The following pages link to (Q3355178):
Displaying 50 items.
- The comparison of the Riemann solutions in gas dynamics (Q2348529) (← links)
- Error estimates for approximations of nonlinear uniformly parabolic equations (Q2351404) (← links)
- Approximation schemes for non-linear second order equations on the Heisenberg group (Q2351678) (← links)
- On the convergence of monotone schemes for path-dependent PDEs (Q2359701) (← links)
- Infinite horizon controlled diffusions with randomly varying and state-dependent discount cost rates (Q2359780) (← links)
- Convergence of meshfree collocation methods for fully nonlinear parabolic equations (Q2364891) (← links)
- Entropy penalization methods for Hamilton-Jacobi equations (Q2381959) (← links)
- Finite time Merton strategy under drawdown constraint: a viscosity solution approach (Q2391245) (← links)
- Convergence analysis of a parabolic nonlinear system arising in biology (Q2393523) (← links)
- On the numerical approximation of \(\infty \)-harmonic mappings (Q2397175) (← links)
- Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control (Q2398476) (← links)
- Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations (Q2399158) (← links)
- Optimal route planning for sailing boats: a hybrid formulation (Q2420826) (← links)
- Error estimates for a finite difference scheme associated with Hamilton-Jacobi equations on a junction (Q2424847) (← links)
- Convergence of Markov chain approximation on generalized HJB equation and its applications (Q2440656) (← links)
- Full discretisation of second-order nonlinear evolution equations: strong convergence and applications (Q2441935) (← links)
- Quasilinearization numerical scheme for fully nonlinear parabolic problems with applications in models of mathematical finance (Q2450494) (← links)
- Cascadic meshfree method for the elliptic Monge-Ampère equation (Q2451038) (← links)
- Error estimates for the approximation of the effective Hamiltonian (Q2480790) (← links)
- \(L^{1}\)-minimization methods for Hamilton-Jacobi equations: the one-dimensional case (Q2483025) (← links)
- Numerical analysis of the model of image processing with time-delay regularization (Q2485635) (← links)
- Propagation of graphs in two-dimensional inhomogeneous media (Q2497776) (← links)
- An approximation scheme for the effective Hamiltonian and applications (Q2497783) (← links)
- Analytical binomial lookback options with double-exponential jumps (Q2510894) (← links)
- Convergence rates for semi-discrete splitting approximations for degenerate parabolic equations with source teams (Q2568628) (← links)
- Adaptive finite difference methods for nonlinear elliptic and parabolic partial differential equations with free boundaries (Q2631051) (← links)
- Convergence of the embedded mean-variance optimal points with discrete sampling (Q2634609) (← links)
- Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations (Q2657924) (← links)
- On satellite image segmentation via piecewise constant approximation of selective smoothed target mapping (Q2660373) (← links)
- \(C^0\) finite element approximations of linear elliptic equations in non-divergence form and Hamilton-Jacobi-Bellman equations with Cordes coefficients (Q2664391) (← links)
- \(p\)-harmonic functions by way of intrinsic mean value properties (Q2677302) (← links)
- A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions (Q2678963) (← links)
- An efficient numerical method for the robust optimal investment problem with general utility functions (Q2691508) (← links)
- A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation (Q2699278) (← links)
- On the approximation of front propagation problems with nonlocal terms (Q2781493) (← links)
- MARS: an analytic framework of interface tracking via mapping and adjusting regular semialgebraic sets (Q2791764) (← links)
- A multidimensional exponential utility indifference pricing model with applications to counterparty risk (Q2796752) (← links)
- Sub-Riemannian mean curvature flow for image processing (Q2797778) (← links)
- Stochastic target games and dynamic programming via regularized viscosity solutions (Q2800366) (← links)
- Weakly chained matrices, policy iteration, and impulse control (Q2805130) (← links)
- A backward dual representation for the quantile hedging of Bermudan options (Q2808185) (← links)
- Algorithmic trading with learning (Q2814668) (← links)
- Optimal control of an energy storage facility under a changing economic environment and partial information (Q2814673) (← links)
- Numerical methods for an optimal multiple stopping problem (Q2816573) (← links)
- On asymptotic speed of solutions to level-set mean curvature flow equations with driving and source terms (Q2827751) (← links)
- Semi-Lagrangian schemes for linear and fully non-linear diffusion equations (Q2840616) (← links)
- Mean value property for \(p\)-harmonic functions (Q2845061) (← links)
- Approximation schemes for monotone systems of nonlinear second order partial differential equations: convergence result and error estimate (Q2896911) (← links)
- Liquidation in limit order books with controlled intensity (Q2927944) (← links)
- Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing (Q2942193) (← links)
