1,524 results on '"Øksendal, Bernt"'
Search Results
2. A Kalman filter for linear systems driven by time-space Brownian sheet
3. Deep learning for quadratic hedging in incomplete jump market
4. Fokker-Planck equation for McKean-Vlasov SPDEs driven by time-space Brownian sheet
5. The time-fractional heat equation driven by fractional time-space white noise
6. Optimal control of SPDEs driven by time-space Brownian motion
7. Stochastic differential equations driven by fractional Brownian motion
8. Impulse Control of Conditional McKean–Vlasov Jump Diffusions
9. The Donsker delta function and local time for McKean-Vlasov processes and applications
10. Impulse control of conditional McKean-Vlasov jump diffusions
11. The time-fractional stochastic heat equation driven by time-space white noise
12. Space-time stochastic calculus and white noise
13. Optimal stopping of conditional McKean-Vlasov jump diffusions
14. Stochastic Fokker-Planck PIDE for conditional McKean-Vlasov jump diffusions and applications to optimal control
15. Optimal stopping of conditional McKean–Vlasov jump diffusions
16. Space-Time Stochastic Calculus and White Noise
17. The fractional stochastic heat equation driven by time-space white noise
18. Pricing of European options in incomplete jump diffusion markets
19. A financial market with singular drift and no arbitrage
20. Singular optimal control of stochastic Volterra integral equations
21. A new approach to optimal stopping for Hunt processes
22. Strategic Insider Trading Equilibrium with a Non-fiduciary Market Maker
23. Introduction to White Noise, Hida-Malliavin Calculus and Applications
24. Singular control of SPDEs with space-mean dynamics
25. Deep learning for quadratic hedging in incomplete jump market
26. Singular Control of Stochastic Volterra Integral Equations
27. SPDEs with space interactions and application to population modelling
28. Mean-Field Stochastic Control with Elephant Memory in Finite and Infinite Time Horizon
29. Optimal stopping, randomized stopping and singular control with partial information flow
30. Singular control and optimal stopping of memory mean-field processes
31. Viable Insider Markets
32. Mean-field backward stochastic differential equations and applications
33. Space-Time Stochastic Calculus and White Noise
34. Mean-field backward stochastic differential equations and applications
35. New approach to optimal control of stochastic Volterra integral equations
36. Linear Volterra backward stochastic differential equations
37. A Hida-Malliavin white noise calculus approach to optimal control
38. Stochastic control of mean-field SPDEs with jumps
39. Stochastic Control of Memory Mean-Field Processes
40. Model Uncertainty Stochastic Mean-Field Control
41. A white noise approach to optimal insider control of systems with delay
42. Financial Markets Modeled by Jump Diffusions
43. Singular Control for Jump Diffusions
44. Solutions of Selected Exercises
45. Combined Optimal Stopping and Stochastic Control of Jump Diffusions
46. Impulse Control of Jump Diffusions
47. Stochastic Differential Games
48. Backward Stochastic Differential Equations and Risk Measures
49. Stochastic Control of Jump Diffusions Stochastic control
50. Optimal Control of Stochastic Partial Differential Equations and Partial (Noisy) Observation Control
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