Pages that link to "Item:Q363861"
From MaRDI portal
The following pages link to Mimicking an Itō process by a solution of a stochastic differential equation (Q363861):
Displaying 5 items.
- On Dupire formula and diffusion with given marginals (Q6630456) (← links)
- A probabilistic approach to small noise limit for PDEs in the Wasserstein space (Q6631925) (← links)
- Nonstandard stochastic control with nonlinear Feynman-Kac costs (Q6633902) (← links)
- On the optimal rate for the convergence problem in mean field control (Q6633942) (← links)
- Markovian projections for Itô semimartingales with jumps (Q6654859) (← links)