The following pages link to Qingshuo Song (Q290827):
Displaying 44 items.
- On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828) (← links)
- Optimal portfolio selection under concave price impact (Q360368) (← links)
- Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
- Outperforming the market portfolio with a given probability (Q453241) (← links)
- The stochastic solution to a Cauchy problem for degenerate parabolic equations (Q517967) (← links)
- Characterization of stochastic control with optimal stopping in a Sobolev space (Q522802) (← links)
- Convergence rates of Markov chain approximation methods for controlled diffusions with stopping (Q601074) (← links)
- (Q856530) (redirect page) (← links)
- Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
- Stochastic optimization algorithms for barrier dividend strategies (Q953387) (← links)
- Spectral methods for substantial fractional differential equations (Q1743431) (← links)
- Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution (Q2223873) (← links)
- American option model and negative Fichera function on degenerate boundary (Q2337421) (← links)
- An optimal pairs-trading rule (Q2350749) (← links)
- Saddle points of discrete Markov zero-sum game with stopping (Q2391503) (← links)
- Weak convergence methods for approximation of the evaluation of path-dependent functionals (Q2873872) (← links)
- Optimal switching with constraints and utility maximization of an indivisible market (Q2903497) (← links)
- Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk (Q2953949) (← links)
- Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients (Q2974766) (← links)
- On Optimal Harvesting Problems in Random Environments (Q3021277) (← links)
- On the Continuity of Stochastic Exit Time Control Problems (Q3081438) (← links)
- (Q3443105) (← links)
- Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs (Q3566988) (← links)
- Stability of random-switching systems of differential equations (Q3632486) (← links)
- Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies (Q3633139) (← links)
- Ergodicity and strong limit results for two-time-scale functional stochastic differential equations (Q4602036) (← links)
- Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators (Q4602530) (← links)
- Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution (Q4683106) (← links)
- Numerical Solutions for Stochastic Differential Games With Regime Switching (Q4974150) (← links)
- The density evolution of the killed McKean–Vlasov process (Q5086500) (← links)
- Pricing double volatility barriers option under stochastic volatility (Q5086643) (← links)
- Solving a Class of Mean-Field LQG Problems (Q5090828) (← links)
- Exit Problems as the Generalized Solutions of Dirichlet Problems (Q5232228) (← links)
- On the Equivalence and Condition of Different Consensus Over a Random Network Generated by i.i.d. Stochastic Matrices (Q5347724) (← links)
- Mean Exit Times and the Multilevel Monte Carlo Method (Q5397862) (← links)
- A NOTE ON EXPONENTIAL ALMOST SURE STABILITY OF STOCHASTIC DIFFERENTIAL EQUATION (Q5398429) (← links)
- Numerical solutions for jump-diffusions with regime switching (Q5460725) (← links)
- On the Graphon Mean Field Game equations: Individual agent affine dynamics and mean field dependent performance functions (Q5864583) (← links)
- Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables (Q5887495) (← links)
- Stochastic maximum principle for a time-changed mean field game (Q6127348) (← links)
- From mean field games to Navier-Stokes equations (Q6164090) (← links)
- The convergence rate of the equilibrium measure for the hybrid LQG Mean Field Game (Q6369817) (← links)
- Convergence rate of LQG mean field games with common noise (Q6568752) (← links)
- Long-Time Behaviors of Stochastic Linear-Quadratic Optimal Control Problems (Q6744953) (← links)
