127 results on '"60H30"'
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2. Doubly Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Coefficients
3. Stochastic Augmented Lagrangian Method in Riemannian Shape Manifolds
4. Asset Prices with Investor Protection in the Cross-Sectional Economy
5. Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators
6. Stochastic Differential Equations with Singular Coefficients: The Martingale Problem View and the Stochastic Dynamics View
7. Reflected and Doubly Reflected Backward Stochastic Differential Equations with Irregular Obstacles and a Large Set of Stopping Strategies
8. A Short Note on Super-Hedging an Arbitrary Number of European Options with Integer-Valued Strategies
9. Dynamics of a Stochastic Regime-Switching Four-Species Food Chain Model with Distributed Delays and Harvesting
10. Optimal Investment-reinsurance Strategies for an Insurer with Options Trading Under Model Ambiguity
11. Application of Portfolio Optimization to Achieve Persistent Time Series
12. Stochastic Maximum Principle for Generalized Mean-Field Delay Control Problem
13. General Mean Reflected Backward Stochastic Differential Equations
14. On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling
15. Convergence of Weak Euler Approximation for Nondegenerate Stochastic Differential Equations Driven by Point and Martingale Measures
16. A maximal Lp-regularity theory to initial value problems with time measurable nonlocal operators generated by additive processes
17. A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance
18. A numerical approach based on Pell polynomial for solving stochastic fractional differential equations
19. Generalized Backward Doubly Stochastic Differential Equations Driven by Lévy Processes with Discontinuous and Linear Growth Coefficients
20. On the Dynamics of the Boundary Vorticity for Incompressible Viscous Flows
21. Non-zero-sum Stochastic Differential Games for Asset-Liability Management with Stochastic Inflation and Stochastic Volatility
22. Existence and Uniqueness of Solutions for Multi-dimensional Reflected Backward Stochastic Differential Equations with Diagonally Quadratic Generators
23. Stochastic Gradient Descent with Noise of Machine Learning Type Part II: Continuous Time Analysis
24. Stochastic Dynamics of a Hybrid Delay Food Chain Model with Harvesting and Jumps in a Polluted Environment
25. Well-posedness for a stochastic 2D Euler equation with transport noise
26. Finite Horizon Sequential Detection with Exponential Penalty for the Delay
27. Correction to: Uniqueness for nonlinear Fokker–Planck equations and weak uniqueness for McKean-Vlasov SDEs
28. Hopf Bifurcations of Moore-Greitzer PDE Model with Additive Noise
29. System of Nonlinear Second-Order Parabolic Partial Differential Equations with Interconnected Obstacles and Oblique Derivative Boundary Conditions on Non-Smooth Time-Dependent Domains
30. Analysis of a Stochastic Single-Species Model with Intraspecific Cooperation
31. On the Propagation of the Weak Representation Property in Independently Enlarged Filtrations: The General Case
32. Global Optimal Consumption–Portfolio Rules with Myopic Preferences and Loss Aversion
33. A Stochastic Schumacher Diffusion Process: Probability Characteristics Computation and Statistical Analysis
34. Maximum Principle for Mean-Field SDEs Under Model Uncertainty
35. Stochastic Gradient Descent with Noise of Machine Learning Type Part I: Discrete Time Analysis
36. Dynamical Behaviors of a Stochastic Single-Species Model with Allee Effects
37. Brownian Motion in an N-Scale Periodic Potential
38. Robust Optimal Investment Strategies for Mean-Variance Asset-Liability Management Under 4/2 Stochastic Volatility Models
39. Portfolio Selection and Risk Control for an Insurer With Uncertain Time Horizon and Partial Information in an Anticipating Environment
40. Maximum Principle for General Partial Information Nonzero Sum Stochastic Differential Games and Applications
41. Doubly Reflected Backward Stochastic Differential Equations in the Predictable Setting
42. An Approximation Scheme for Reflected Stochastic Differential Equations with Non-Lipschitzian Coefficients
43. Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Coefficients in (y, z)
44. Propagation of Chaos in the Nonlocal Adhesion Models for Two Cancer Cell Phenotypes
45. Sufficient Maximum Principle for Stochastic Optimal Control Problems with General Delays
46. Green’s Functions with Oblique Neumann Boundary Conditions in the Quadrant
47. Hörmander’s Hypoelliptic Theorem for Nonlocal Operators
48. Some Explicit Results on First Exit Times for a Jump Diffusion Process Involving Semimartingale Local Time
49. A Modified MSA for Stochastic Control Problems
50. Wong–Zakai Approximation for Landau–Lifshitz–Gilbert Equation Driven by Geometric Rough Paths
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