The following pages link to (Q3910361):
Displaying 50 items.
- On quadratic approximations for Hamilton-Jacobi-Bellman equations (Q254587) (← links)
- Degenerate backward SPDEs in bounded domains and applications to barrier options (Q255494) (← links)
- Nonzero-sum stochastic differential games with additive structure and average payoffs (Q258738) (← links)
- Differentiability of solutions of stationary Fokker-Planck-Kolmogorov equations with respect to a parameter (Q262032) (← links)
- Homogenization of random functionals on solutions of stochastic equations (Q283143) (← links)
- Quasi-continuous random variables and processes under the \(G\)-expectation framework (Q288838) (← links)
- Multivariate Jacobi process with application to smooth transitions (Q292036) (← links)
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- Local asymptotics for controlled martingales (Q303951) (← links)
- On large deviations of coupled diffusions with time scale separation (Q317501) (← links)
- Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
- Optimal stopping under nonlinear expectation (Q404122) (← links)
- A central limit theorem for a sequence of Brownian motions in the unit sphere in \(\mathbb R^{n}\) (Q419188) (← links)
- Consumption utility-based pricing and timing of the option to invest with partial information (Q431904) (← links)
- On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs (Q432512) (← links)
- An optimal execution problem with market impact (Q457189) (← links)
- A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities (Q475326) (← links)
- Convergence of switching diffusions (Q491929) (← links)
- Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility (Q502541) (← links)
- Market completion with derivative securities (Q503398) (← links)
- Forecasting macroeconomic fundamentals in economic crises (Q513085) (← links)
- Optimal replacement policy with stochastic maintenance and operation costs (Q582201) (← links)
- On the LQG theory with bounded control (Q601741) (← links)
- Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem (Q607778) (← links)
- Optimal selling rule in a regime switching Lévy market (Q638071) (← links)
- On the optimal control method in quaternionic analysis (Q653657) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Optimal consumption and portfolio rules with durability and habit formation (Q673262) (← links)
- Importance sampling in path space for diffusion processes with slow-fast variables (Q681519) (← links)
- On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
- Smooth solutions to portfolio liquidation problems under price-sensitive market impact (Q681996) (← links)
- Uniqueness to elliptic and parabolic Hamilton-Jacobi-Bellman equations with non-smooth boundary (Q704241) (← links)
- Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
- A mixed linear quadratic optimal control problem with a controlled time horizon (Q741141) (← links)
- Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon (Q742535) (← links)
- Optimal hedging and equilibrium in a dynamic futures market (Q751449) (← links)
- Deterministic and stochastic dynamic adjustment of capital investment budgets (Q751953) (← links)
- Optimal investment for insurer with jump-diffusion risk process (Q817297) (← links)
- Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552) (← links)
- Krylov and Safonov estimates for degenerate quasilinear elliptic PDEs (Q846976) (← links)
- An analytic approach to purely nonlocal Bellman equations arising in models of stochastic control (Q879373) (← links)
- Ergodic control of multi-class \(\mathrm{M}/\mathrm{M}/N+\mathrm{M}\) queues in the Halfin-Whitt regime (Q894815) (← links)
- Repeated stochastic tree problems (Q899737) (← links)
- On the smoothness of value functions and the existence of optimal strategies in diffusion models (Q900609) (← links)
- Viscosity solutions of fully nonlinear second-order elliptic partial differential equations (Q920285) (← links)
- On degenerate stochastic equations of Itô type with jumps (Q956367) (← links)
- \(\pi \) options (Q981010) (← links)
- On collisions of Brownian particles (Q988761) (← links)
- Optimal surrender strategies for equity-indexed annuity investors (Q1003810) (← links)
- The boundary value problem and the jensen inequality for an entropy functional of a Markov diffusion process (Q1014673) (← links)
