Pages that link to "Item:Q855922"

The following pages link to Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition (Q855922):

Displaying 18 items.

• Infinite dimensional weak Dirichlet processes and convolution type processes (Q347483) (← links)
• Weak Dirichlet processes with a stochastic control perspective (Q855923) (← links)
• Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula (Q1634179) (← links)
• Weak Dirichlet processes with jumps (Q1679481) (← links)
• Reaching nirvana with a defaultable asset? (Q1693840) (← links)
• Special weak Dirichlet processes and BSDEs driven by a random measure (Q1708976) (← links)
• Entry deterrence by timing rather than overinvestment in a strategic real options framework (Q1755244) (← links)
• Strong-viscosity solutions: classical and path-dependent PDEs (Q2002602) (← links)
• A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems (Q2066980) (← links)
• The covariation for Banach space valued processes and applications (Q2441314) (← links)
• \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes. (Q2574559) (← links)
• Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion (Q2801789) (← links)
• GENERALIZED COVARIATION AND EXTENDED FUKUSHIMA DECOMPOSITION FOR BANACH SPACE-VALUED PROCESSES: APPLICATIONS TO WINDOWS OF DIRICHLET PROCESSES (Q2909256) (← links)
• HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition (Q4599722) (← links)
• A Class of Stochastic Games and Moving Free Boundary Problems (Q5065060) (← links)
• The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures (Q5133924) (← links)
• Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations (Q5225281) (← links)
• Weak Dirichlet processes and generalized martingale problems (Q6123260) (← links)