Pages that link to "Item:Q3563693"

The following pages link to Convergence by Viscosity Methods in Multiscale Financial Models with Stochastic Volatility (Q3563693):

Displaying 19 items.

• Large deviations for some fast stochastic volatility models by viscosity methods (Q255794) (← links)
• Liouville properties and critical value of fully nonlinear elliptic operators (Q305403) (← links)
• Optimal control with random parameters: a multiscale approach (Q431771) (← links)
• Small-time asymptotics for fast mean-reverting stochastic volatility models (Q453246) (← links)
• The ergodic problem for some subelliptic operators with unbounded coefficients (Q503121) (← links)
• Asymptotic behaviour for operators of Grushin type: invariant measure and singular perturbations (Q1734791) (← links)
• Sharp estimates of the generalized principal eigenvalue for superlinear viscous Hamilton-Jacobi equations with inward drift (Q2131382) (← links)
• Liouville results for fully nonlinear equations modeled on Hörmander vector fields. I: The Heisenberg group (Q2163400) (← links)
• The averaging principle for non-autonomous slow-fast stochastic differential equations and an application to a local stochastic volatility model (Q2232189) (← links)
• The generalized principal eigenvalue for Hamilton-Jacobi-Bellman equations of ergodic type (Q2349405) (← links)
• Convergence in multiscale financial models with non-Gaussian stochastic volatility (Q2808055) (← links)
• Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters (Q3178724) (← links)
• Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions (Q4999508) (← links)
• Singular perturbations for a subelliptic operator (Q5376671) (← links)
• Rate of convergence for singular perturbations of Hamilton-Jacobi equations in unbounded spaces (Q6097694) (← links)
• Liouville results for fully nonlinear equations modeled on Hörmander vector fields. II: Carnot groups and Grushin geometries (Q6100777) (← links)
• Singular perturbations in stochastic optimal control with unbounded data (Q6138481) (← links)
• The order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces (Q6166352) (← links)
• Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations with Reflection (Q6496376) (← links)