Pages that link to "Item:Q1624194"
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The following pages link to Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194):
Displaying 4 items.
- Razumikhin method to stability of delay coupled systems with hybrid switching diffusions (Q2061192) (← links)
- The maximum principle for stochastic control problem with Markov chain in progressive structure (Q2169795) (← links)
- Upper and Lower Solutions for Regime-Switching Diffusions with Applications in Financial Mathematics (Q3097537) (← links)
- A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching (Q5041366) (← links)
