The following pages link to (Q5424096):
Displaying 38 items.
- Trajectory composition of Poisson time changes and Markov counting systems (Q2453878) (← links)
- Enhanced feedback robustness against communication channel multiplicative uncertainties via scaled dithers (Q2454161) (← links)
- Exact simulation problems for jump-diffusions (Q2513661) (← links)
- A Brownian-Markov stochastic model for cart-like wheeled mobile robots (Q2687842) (← links)
- Wind time series modeling and stochastic optimal control for a grid-connected permanent magnet wind turbine generator (Q2830296) (← links)
- Stochastic processes, finance and control. A Festschrift in honor of Robert J. Elliott. (Q2915490) (← links)
- (Q4374768) (← links)
- DRAWDOWN MEASURES AND RETURN MOMENTS (Q4555853) (← links)
- (Q4558536) (← links)
- Classicalization by phase space measurements (Q4571727) (← links)
- Jump locations of jump-diffusion processes with state-dependent rates (Q4595430) (← links)
- An Efficient Gradient Projection Method for Stochastic Optimal Control Problems (Q4596726) (← links)
- DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS (Q4645330) (← links)
- Optimal portfolio and consumption subject to multidimensional economic factors (Q4908872) (← links)
- A MARKOV-MODULATED DIFFUSION MODEL FOR ENERGY HARVESTING SENSOR NODES (Q4961788) (← links)
- Isogeometric analysis in option pricing (Q5031706) (← links)
- Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps (Q5063465) (← links)
- Optimal investment-consumption and life insurance with capital constraints (Q5085601) (← links)
- Book review (Q5139229) (← links)
- Naive method to test the convergence of simulation and its applications in the computation of bankruptcy probability (Q5222403) (← links)
- PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME (Q5262511) (← links)
- (Q5382268) (← links)
- JUMP SYSTEMS WITH THE MEAN-REVERTING γ-PROCESS AND CONVERGENCE OF THE NUMERICAL APPROXIMATION (Q5389123) (← links)
- Parameter estimation in time-triggered and event-triggered model-based control of uncertain systems (Q5745623) (← links)
- Realization Utility with Path-Dependent Reference Points (Q5868797) (← links)
- Stochastic calculus of variations for jump processes (Q5891096) (← links)
- Applied stochastic control of jump diffusions (Q5898769) (← links)
- Applied stochastic control of jump diffusions (Q5915957) (← links)
- Sequential improvement method in probabilistic criteria optimization problems for linear-in-state jump diffusion systems (Q6060490) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
- A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) (← links)
- Stochastic transmission in epidemiological models (Q6198020) (← links)
- Automated importance sampling via optimal control for stochastic reaction networks: a Markovian projection-based approach (Q6567277) (← links)
- Stochastic differential equations harvesting policies: Allee effects, logistic-like growth and profit optimization (Q6578148) (← links)
- Stability analysis between the hybrid stochastic delay differential equations with jumps and the Euler-Maruyama method (Q6596655) (← links)
- On fully nonlinear parabolic mean field games with nonlocal and local diffusions (Q6612257) (← links)
- Optimal life insurance and annuity demand with jump diffusion and regime switching (Q6637766) (← links)
- Consistent asset modelling with random coefficients and switches between regimes (Q6659310) (← links)
