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Found 340 Documents (Results 1–100)

Optimal stopping problems for a family of continuous-time Markov processes. (English) Zbl 1470.60113

Piunovskiy, Alexey (ed.) et al., Modern trends in controlled stochastic processes: theory and applications, V.III. Selected papers based on the presentations at the traditional Liverpool workshop on controlled stochastic processes, Liverpool, UK, July 2021. Cham: Springer. Emerg. Complex. Comput. 41, 57-86 (2021).
MSC:  60G40
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Reflected backward SDEs in a convex polyhedron. (English) Zbl 1478.60170

Dos Santos, Serge (ed.) et al., Recent advances in mathematics and technology. Proceedings of the first international conference on technology, engineering, and mathematics, TEM18, Kenitra, Morocco, March 26–27, 2018. Cham: Birkhäuser. Appl. Numer. Harmon. Anal., 21-31 (2020).
MSC:  60H10 60G60 35R60
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