Pages that link to "Item:Q4763174"
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The following pages link to Une classe nouvelle de problèmes singuliers de contrôle stochastique (Q4763174):
Displaying 14 items.
- On the value function of weakly coercive problems in nonlinear stochastic control (Q647499) (← links)
- Towards a self-consistent theory of volatility (Q864196) (← links)
- Uniqueness results for boundary value problems arising from finite fuel and other singular and unbounded stochastic control problems (Q934146) (← links)
- A singular control problem with an expected and a pathwise ergodic performance criterion (Q995849) (← links)
- Large investor trading impacts on volatility (Q1002773) (← links)
- Monotone solutions for mean field games master equations: finite state space and optimal stopping (Q2034725) (← links)
- On a class of singular stochastic control problems driven by Lévy noise (Q2274296) (← links)
- Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values (Q2466254) (← links)
- (Q3408239) (← links)
- Singular Stochastic Control Problems Solved by a Sparse Simplex Method (Q3827160) (← links)
- (Q4025637) (← links)
- A singular stochastic control problem in an unbounded domain (Q4313779) (← links)
- On a Class of Path-Dependent Singular Stochastic Control Problems (Q4684782) (← links)
- A Singular Stochastic Control Problem with Interconnected Dynamics (Q5130896) (← links)
