2

Option pricing with an illiquid underlying asset market

Year:
2005
Language:
english
File:
PDF, 329 KB
english, 2005
6

Optimal switching for partial differential equations I

Year:
1989
Language:
english
File:
PDF, 740 KB
english, 1989
7

Optimal Control Theory for Infinite Dimensional Systems || Existence Theory of Optimal Controls

Year:
1995
Language:
english
File:
PDF, 3.48 MB
english, 1995
9

Backward stochastic Volterra integral equations and some related problems

Year:
2006
Language:
english
File:
PDF, 304 KB
english, 2006
11

European-Type Contingent Claims in an Incomplete Market with Constrained Wealth and Portfolio

Year:
1999
Language:
english
File:
PDF, 149 KB
english, 1999
16

Feedback stabilization of nonlinear uncertain dynamic systems

Year:
1988
Language:
english
File:
PDF, 440 KB
english, 1988
18

Four step scheme for general Markovian forward-backward SDES

Year:
2010
Language:
english
File:
PDF, 326 KB
english, 2010
19

On a quasilinear wave equation with memory

Year:
1991
Language:
english
File:
PDF, 841 KB
english, 1991
20

A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation

Year:
2008
Language:
english
File:
PDF, 156 KB
english, 2008
22

Control Under Lack of Information.by A. N. Krasovskii; N. N. Krasovskii

Year:
1995
Language:
english
File:
PDF, 299 KB
english, 1995
24

On linear, degenerate backward stochastic partial differential equations

Year:
1999
Language:
english
File:
PDF, 270 KB
english, 1999
25

Optimal switching for partial differential equations II

Year:
1989
Language:
english
File:
PDF, 787 KB
english, 1989
27

Differential Games (A Concise Introduction) || Linear-Quadratic Differential Games

Year:
2015
Language:
english
File:
PDF, 516 KB
english, 2015
30

Adapted solution of a degenerate backward spde, with applications

Year:
1997
Language:
english
File:
PDF, 1.16 MB
english, 1997
38

Continuous-time dynamic risk measures by backward stochastic Volterra integral equations

Year:
2007
Language:
english
File:
PDF, 173 KB
english, 2007
42

Modeling and analysis of a laminated beam

Year:
1999
Language:
english
File:
PDF, 1.15 MB
english, 1999
43

Linear Forward—Backward Stochastic Differential Equations

Year:
1999
Language:
english
File:
PDF, 262 KB
english, 1999
44

On Differential Evasion Games

Year:
1988
Language:
english
File:
PDF, 1.59 MB
english, 1988
46

Differential Games (A Concise Introduction) || Control Theory — Single-Player Differential Games

Year:
2015
Language:
english
File:
PDF, 476 KB
english, 2015
49

Evasion with weak superiority

Year:
1988
Language:
english
File:
PDF, 328 KB
english, 1988