The following pages link to (Q4544929):
Displaying 50 items.
- A class of Lévy driven SDEs and their explicit invariant measures (Q308998) (← links)
- Optimal closing of a pair trade with a model containing jumps. (Q375434) (← links)
- A comparison principle for stochastic integro-differential equations (Q471058) (← links)
- On multidimensional diffusion processes with jumps (Q479196) (← links)
- Generalized semiconcavity of the value function of a jump diffusion optimal control problem (Q497405) (← links)
- State constrained reachability for stochastic hybrid systems (Q547913) (← links)
- Elliptic problems with nonlocal boundary conditions and Feller semigroups (Q690548) (← links)
- On numerical density approximations of solutions of SDEs with unbounded coefficients (Q723733) (← links)
- Dirichlet problems with discontinuous coefficients and Feller semigroups (Q777171) (← links)
- A splitting strategy for the calibration of jump-diffusion models (Q784736) (← links)
- On fractional and nonlocal parabolic mean field games in the whole space (Q822752) (← links)
- Unbounded perturbations of two-dimensional diffusion processes with nonlocal boundary conditions (Q957819) (← links)
- Solution to HJB equations with an elliptic integro-differential operator and gradient constraint (Q1670367) (← links)
- Aleksandrov-Bakelman-Pucci maximum principles for a class of uniformly elliptic and parabolic integro-PDE (Q1686093) (← links)
- Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem (Q1729834) (← links)
- \(L^{1}\) semigroup generation for Fokker-Planck operators associated to general Lévy driven sdes (Q1791651) (← links)
- Uniqueness for integro-PDE in Hilbert spaces (Q1935429) (← links)
- Mosco convergence of nonlocal to local quadratic forms (Q1985858) (← links)
- A neural network-based policy iteration algorithm with global \(H^2\)-superlinear convergence for stochastic games on domains (Q2031059) (← links)
- Complexity and tractability for a class of elliptic partial integro-differential equations (Q2074932) (← links)
- Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
- Lévy noise induced escape in the Morris-Lecar model (Q2162581) (← links)
- Ventcel' boundary value problems for elliptic Waldenfels operators (Q2184236) (← links)
- On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
- Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis (Q2229560) (← links)
- On solvability of integro-differential equations (Q2234498) (← links)
- Integration by parts formula for killed processes: a point of view from approximation theory (Q2274216) (← links)
- Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) (← links)
- Impulsive motion on synchronized spatial temporal grids (Q2402884) (← links)
- On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations (Q2438813) (← links)
- On the existence of Feller semigroups with discontinuous coefficients (Q2508576) (← links)
- Forward equations for option prices in semimartingale models (Q2516772) (← links)
- Nonlocal Bertrand and Cournot mean field games with general nonlinear demand schedule (Q2656189) (← links)
- Boundary regularity of mixed local-nonlocal operators and its application (Q2687950) (← links)
- Ergodic switching control for diffusion-type processes (Q2699280) (← links)
- On the spectral vanishing viscosity method for periodic fractional conservation laws (Q2840618) (← links)
- Boundary Harnack principle for $Δ+ Δ^{𝛼/2}$ (Q2841349) (← links)
- On Some Ergodic Impulse Control Problems with Constraint (Q3177157) (← links)
- On Neumann type problems for nonlocal equations set in a half space (Q3190735) (← links)
- Measuring Impact of Random Jumps Without Sample Path Generation (Q3452488) (← links)
- Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps (Q3460257) (← links)
- Fractional semi-linear parabolic equations with unbounded data (Q3625574) (← links)
- Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels (Q4632537) (← links)
- On a mixed singular/switching control problem with multiple regimes (Q5055327) (← links)
- Linear theory for a mixed operator with Neumann conditions (Q5081943) (← links)
- Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)
- The complement value problem for non-local operators (Q5114820) (← links)
- Long-Run Risk-Sensitive Impulse Control (Q5130920) (← links)
- HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes (Q5232220) (← links)
- A Faber-Krahn inequality for mixed local and nonlocal operators (Q6081429) (← links)
