Pages that link to "Item:Q909341"
From MaRDI portal
The following pages link to Martingale measures and stochastic calculus (Q909341):
Displaying 42 items.
- A distribution-function-valued SPDE and its applications (Q340358) (← links)
- Stochastic equations, flows and measure-valued processes (Q414291) (← links)
- Some properties of the multitype measure branching process (Q808548) (← links)
- Catalytic discrete state branching models and related limit theorems (Q960182) (← links)
- Approximation and optimality necessary conditions in relaxed stochastic control problems (Q995846) (← links)
- The relaxed general maximum principle for singular optimal control of diffusions (Q999836) (← links)
- Vague convergence of locally integrable martingale measures (Q1338745) (← links)
- Solving Landau equation for some soft potentials through a probabilistic approach. (Q1413678) (← links)
- Continuous-state branching processes in Lévy random environments (Q1800491) (← links)
- Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures (Q1904548) (← links)
- Control and optimal stopping mean field games: a linear programming approach (Q2076633) (← links)
- Propagation of chaos: a review of models, methods and applications. I: Models and methods (Q2088752) (← links)
- Construction of continuous-state branching processes in varying environments (Q2090603) (← links)
- White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps (Q2159257) (← links)
- Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model (Q2229568) (← links)
- Mean field games via controlled martingale problems: existence of Markovian equilibria (Q2348305) (← links)
- Alpha-CIR model with branching processes in sovereign interest rate modeling (Q2364536) (← links)
- Existence and optimality conditions for relaxed mean-field stochastic control problems (Q2407896) (← links)
- Stochastic equations of super-Lévy processes with general branching mechanism (Q2436788) (← links)
- Heat equation with strongly inhomogeneous noise (Q2485768) (← links)
- On the convergence of closed-loop Nash equilibria to the mean field game limit (Q2657922) (← links)
- \(N\)-player games and mean field games of moderate interactions (Q2674435) (← links)
- Φ′-VALUED MARTINGALE MEASURES AND THEIR LIMIT THEOREMS<sup>*</sup> (Q2746376) (← links)
- FLEMING–VIOT PROCESSES IN AN ENVIRONMENT (Q3058125) (← links)
- Martingale measures and partially observable diffusions (Q3977276) (← links)
- Different types of spdes in the eyes of girsanov's theorem (Q4215900) (← links)
- Weak convergence of hilbert valued martingale measures (Q4349666) (← links)
- Mean Field Games with Singular Controls (Q4596858) (← links)
- On the relaxed mean-field stochastic control problem (Q4642385) (← links)
- Stability of McKean–Vlasov stochastic differential equations and applications (Q4959708) (← links)
- Extinction and coming down from infinity of continuous-state branching processes with competition in a Lévy environment (Q4964784) (← links)
- Approximation of solutions of mean-field stochastic differential equations (Q4965636) (← links)
- Controlled Diffusion Mean Field Games with Common Noise and McKean--Vlasov Second Order Backward SDEs (Q5034423) (← links)
- On the stability of mean-field stochastic differential equations with irregular expectation functional (Q5038977) (← links)
- Continuous-State Branching Processes with Immigration (Q5132611) (← links)
- A Stochastic Gronwall Lemma and Well-Posedness of Path-Dependent SDEs Driven by Martingale Noise (Q5144719) (← links)
- Limit Theory for Controlled McKean--Vlasov Dynamics (Q5346511) (← links)
- Mutually interacting superprocesses with migration (Q5868539) (← links)
- McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations (Q5870359) (← links)
- The stochastic Fisher-KPP equation with seed bank and on/off branching coalescing Brownian motion (Q6116914) (← links)
- Well-posedness of the martingale problem for super-Brownian motion with interactive branching (Q6171653) (← links)
- Continuous-state branching processes with collisions: first passage times and duality (Q6186388) (← links)
