The following pages link to (Q4139359):
Displaying 50 items.
- On European option pricing under partial information. (Q265152) (← links)
- Infinite-dimensional statistical manifolds based on a balanced chart (Q265266) (← links)
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- On a non-linear electronic circuit filtering (Q308026) (← links)
- On score-functions and goodness-of-fit tests for stochastic processes (Q324614) (← links)
- Decentralized optimality conditions of stochastic differential decision problems via Girsanov's measure transformation (Q329094) (← links)
- Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
- Optimal portfolios with maximum value-at-risk constraint under a hidden Markovian regime-switching model (Q340669) (← links)
- Filtering with marked point process observations via Poisson chaos expansion (Q360366) (← links)
- Representation formula for the entropy and functional inequalities (Q372572) (← links)
- Distributions of the maximum likelihood and minimum contrast estimators associated with the fractional Ornstein-Uhlenbeck process (Q376704) (← links)
- Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
- Consensus seeking in multi-agent systems with multiplicative measurement noises (Q385428) (← links)
- Geometric ergodicity for classes of homogeneous Markov chains (Q404128) (← links)
- Optimal controller for stochastic polynomial systems with state-dependent polynomial input (Q411165) (← links)
- On identification of the threshold diffusion processes (Q421414) (← links)
- Consumption utility-based pricing and timing of the option to invest with partial information (Q431904) (← links)
- On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise (Q469638) (← links)
- Martingale optimal transport in the Skorokhod space (Q492958) (← links)
- Estimating parameters of diffusion process with unreachable boundary (Q493867) (← links)
- Maximum likelihood estimation for the non-ergodic fractional Ornstein-Uhlenbeck process (Q500869) (← links)
- On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
- Parameter estimation for the stochastically perturbed Navier-Stokes equations (Q544483) (← links)
- Methods to design optimal control of Markov process with finite state set in the presence of constraints (Q544780) (← links)
- Term structure of interest rates: The martingale approach (Q583070) (← links)
- Stochastic control for stabilization of sludge loading characteristics in an aerobic waste water treatment system (Q584222) (← links)
- Conditionally optimal estimation in stochastic differential systems (Q594471) (← links)
- On the existence of optimal partially observed controls (Q594835) (← links)
- A comparative analysis of the value of information in a continuous time market model with partial information: the cases of log-utility and CRRA (Q609732) (← links)
- Goodness-of-fit tests for perturbed dynamical systems (Q629093) (← links)
- Mean-variance hedging and forward-backward stochastic differential filtering equations (Q642699) (← links)
- Exponential utility maximization under partial information (Q650760) (← links)
- Optimal selling of an asset under incomplete information (Q655226) (← links)
- Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108) (← links)
- Optimal designs for linear models with Fredholm-type errors (Q680394) (← links)
- Large deviations for a simple closed queueing model (Q688643) (← links)
- Limit non-stationary behavior of large closed queueing networks with bottlenecks (Q688645) (← links)
- On pathwise rate conservation for a class of semi-martingales (Q689175) (← links)
- Horizon dependence of utility optimizers in incomplete models (Q693036) (← links)
- Risk sensitive and LEG filtering problems are not equivalent (Q709275) (← links)
- Nonparametric Bayesian inference for ergodic diffusions (Q730843) (← links)
- Asymptotic behavior of M-estimator and related random field for diffusion process (Q756893) (← links)
- Information structure and equilibrium asset prices (Q759628) (← links)
- A note on statistical inference for a class of diffusions and approximate diffusions (Q760738) (← links)
- On the existence of weak solutions to stochastic differential equations with degenerate diffusion (Q760965) (← links)
- Exponential ergodicity for a class of non-Markovian stochastic processes (Q783281) (← links)
- Conditionally bilinear filter with tracking application (Q787579) (← links)
- Inference for the diffusion models of neuronal activity (Q788449) (← links)
- A note on a simplified approach to the valuation of risky streams (Q788598) (← links)
- Coalescing and noncoalescing stochastic flows in \(R_ 1\) (Q791968) (← links)
