Pages that link to "Item:Q5746516"
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The following pages link to On Chaos Representation and Orthogonal Polynomials for the Doubly Stochastic Poisson Process (Q5746516):
Displaying 5 items.
- A maximum principle for mean-field SDEs with time change (Q1678481) (← links)
- On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
- BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
- INFORMATION AND OPTIMAL INVESTMENT IN DEFAULTABLE ASSETS (Q2939921) (← links)
- AN IMPROVEMENT OF MARKOVIAN INTEGRATION BY PARTS FORMULA AND APPLICATION TO SENSITIVITY COMPUTATION (Q5051176) (← links)