Pages that link to "Item:Q2903497"
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The following pages link to Optimal switching with constraints and utility maximization of an indivisible market (Q2903497):
Displaying 8 items.
- Optimal debt ratio and consumption strategies in financial crisis (Q495747) (← links)
- Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values (Q2025264) (← links)
- Invariant probability measures for path-dependent random diffusions (Q2683027) (← links)
- Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space (Q2942286) (← links)
- Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk (Q2953949) (← links)
- Optimal Drift Rate Control and Impulse Control for a Stochastic Inventory/Production System (Q4643310) (← links)
- Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization (Q5103922) (← links)
- Numerical solutions of regime-switching functional diffusions with infinite delay (Q6646221) (← links)