators (Q3120531) (← links)
- Forward-backward stochastic differential equation games with delay and noisy memory (Q3298104) (← links)
- Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process (Q3459007) (← links)
- Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics (Q4600443) (← links)
- Martingale Optimal Transport with Stopping (Q4605433) (← links)
- Optimal Consumption in the Stochastic Ramsey Problem without Boundedness Constraints (Q4627477) (← links)
- Quadratic transportation inequalities for SDEs with measurable drift (Q4992940) (← links)
- Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations (Q5003656) (← links)
- Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow (Q5034422) (← links)
- Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
- Backward SDEs and infinite horizon stochastic optimal control (Q5107935) (← links)
- On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions (Q5117358) (← links)
- On Pathwise Uniqueness of Solutions for Multidimensional McKean--Vlasov Equation (Q5163528) (← links)
- Generalised Lyapunov Functions and Functionally Generated Trading Strategies (Q5207794) (← links)
- A continuous time tug-of-war game for parabolic p(x,t)-Laplace-type equations (Q5225781) (← links)
- Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control (Q5501201) (← links)
- Elliptic equations with VMO a, b$\in L_{d}$, and c$\in L_{d/2}$ (Q5853492) (← links)
- Optimal stopping contract for public private partnerships under moral hazard (Q6105371) (← links)
- Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions (Q6145295) (← links)
- The role of correlation in diffusion control ranking games (Q6545038) (← links)
- Zero-sum stopper versus singular-controller games with constrained control directions (Q6576865) (← links)
- Controlled martingale problems and their Markov mimics (Q6608784) (← links)
- On averaged control and iteration improvement for a class of multidimensional ergodic diffusions (Q6612910) (← links)
