Pages that link to "Item:Q3557953"
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The following pages link to Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients (Q3557953):
Displaying 17 items.
- On the quasi-linear reflected backward stochastic partial differential equations (Q461705) (← links)
- Finite difference approximation for stochastic optimal stopping problems with delays (Q1008794) (← links)
- An optimal stopping problem in the stochastic Gilpin-Ayala population model (Q1690901) (← links)
- Existence and uniqueness of viscosity solutions for nonlinear variational inequalities associated with mixed control (Q1997191) (← links)
- On the stochastic control-stopping problem (Q2168027) (← links)
- Controlled reflected SDEs and Neumann problem for backward SPDEs (Q2286452) (← links)
- Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) (← links)
- Maximum principle for quasi-linear reflected backward SPDEs (Q2401827) (← links)
- Optimal investment with stopping in finite horizon (Q2405721) (← links)
- A stochastic control problem and related free boundaries in finance (Q2411028) (← links)
- Optimal stopping investment with non-smooth utility over an infinite time horizon (Q2423273) (← links)
- The Optimal Stopping Problem for the Kalman–Bucy Scheme (Q2998880) (← links)
- (Q4427401) (← links)
- A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (Q5252499) (← links)
- On the Starting and Stopping Problem: Application in Reversible Investments (Q5388024) (← links)
- Optimal Retirement Under Partial Information (Q5868936) (← links)
- Dynamic Programming Equation for the Mean Field Optimal Stopping Problem (Q6173820) (← links)
