The following pages link to (Q3355178):
Displaying 50 items.
- On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations (Q742151) (← links)
- Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373) (← links)
- Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977) (← links)
- Weak approximation of second-order BSDEs (Q748313) (← links)
- Convergence of adaptive filtered schemes for first order evolutionary Hamilton-Jacobi equations (Q777494) (← links)
- Multidimensional smoothness indicators for first-order Hamilton-Jacobi equations (Q778346) (← links)
- Fishery management in a regime switching environment: utility theory approach (Q831409) (← links)
- Stability and consistency of the semi-implicit co-volume scheme for regularized mean curvature flow equation in level set formulation. (Q834010) (← links)
- Dynamic programming and Lagrange multipliers for active relaxation of resources in nonlinear non-equilibrium systems (Q840185) (← links)
- Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
- Convergence of nonlocal threshold dynamics approximations to front propagation (Q849221) (← links)
- A unifying and rigorous shape from shading method adapted to realistic data and applications (Q851843) (← links)
- Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
- Convergence of the binomial tree method for Asian options in jump-diffusion models (Q874917) (← links)
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- Error estimates for approximations of nonhomogeneous nonlinear uniformly elliptic equations (Q889739) (← links)
- Central limit theorem under uncertain linear transformations (Q900948) (← links)
- On the non-existence of higher order monotone approximation schemes for HJB equations (Q900998) (← links)
- Numerical solution of two asset jump diffusion models for option valuation (Q928833) (← links)
- A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) (Q937233) (← links)
- Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
- Infinite reload options: pricing and analysis (Q952078) (← links)
- Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (Q1027357) (← links)
- A comparison theorem for a piecewise Lipschitz continuous Hamiltonian and application to Shape-from-Shading problems (Q1203411) (← links)
- Convergence of solutions to second-order gradient-like systems with analytic nonlinearities (Q1265083) (← links)
- Partial differential equations and mathematical morphology (Q1277403) (← links)
- Nonlinear Neumann boundary conditions for quasilinear degenerate elliptic equations and applications (Q1288869) (← links)
- Axioms and fundamental equations of image processing (Q1309696) (← links)
- Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
- A modified binomial tree method for currency lookback options (Q1586084) (← links)
- Convergence of Runge-Kutta methods for nonlinear parabolic equations (Q1612468) (← links)
- Nonstandard local discontinuous Galerkin methods for fully nonlinear second order elliptic and parabolic equations in high dimensions (Q1633512) (← links)
- Higher-order adaptive finite difference methods for fully nonlinear elliptic equations (Q1651315) (← links)
- Discrete ABP estimate and convergence rates for linear elliptic equations in non-divergence form (Q1656374) (← links)
- Optimal control algorithm of constrained fuzzy system integrating sliding mode control and model predictive control (Q1666873) (← links)
- Numerical method for image registration model based on optimal mass transport (Q1673826) (← links)
- Drift counteraction optimal control for deterministic systems and enhancing convergence of value iteration (Q1679084) (← links)
- Numerical schemes and rates of convergence for the Hamilton-Jacobi equation continuum limit of nondominated sorting (Q1681788) (← links)
- Convergent approximation of non-continuous surfaces of prescribed Gaussian curvature (Q1691310) (← links)
- Meshfree finite difference approximations for functions of the eigenvalues of the Hessian (Q1692302) (← links)
- Two numerical approaches to stationary mean-field games (Q1697418) (← links)
- Pointwise rates of convergence for the Oliker-Prussner method for the Monge-Ampère equation (Q1713401) (← links)
- The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
- Numerical treatment to a non-local parabolic free boundary problem arising in financial bubbles (Q1734182) (← links)
- Optimal control of branching diffusion processes: a finite horizon problem (Q1751960) (← links)
- Singular risk-neutral valuation equations (Q1761441) (← links)
- Monotone mixed finite difference scheme for Monge-Ampère equation (Q1785517) (← links)
- Front propagation for reaction-diffusion equations of bistable type (Q1803492) (← links)
- Approximation schemes for propagation of fronts with nonlocal velocities and Neumann boundary conditions (Q1863597) (← links)
- Mean value theorems for stochastic integrals (Q1872190) (← links)
