✦ LIBER ✦

Optimal stopping and stochastic control differential games for jump diffusions

✍ Scribed by Baghery, Fouzia; Haadem, Sven; Øksendal, Bernt; Turpin, Isabelle

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Regularity of the Optimal Stopping Probl

✍ Bayraktar, Erhan; Xing, Hao 📂 Article 📅 2012 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 302 KB

Relationship Between MP and DPP for the

✍ Jing-Tao Shi; Zhen Wu 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 771 KB

Sufficient Stochastic Maximum Principle

✍ N.C. Framstad; B. Øksendal; A. Sulem 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 141 KB

Sufficient Stochastic Maximum Principle

✍ N. C. Framstad; B. Øksendal; A. Sulem 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 46 KB

Optimal non-proportional reinsurance con

✍ Michael Taksar; Xudong Zeng 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 331 KB

Total risk aversion, stochastic optimal

✍ E. N. Barron; R. Jensen 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 943 KB