The following pages link to (Q4029027):
Displaying 18 items.
- Martingale representations for functionals of Lévy processes (Q746050) (← links)
- Explicit form and robustness of martingale representations. (Q1872167) (← links)
- Control and optimal stopping mean field games: a linear programming approach (Q2076633) (← links)
- Martingale representation and logarithmic-Sobolev inequality for the fractional Ornstein-Uhlenbeck measure (Q2155577) (← links)
- Existence and optimality conditions for relaxed mean-field stochastic control problems (Q2407896) (← links)
- APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES (Q3125788) (← links)
- (Q3675265) (← links)
- (Q4279449) (← links)
- (Q4451262) (← links)
- On the relaxed mean-field stochastic control problem (Q4642385) (← links)
- (Q4888675) (← links)
- A Martingale Representation for Matching Estimators (Q4916517) (← links)
- Stability of McKean–Vlasov stochastic differential equations and applications (Q4959708) (← links)
- Approximation of solutions of mean-field stochastic differential equations (Q4965636) (← links)
- On the stability of mean-field stochastic differential equations with irregular expectation functional (Q5038977) (← links)
- (Q5190811) (← links)
- Admissible representations for probability measures (Q5307610) (← links)
- On optimal control of coupled mean-field forward-backward stochastic equations (Q6643457) (← links)