The following pages link to (Q4788298):
Displaying 50 items.
- Large deviations for some fast stochastic volatility models by viscosity methods (Q255794) (← links)
- An averaging principle for diffusions in foliated spaces (Q272972) (← links)
- Approximation of random slow manifolds and settling of inertial particles under uncertainty (Q282385) (← links)
- Geometric ergodicity for classes of homogeneous Markov chains (Q404128) (← links)
- Optimal control with random parameters: a multiscale approach (Q431771) (← links)
- Slow foliation of a slow-fast stochastic evolutionary system (Q457597) (← links)
- Averaging along foliated Lévy diffusions (Q468605) (← links)
- The ergodic problem for some subelliptic operators with unbounded coefficients (Q503121) (← links)
- Large deviations for two-time-scale diffusions, with delays (Q607781) (← links)
- Stabilizing composite control for a class of linear systems modeled by singularly perturbed Itô differential equations (Q629059) (← links)
- Maximum likelihood drift estimation for multiscale diffusions (Q734631) (← links)
- Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions (Q888494) (← links)
- General model selection estimation of a periodic regression with a Gaussian noise (Q907060) (← links)
- In discrete time a local martingale is a martingale under an equivalent probability measure (Q1003343) (← links)
- On numerical solution of singularly perturbed optimal control problems (Q1673918) (← links)
- Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves (Q1681856) (← links)
- Homogenization for a class of generalized Langevin equations with an application to thermophoresis (Q1730999) (← links)
- Exchange rate bifurcation in a stochastic evolutionary finance model (Q1938897) (← links)
- Optimal consumption and investment for markets with random coefficients (Q1945049) (← links)
- Rough flows and homogenization in stochastic turbulence (Q2013918) (← links)
- On average control generating families for singularly perturbed optimal control problems with long run average optimality criteria (Q2018766) (← links)
- Singular limit of BSDEs and optimal control of two scale stochastic systems in infinite dimensional spaces (Q2020319) (← links)
- On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs (Q2022760) (← links)
- Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions (Q2041038) (← links)
- Stochastic generation and shifts of phantom attractors in the 2D Rulkov model (Q2113097) (← links)
- Adaptive efficient analysis for big data ergodic diffusion models (Q2137741) (← links)
- A mathematical framework for critical transitions: bifurcations, fast-slow systems and stochastic dynamics (Q2276145) (← links)
- Averaging and linear programming in some singularly perturbed problems of optimal control (Q2348615) (← links)
- A mathematical framework for critical transitions: normal forms, variance and applications (Q2393133) (← links)
- Invariant manifolds for random dynamical systems with slow and fast variables (Q2427410) (← links)
- Multiscale problems and homogenization for second-order Hamilton-Jacobi equations (Q2464474) (← links)
- Optimal control of multiscale systems using reduced-order models (Q2513918) (← links)
- Nonlinear gossip (Q2813309) (← links)
- (Q3146336) (← links)
- Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters (Q3178724) (← links)
- Approximate reduction of linear population models governed by stochastic differential equations: application to multiregional models (Q3300898) (← links)
- On Differential Games with Long-Time-Average Cost (Q3646700) (← links)
- Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
- Asymptotic Analysis for Randomly Forced MHD (Q4594914) (← links)
- Slow manifolds for dynamical systems with non-Gaussian stable Lévy noise (Q4968724) (← links)
- Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions (Q4999508) (← links)
- Maximum likelihood estimation for multiscale Ornstein–Uhlenbeck processes (Q5086447) (← links)
- A Strong Averaging Principle for Lévy Diffusions in Foliated Spaces with Unbounded Leaves (Q5223402) (← links)
- APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS (Q5283405) (← links)
- On Near Optimal Control of Systems with Slow Observables (Q5346502) (← links)
- Optimal control for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping (Q5346594) (← links)
- Singular perturbations for a subelliptic operator (Q5376671) (← links)
- How additive noise forms and shifts phantom attractors in slow–fast systems (Q5870651) (← links)
- Stochastic control methods for optimization problems in Ornstein-Uhlenbeck spread models (Q6063623) (← links)
- Rate of convergence for singular perturbations of Hamilton-Jacobi equations in unbounded spaces (Q6097694) (← links)
