22 results on '"Ji, Shaolin"'
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2. The least squares estimator of random variables under convex operators on LF∞(μ) space
3. A robust Kalman–Bucy filtering problem
4. A filtering problem with uncertainty in observation
5. The stochastic maximum principle in singular optimal control with recursive utilities
6. Reaching goals under ambiguity: Continuous-time optimal portfolio selection
7. The least squares estimator of random variables under sublinear expectations
8. Explicit solutions for continuous time mean–variance portfolio selection with nonlinear wealth equations
9. Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion
10. A note on functional derivatives on continuous paths
11. Solutions for functional fully coupled forward–backward stochastic differential equations
12. Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven byG-Brownian motion
13. A generalized Girsanov transformation of finite state stochastic processes in discrete time
14. Backward stochastic differential equations driven byG-Brownian motion
15. Ambiguous volatility, possibility and utility in continuous time
16. A maximum principle for fully coupled forward–backward stochastic control systems with terminal state constraints
17. Ambiguous Volatility and Asset Pricing in Continuous Time
18. Dual method for continuous-time Markowitz's problems with nonlinear wealth equations
19. Terminal perturbation method for the backward approach to continuous time mean–variance portfolio selection
20. The Neyman–Pearson lemma under g-probability
21. On the solvability of infinite horizon forward–backward stochastic differential equations with absorption coefficients
22. Sampling schedule design towards optimal drug monitoring for individualizing therapy
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