Masoumifard, Khaled; Zokaei, Mohammad Optimal dynamic reinsurance strategies in multidimensional portfolio. (English) Zbl 1460.91232 Stochastic Anal. Appl. 39, No. 1, 1-21 (2021). Reviewer: George Stoica (Saint John) MSC: 91G05 49L25 90C39 PDFBibTeX XMLCite \textit{K. Masoumifard} and \textit{M. Zokaei}, Stochastic Anal. Appl. 39, No. 1, 1--21 (2021; Zbl 1460.91232) Full Text: DOI arXiv
Li, Wenqiang; Peng, Ying; Liu, Junbo Reflected forward-backward stochastic differential equations and related PDEs. (English) Zbl 1347.60070 Stochastic Anal. Appl. 34, No. 5, 906-926 (2016). MSC: 60H10 60H30 35D40 35K59 PDFBibTeX XMLCite \textit{W. Li} et al., Stochastic Anal. Appl. 34, No. 5, 906--926 (2016; Zbl 1347.60070) Full Text: DOI
Zhang, Hong; Kannan, D. Stochastic motion under \(G\)-framework. I: Nelson stochastic derivatives. (English) Zbl 1305.60075 Stochastic Anal. Appl. 32, No. 6, 1067-1096 (2014); corrigendum ibid. 34, No. 2, 356-363 (2016). MSC: 60J60 60H10 60K40 70B05 PDFBibTeX XMLCite \textit{H. Zhang} and \textit{D. Kannan}, Stochastic Anal. Appl. 32, No. 6, 1067--1096 (2014; Zbl 1305.60075) Full Text: DOI
Xu, Yuhong Probabilistic solutions for a class of path-dependent Hamilton-Jacobi-Bellman equations. (English) Zbl 1270.60068 Stochastic Anal. Appl. 31, No. 3, 440-459 (2013). MSC: 60H10 60H30 60J65 35K55 35K05 49L25 PDFBibTeX XMLCite \textit{Y. Xu}, Stochastic Anal. Appl. 31, No. 3, 440--459 (2013; Zbl 1270.60068) Full Text: DOI
Chang, Mou-Hsiung; Pang, Tao; Pemy, Moustapha Viscosity solution of optimal stopping problem for stochastic systems with bounded memory. (English) Zbl 1268.60052 Stochastic Anal. Appl. 30, No. 6, 1102-1135 (2012). Reviewer: Pavel Gapeev (London) MSC: 60G40 60G20 60H30 93E20 PDFBibTeX XMLCite \textit{M.-H. Chang} et al., Stochastic Anal. Appl. 30, No. 6, 1102--1135 (2012; Zbl 1268.60052) Full Text: DOI
Ghosh, Mrinal K.; Rao, K. S. Mallikarjuna Existence of value in stochastic differential games of mixed type. (English) Zbl 1252.49062 Stochastic Anal. Appl. 30, No. 5, 895-905 (2012). MSC: 49N70 60G40 93E20 49J40 49L25 PDFBibTeX XMLCite \textit{M. K. Ghosh} and \textit{K. S. M. Rao}, Stochastic Anal. Appl. 30, No. 5, 895--905 (2012; Zbl 1252.49062) Full Text: DOI
Masiero, Federica Stochastic optimal control for the stochastic heat equation with exponentially growing coefficients and with control and noise on a subdomain. (English) Zbl 1196.60124 Stochastic Anal. Appl. 26, No. 4, 877-902 (2008). Reviewer: Constantin Vârsan (Bucureşti) MSC: 60H30 93E20 PDFBibTeX XMLCite \textit{F. Masiero}, Stochastic Anal. Appl. 26, No. 4, 877--902 (2008; Zbl 1196.60124) Full Text: DOI
Bennett, Jonathan; Wu, Jiang-Lun An optimal control problem associated with SDEs driven by Lévy-type processes. (English) Zbl 1144.60036 Stochastic Anal. Appl. 26, No. 3, 471-494 (2008). Reviewer: Henri Schurz (Carbondale) MSC: 60H10 60H30 60J75 49L25 93E20 PDFBibTeX XMLCite \textit{J. Bennett} and \textit{J.-L. Wu}, Stochastic Anal. Appl. 26, No. 3, 471--494 (2008; Zbl 1144.60036) Full Text: DOI
Basu, Arnab; Ghosh, Mrinal K. Stochastic differential games with multiple modes and applications to portfolio optimization. (English) Zbl 1119.49030 Stochastic Anal. Appl. 25, No. 4, 845-867 (2007). MSC: 49N70 90C59 49L25 PDFBibTeX XMLCite \textit{A. Basu} and \textit{M. K. Ghosh}, Stochastic Anal. Appl. 25, No. 4, 845--867 (2007; Zbl 1119.49030) Full Text: DOI
Akdim, K.; Ouknine, Y.; Turpin, I. Variational inequalities for combined control and stopping game. (English) Zbl 1119.60041 Stochastic Anal. Appl. 24, No. 6, 1263-1284 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H10 60H20 49J40 93E20 PDFBibTeX XMLCite \textit{K. Akdim} et al., Stochastic Anal. Appl. 24, No. 6, 1263--1284 (2006; Zbl 1119.60041) Full Text: DOI
Baghéry, Fouzia; Turpin, Isabelle; Ouknine, Youssef Some remark on optimal stochastic control with partial information. (English) Zbl 1125.93068 Stochastic Anal. Appl. 23, No. 6, 1305-1320 (2005). MSC: 93E20 49K45 49L25 93E10 PDFBibTeX XMLCite \textit{F. Baghéry} et al., Stochastic Anal. Appl. 23, No. 6, 1305--1320 (2005; Zbl 1125.93068) Full Text: DOI
Aubin, Jean-Pierre; Doss, Halim Characterization of stochastic viability of any nonsmooth set involving its generalized contingent curvature. (English) Zbl 1030.60045 Stochastic Anal. Appl. 21, No. 5, 955-981 (2003). Reviewer: Tran Nhu Pham (Hanoi) MSC: 60H10 93E03 PDFBibTeX XMLCite \textit{J.-P. Aubin} and \textit{H. Doss}, Stochastic Anal. Appl. 21, No. 5, 955--981 (2003; Zbl 1030.60045) Full Text: DOI
Morimoto, Hiroaki; Kawaguchi, Kazuhito Optimal exploitation of renewable resources by the viscosity solution method. (English) Zbl 1022.90012 Stochastic Anal. Appl. 20, No. 5, 927-946 (2002). MSC: 90C15 PDFBibTeX XMLCite \textit{H. Morimoto} and \textit{K. Kawaguchi}, Stochastic Anal. Appl. 20, No. 5, 927--946 (2002; Zbl 1022.90012) Full Text: DOI