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Found 13 Documents (Results 1–13)

A stochastic HJB equation for optimal control of forward-backward SDEs. (English) Zbl 1354.60061

Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 435-446 (2016).
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A comparison theorem for backward SPDEs with jumps. (English) Zbl 1336.60123

Chen, Zhen-Qing (ed.) et al., Festschrift Masatoshi Fukushima. In Honor of Masatoshi Fukushima’s Sanju. Hackensack, NJ: World Scientific (ISBN 978-981-4596-52-7/hbk; 978-981-4596-54-1/ebook). Interdisciplinary Mathematical Sciences 17, 479-487 (2015).
MSC:  60H15 91B30 91G80
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Stochastic calculus for fractional Brownian motion and applications. (English) Zbl 1157.60002

Probability and its Applications. London: Springer (ISBN 978-1-85233-996-8/hbk; 978-1-84996-994-9/pbk; 978-1-84628-797-8/ebook). xii, 329 p. (2008).
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