Amanote Research
Register
Sign In
Stochastic Control of Jump Diffusions
doi 10.1007/3-540-26441-8_3
Full Text
Open PDF
Abstract
Available in
full text
Date
Unknown
Authors
Unknown
Publisher
Springer-Verlag
Related search
Partial Information Linear Quadratic Control for Jump Diffusions
SIAM Journal on Control and Optimization
Control
Applied Mathematics
Optimization
Neural Jump SDEs (Jump Diffusions) and Neural PDEs
On Stochastic Relaxed Control for Partially Observed Diffusions
Nagoya Mathematical Journal
Mathematics
Model-Based Estimation of High Frequency Jump Diffusions With Microstructure Noise and Stochastic Volatility
SSRN Electronic Journal
Ergodicity for Multidimensional Jump Diffusions With Position Dependent Jump Rate
Annales de l'institut Henri Poincare (B) Probability and Statistics
Uncertainty
Statistics
Probability
Optimal Control of Diffusions With Hard Terminal State Restrictions
ISRN Applied Mathematics
Stochastic Volatility Jump-Diffusion Model for Option Pricing
Journal of Mathematical Finance
Stochastic Stability for Markovian Jump Linear Systems Associated With a Finite Number of Jump Times
Journal of Mathematical Analysis and Applications
Applied Mathematics
Analysis
Stochastic Stability for Markovian Jump Linear Systems Associated With a Finite Number of Jump Times
