The following pages link to (Q3957682):
Displaying 50 items.
- Steady states of Fokker-Planck equations. III: Degenerate diffusion (Q258104) (← links)
- Strong supermartingales and limits of nonnegative martingales (Q272945) (← links)
- Duality theory for portfolio optimisation under transaction costs (Q303976) (← links)
- Objective and subjective foundations for multiple priors (Q308627) (← links)
- Semilinear elliptic equations with Dirichlet operator and singular nonlinearities (Q350522) (← links)
- Maximum principle for general controlled systems driven by fractional Brownian motions (Q358622) (← links)
- Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
- Semi-Markov approach to continuous time random walk limit processes (Q400580) (← links)
- Limit theorems for power variations of ambit fields driven by white noise (Q401465) (← links)
- Measurability of semimartingale characteristics with respect to the probability law (Q404599) (← links)
- Around the circular law (Q431517) (← links)
- Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
- A time-step approximation scheme for a viscous version of the Vlasov equation (Q457554) (← links)
- A two-mode mean-field optimal switching problem for the full balance sheet (Q462408) (← links)
- On systems of Cahn-Hilliard and Allen-Cahn equations considered as gradient flows in Hilbert spaces (Q465416) (← links)
- Rearrangements in metric spaces and in the Heisenberg group (Q472079) (← links)
- Pure and random strategies in differential game with incomplete informations (Q482542) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- On \(L_p\)-theory for stochastic parabolic integro-differential equations (Q487661) (← links)
- Existence of solutions for two types of generalized versions of the Cahn-Hilliard equation. (Q489253) (← links)
- The uniform integrability of martingales. On a question by Alexander Cherny (Q492941) (← links)
- On the duality between \(p\)-modulus and probability measures (Q493140) (← links)
- Itô calculus without probability in idealized financial markets (Q493630) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Synergy effect of cooperative investment (Q513649) (← links)
- Credit default prediction and parabolic potential theory (Q514127) (← links)
- Tomographic reconstruction from a few views: a multi-marginal optimal transport approach (Q519876) (← links)
- The variational formulation of the fully parabolic Keller-Segel system with degenerate diffusion (Q526023) (← links)
- Correlated equilibrium existence for infinite games with type-dependent strategies (Q533098) (← links)
- On utility maximization in discrete-time financial market models (Q558678) (← links)
- Convergence results for continuous-time adaptive stochastic filtering algorithms (Q585159) (← links)
- Learning with side information: PAC learning bounds (Q596314) (← links)
- Dirichlet spaces on \(H\)-convex sets in Wiener space (Q645943) (← links)
- From resolvents to càdlàg processes through compact excessive functions and applications to singular SDE on Hilbert spaces (Q645954) (← links)
- Model problem for integro-differential Zakai equation with discontinuous observation processes (Q647498) (← links)
- On aggregation and representative agent equilibria (Q684175) (← links)
- The fundamental theorem of asset pricing under transaction costs (Q693033) (← links)
- Poisson process Fock space representation, chaos expansion and covariance inequalities (Q718899) (← links)
- Quantifying uncertainty in material damage from vibrational data (Q728945) (← links)
- On Hölder solutions of the integro-differential Zakai equation (Q734637) (← links)
- Viscosity solutions of path-dependent integro-differential equations (Q737174) (← links)
- A polyconvex integrand; Euler-Lagrange equations and uniqueness of equilibrium (Q742795) (← links)
- A continuous model of transportation revisited (Q744533) (← links)
- Information structure and equilibrium asset prices (Q759628) (← links)
- Variational approach to closure of nonlinear dynamical systems: autonomous case (Q781793) (← links)
- Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory (Q781813) (← links)
- Optimal experimental design for prediction based on push-forward probability measures (Q781983) (← links)
- On the topological boundary of the range of super-Brownian motion (Q784165) (← links)
- Correction to: ``Cylindrical martingale problems associated with Lévy generators'' (Q785426) (← links)
- Nonhomogeneous Markov processes (Q792012) (← links)
