The following pages link to Son Luu Nguyen (Q419984):
Displaying 16 items.
- Asymptotic properties of hybrid random processes modulated by Markov chains (Q419985) (← links)
- Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (Q425955) (← links)
- Mean field games for stochastic growth with relative utility (Q520355) (← links)
- (Q1730319) (redirect page) (← links)
- Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (Q1730321) (← links)
- A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
- On mean field systems with multi-classes (Q2281590) (← links)
- On laws of large numbers for systems with mean-field interactions and Markovian switching (Q2289785) (← links)
- An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions (Q2292021) (← links)
- (Q2814504) (← links)
- Pathwise convergence rate for numerical solutions of stochastic differential equations (Q2882363) (← links)
- Asymptotic properties of Markov-modulated random sequences with fast and slow timescales (Q3080996) (← links)
- Weak convergence of Markov-modulated random sequences (Q3080998) (← links)
- Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems (Q4989154) (← links)
- A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (Q5126412) (← links)
- Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games (Q6189684) (← links)
