The following pages link to (Q4379368):
Displaying 50 items.
- Convergence of solutions of mixed stochastic delay differential equations with applications (Q300023) (← links)
- An infinite time horizon portfolio optimization model with delays (Q338659) (← links)
- Applications of anticipated BSDEs driven by time-changing Lévy noises (Q343547) (← links)
- Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations (Q396243) (← links)
- Stochastic delay equations with non-negativity constraints driven by fractional Brownian motion (Q408082) (← links)
- A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
- Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
- Estimates for the probability that Itô processes remain near a path (Q554463) (← links)
- A duality approach for the weak approximation of stochastic differential equations (Q862201) (← links)
- Spectral approximation of infinite-dimensional Black-Scholes equations with memory (Q965863) (← links)
- A data-analysis method for identifying differential effects of time-delayed feedback forces and periodic driving forces in stochastic systems (Q978722) (← links)
- The stable manifold theorem for non-linear stochastic systems with memory. I: Existence of the semiflow. (Q1421847) (← links)
- The stable manifold theorem for non-linear stochastic systems with memory. II: The local stable manifold theorem. (Q1423432) (← links)
- An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521) (← links)
- On a stochastic epidemic SEIHR model and its diffusion approximation (Q1694019) (← links)
- Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
- Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (Q1721913) (← links)
- Stochastic systems with memory and jumps (Q1736185) (← links)
- Delayed stochastic linear-quadratic control problem and related applications (Q1760858) (← links)
- Discrete-time approximations of stochastic delay equations: the Milstein scheme. (Q1879854) (← links)
- Asymptotic behavior of densities for stochastic functional differential equations (Q1952464) (← links)
- Recurrent neural networks for stochastic control problems with delay (Q2061009) (← links)
- Stochastic maximum principle for problems with delay with dependence on the past through general measures (Q2070547) (← links)
- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) (← links)
- Optimal portfolio choice with path dependent benchmarked labor income: a mean field model (Q2074981) (← links)
- Sufficient maximum principle for stochastic optimal control problems with general delays (Q2115257) (← links)
- Almost sure exponential stability of the Milstein-type schemes for stochastic delay differential equations (Q2124262) (← links)
- Maximum principle for stochastic optimal control problem with distributed delays (Q2154854) (← links)
- Stochastic McKendrick-von Foerster models with applications (Q2164550) (← links)
- Lyapunov stability analysis for nonlinear delay systems under random effects and stochastic perturbations with applications in finance and ecology (Q2166902) (← links)
- A linear quadratic stochastic Stackelberg differential game with time delay (Q2171226) (← links)
- Stochastic optimal control problem in advertising model with delay (Q2219855) (← links)
- A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator (Q2245631) (← links)
- A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance (Q2301492) (← links)
- Stochastic maximum principle for SPDEs with delay (Q2359727) (← links)
- The pricing of options for securities markets with delayed response (Q2372448) (← links)
- Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← links)
- A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984) (← links)
- A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag (Q2432714) (← links)
- Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I. (Q2478407) (← links)
- Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. II (Q2478408) (← links)
- Infinite-dimensional Black-Scholes equation with hereditary structure (Q2480781) (← links)
- Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations (Q2566265) (← links)
- A white noise approach to optimal insider control of systems with delay (Q2633842) (← links)
- On parameter estimation of stochastic delay differential equations with guaranteed accuracy by noisy observations (Q2643294) (← links)
- Partial smoothing of delay transition semigroups acting on special functions (Q2669930) (← links)
- Value functions in a regime switching jump diffusion with delay market model (Q2671163) (← links)
- Existence and smoothness of the densities of stochastic functional differential equations with jumps (Q2685904) (← links)
- Mixed stochastic delay differential equations (Q2944762) (← links)
- Squared Bessel process with delay (Q5225291) (← links)
