The following pages link to Jin Ma (Q217703):
Displaying 15 items.
- On the Principle of Smooth Fit for a Class of Singular Stochastic Control Problems for Diffusions (Q4012463) (← links)
- discontinuous reflection, and a class of singular stochastic control problems for diffusions (Q4286674) (← links)
- Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs (Q4409042) (← links)
- Ruin Probabilities for Insurance Models Involving Investments (Q4455902) (← links)
- (Q4792526) (← links)
- Weak Solutions of Forward–Backward SDE's (Q4804867) (← links)
- (Q4811453) (← links)
- Singular stochastic control for diffusions and sde with discontinuous (Q4840920) (← links)
- Optimal Investment and Dividend Strategy under Renewal Risk Model (Q5020735) (← links)
- Pathwise Stochastic Control Problems and Stochastic HJB Equations (Q5426921) (← links)
- Reflected forward-backward SDEs and obstacle problems with boundary conditions (Q5950196) (← links)
- Approximate solvability of forward-backward stochastic differential equations (Q5956450) (← links)
- A general conditional McKean-Vlasov stochastic differential equation (Q6104018) (← links)
- Stability of strong viscous shock wave under periodic perturbation for 1-D isentropic Navier-Stokes system in the half space (Q6493722) (← links)
- Set-Valued Stochastic Differential Equations with Unbounded Coefficients (Q6527292) (← links)
