240 results on '"Øksendal, Bernt"'
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2. Space-Time Stochastic Calculus and White Noise
3. A White Noise Approach to Stochastic Differential Equations Driven by Wiener and Poisson Processes
4. Impulse Control of Conditional McKean–Vlasov Jump Diffusions
5. The Donsker delta function and local time for McKean–Vlasov processes and applications
6. Stochastic Differential Games
7. Combined Optimal Stopping and Stochastic Control of Jump Diffusions
8. Backward Stochastic Differential Equations and Risk Measures
9. Stochastic Calculus with Lévy Processes
10. Viscosity Solutions
11. Optimal Control of Stochastic Partial Differential Equations and Partial (Noisy) Observation Control
12. Singular Control for Jump Diffusions
13. Financial Markets Modeled by Jump Diffusions
14. Solutions of Selected Exercises
15. Optimal Stopping of Jump Diffusions
16. Combined Stochastic Control and Impulse Control of Jump Diffusions
17. Impulse Control of Jump Diffusions
18. Approximating Impulse Control by Iterated Optimal Stopping
19. Applied Stochastic Control of Jump Diffusions
20. Stochastic Control of Jump Diffusions
21. Optimal control of forward-backward stochastic Volterra equations
22. A White Noise Approach to Insider Trading
23. Singular Control of Stochastic Volterra Integral Equations
24. Mean-field backward stochastic differential equations and applications
25. A Stochastic HJB Equation for Optimal Control of Forward-Backward SDEs
26. Optimal Control of Predictive Mean-Field Equations and Applications to Finance
27. A comparison theorem for backward SPDEs with jumps
28. A Malliavin Calculus Approach to General Stochastic Differential Games with Partial Information
29. A financial market with singular drift and no arbitrage
30. Optimal Partial Information Control of SPDEs with Delay and Time-Advanced Backward SPDEs
31. Robust Stochastic Control and Equivalent Martingale Measures
32. A General Maximum Principle for Anticipative Stochastic Control and Applications to Insider Trading
33. Stochastic Partial Differential Equations
34. Introduction
35. Framework
36. Stochastic Partial Differential Equations Driven by Brownian White Noise
37. Stochastic Partial Differential Equations Driven by Lévy Processes
38. Applications to Stochastic Ordinary Differential Equations
39. Stochastic Calculus for Fractional Brownian Motion and Applications
40. Applied Stochastic Control of Jump Diffusions
41. Other Topics in Diffusion Theory
42. Application to Mathematical Finance
43. The Filtering Problem
44. Itô Integrals
45. The Itô Formula and the Martingale Representation Theorem
46. Application to Optimal Stopping
47. Introduction
48. Diffusions: Basic Properties
49. Stochastic Differential Equations
50. Application to Stochastic Control
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