217 results on '"Øksendal, Bernt"'
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2. Impulse Control of Conditional McKean–Vlasov Jump Diffusions
3. Optimal stopping of conditional McKean–Vlasov jump diffusions
4. The stochastic heat equation with fractional time and fractional time–space white noise
5. The fractional stochastic heat equation driven by time-space white noise
6. Singular Control of Stochastic Volterra Integral Equations
7. Mean-field backward stochastic differential equations and applications
8. A financial market with singular drift and no arbitrage
9. A white noise approach to optimal insider control of systems with delay
10. Linear Volterra backward stochastic integral equations
11. Stochastic Control of Memory Mean-Field Processes
12. Stochastic Partial Differential Equations Driven by Lévy Space-Time White Noise
13. An Introduction to White-Noise Theory and Malliavin Calculus for Fractional Brownian Motion
14. Optimal Harvesting from Interacting Populations in a Stochastic Environment
15. Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps
16. Infinite horizon optimal control of forward–backward stochastic differential equations with delay
17. Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection
18. STACKELBERG EQUILIBRIA IN A CONTINUOUS-TIME VERTICAL CONTRACTING MODEL WITH UNCERTAIN DEMAND AND DELAYED INFORMATION
19. Optimal multi-dimensional stochastic harvesting with density-dependent prices
20. Malliavin Calculus and Optimal Control of Stochastic Volterra Equations
21. Stochastic Stackelberg equilibria with applications to time-dependent newsvendor models
22. STOCHASTIC FOKKER-PLANCK EQUATIONS FOR CONDITIONAL MCKEAN-VLASOV JUMP DIFFUSIONS AND APPLICATIONS TO OPTIMAL CONTROL.
23. Risk minimization in financial markets modeled by Itô-Lévy processes
24. A Donsker Delta Functional Approach to Optimal Insider Control and Applications to Finance
25. Market Viability and Martingale Measures under Partial Information
26. OPTIMAL CONTROL OF STOCHASTIC DELAY EQUATIONS AND TIME-ADVANCED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS
27. STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER WHITE NOISE OF LÉVY PROCESSES
28. An anticipative linear filtering equation
29. The Effect of Climate Variations on the Dynamics of Pasture-Livestock Interactions under Cooperative and Noncooperative Management
30. Optimal Smooth Portfolio Selection for an Insider
31. Forward–Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty
32. Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading
33. Finely Harmonic Functions with Finite Dirichlet Integral with Respect to the Green Measure
34. Null Sets for Measures Orthogonal to R(X)
35. Strategic insider trading equilibrium: a filter theory approach
36. Insider trading equilibrium in a market with memory
37. Partially informed noise traders
38. Optimal Stopping of Stochastic Differential Equations with Delay Driven by Lévy Noise
39. Optimal Stochastic Impulse Control with Delayed Reaction
40. A General Stochastic Calculus Approach to Insider Trading
41. White Noise of Poisson Random Measures
42. Using the Donsker Delta Function to Compute Hedging Strategies
43. A White Noise Approach to Stochastic Neumann Boundary-Value Problems
44. White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
45. Optimal time to invest when the price processes are geometric Brownian motions
46. Stochastic boundary value problems: a white noise functional approach
47. The Donsker delta function of a Lévy process with application to chaos expansion of local time
48. White noise analysis for Lévy processes
49. Discrete wick calculus and stochastic functional equations
50. When is a stochastic integral a time change of a diffusion?
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