Pages that link to "Item:Q1149939"
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The following pages link to Ecole d'ete de probabilités de Saint-Flour IX-1979. Ed. par P. L. Hennequin (Q1149939):
Displaying 12 items.
- Optimal robust influence functions in semiparametric regression (Q1036723) (← links)
- Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- Optimally robust estimators in generalized Pareto models (Q2863069) (← links)
- Efficient estimation in a nonlinear counting-process regression model (Q3979451) (← links)
- Nash Equilibria for Game Contingent Claims with Utility-Based Hedging (Q4553299) (← links)
- Optimal stochastic impulse control with random coefficients and execution delay (Q5085830) (← links)
- Optimal Stopping Problems for a Family of Continuous-Time Markov Processes (Q5153601) (← links)
- Mean-field optimal multi-modes switching problem: A balance sheet (Q5228828) (← links)
- Minimal solution of irregular barrier reflected BDSDEs with left confinuous and stochastic linear growth generators (Q6057144) (← links)
- An exit contract optimization problem (Q6186394) (← links)
- Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies (Q6556234) (← links)
