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Optimal stopping times for solutions of nonlinear stochastic differential equations and their application to one problem of financial mathematics

✍ Scribed by Yu. S. Mishura; Ya. O. Ol'tsik

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Continuity in the Strong Topology of Ope

✍ Russell, David L. 📂 Article 📅 1969 🏛 Society for Industrial and Applied Mathematics ⚖ 734 KB

[Lecture Notes in Mathematics] Stochasti

✍ Prato, Giuseppe; Tubaro, Luciano 📂 Article 📅 1989 🏛 Springer Berlin Heidelberg 🌐 German ⚖ 1005 KB

Application of Stochastic Equations to t

✍ Kogan, Ya. A. 📂 Article 📅 1965 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 674 KB

Addendum: Application of Stochastic Equa

✍ Kogan, Ya. A. 📂 Article 📅 1966 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 75 KB

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✍ Yu. E. Gliklikh 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 125 KB

Comparison theorems for nonlinear evolut

✍ M. I. Khazan 📂 Article 📅 1986 🏛 Springer US 🌐 English ⚖ 785 KB