Pages that link to "Item:Q5254980"

The following pages link to Stochastic Calculus and Applications (Q5254980):

Displaying 50 items.

• A weak version of path-dependent functional Itô calculus (Q1621446) (← links)
• A stochastic maximum principle for Markov chains of mean-field type (Q1712149) (← links)
• Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control (Q1713191) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• Consumption, investment and healthcare with aging (Q1739055) (← links)
• \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
• Fractional Wishart processes and \(\varepsilon\)-fractional Wishart processes with applications (Q1999688) (← links)
• Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources (Q2004579) (← links)
• Koopman operator spectrum for random dynamical systems (Q2022704) (← links)
• Robust filtering and propagation of uncertainty in hidden Markov models (Q2042836) (← links)
• Realized cumulants for martingales (Q2064805) (← links)
• Stochastic integration with respect to cylindrical semimartingales (Q2076630) (← links)
• Gittins' theorem under uncertainty (Q2076662) (← links)
• Markov-modulated affine processes (Q2080289) (← links)
• Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (Q2086919) (← links)
• Duality for optimal consumption under no unbounded profit with bounded risk (Q2094575) (← links)
• Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate (Q2103521) (← links)
• Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
• Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
• Sequential systems of reflected backward stochastic differential equations with application to impulse control (Q2156342) (← links)
• Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics (Q2157331) (← links)
• BSDEs and log-utility maximization for Lévy processes (Q2178928) (← links)
• Optimal control for stochastic Volterra equations with multiplicative Lévy noise (Q2179109) (← links)
• Diffusion process with evolution and its parameter estimation (Q2215848) (← links)
• Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753) (← links)
• Semimartingales and shrinkage of filtration (Q2240853) (← links)
• An extension of Pratelli's inequality (Q2244584) (← links)
• Remarks on Föllmer's pathwise Itô calculus (Q2272807) (← links)
• BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions (Q2274200) (← links)
• Optimal control and zero-sum games for Markov chains of mean-field type (Q2280176) (← links)
• Event-triggered minimax state estimation with a relative entropy constraint (Q2280982) (← links)
• Optimal investment-consumption-insurance with partial information (Q2300968) (← links)
• An approximation scheme for quasi-stationary distributions of killed diffusions (Q2309604) (← links)
• Limit theorems for stochastic variational inequalities with non-Lipschitz coefficients (Q2312630) (← links)
• On the controller-stopper problems with controlled jumps (Q2318101) (← links)
• Optimum fitting of Richards growth model in random environment (Q2322011) (← links)
• Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework (Q2323334) (← links)
• Martingale spaces and representations under absolutely continuous changes of probability (Q2332990) (← links)
• Dynamic credit quality evaluation with social network data (Q2337027) (← links)
• Mean-field risk sensitive control and zero-sum games for Markov chains (Q2414443) (← links)
• Pathwise stochastic control with applications to robust filtering (Q2657939) (← links)
• Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment (Q2663814) (← links)
• Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (Q2671650) (← links)
• Semimartingale price systems in models with transaction costs beyond efficient friction (Q2675819) (← links)
• Strong Convergence Rates for Euler Approximations to a Class of Stochastic Path-Dependent Volatility Models (Q4562237) (← links)
• Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game (Q4625002) (← links)
• Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach (Q4639142) (← links)
• Nash equilibria for nonzero-sum ergodic stochastic differential games (Q4684904) (← links)
• A semi-martingale representation for a semi-Markov chain with application to finance (Q4686487) (← links)
• On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples (Q5038289) (← links)