UB Paderborn / Katalog / Suche / in CDI

Sortiert nach

Einfacher Volltextzugriff von (fast) überall

Installieren Sie die LibKey Nomad-Browsererweiterung und erhalten Sie von vielen Webseiten einfachen Zugriff auf lizenzierte Volltexte oder Open Access Publikationen. Mehr erfahren...

Optimal Control for Stochastic Delay Systems Under Model Uncertainty: A Stochastic Differential Game Approach

Journal of optimization theory and applications, 2015-12, Vol.167 (3), p.998-1031

Menoukeu Pamen, Olivier

2015

Volltextzugriff (PDF)

Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model

Quantitative finance, 2023-05, Vol.23 (5), p.843-862

2023

Volltextzugriff (PDF)

Stochastic mortality modelling for dependent coupled lives

Risks (Basel), 2020-03, Vol.8 (1), p.1-28

2020

Volltextzugriff (PDF)

Impact of Imperfect Vaccine, Vaccine Trade-Off and Population Turnover on Infectious Disease Dynamics

Mathematics (Basel), 2023-03, Vol.11 (5), p.1240

2023

Volltextzugriff (PDF)

Strong rate of convergence for the Euler–Maruyama approximation of SDEs with Hölder continuous drift coefficient

Stochastic processes and their applications, 2017-08, Vol.127 (8), p.2542-2559

2017

Volltextzugriff (PDF)

A class of quadratic forward-backward stochastic differential equations

Journal of mathematical analysis and applications, 2022-10, Vol.514 (2), p.126100, Article 126100

2022

Volltextzugriff (PDF)

Density analysis for coupled forward–backward SDEs with non-Lipschitz drifts and applications

Stochastic processes and their applications, 2024-07, Vol.173, p.104359, Article 104359

2024

Volltextzugriff (PDF)

Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2023-11, Vol.29 (4)

2023

Volltextzugriff (PDF)

On some applications of Sobolev flows of SDEs with unbounded drift coefficients

Statistics & probability letters, 2018-10, Vol.141, p.114-124

Menoukeu Pamen, Olivier

2018

Volltextzugriff (PDF)

A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s

Mathematische annalen, 2013-10, Vol.357 (2), p.761-799

2013

Volltextzugriff (PDF)

Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts

Alea (2006), 2023, Vol.20 (2), p.1537

2023

Volltextzugriff (PDF)

A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications

ESAIM. Control, optimisation and calculus of variations, 2018, Vol.24 (3), p.985-1013

2018

Volltextzugriff (PDF)

Pathwise Uniqueness of Non-uniformly Elliptic SDEs with Rough Coefficients

Journal of theoretical probability, 2019-12, Vol.32 (4), p.1892-1908

2019

Volltextzugriff (PDF)

Optimization of Wi-Fi Direct average time to discovery: a global channel randomization approach

Optimization and engineering, 2023-09, Vol.24 (3), p.1689-1717

2023

Volltextzugriff (PDF)

Global stability dynamics and sensitivity assessment of COVID-19 with timely-delayed diagnosis in Ghana

Computational and Mathematical Biophysics, 2022-01, Vol.10 (1), p.87-104

2022

Volltextzugriff (PDF)

An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems

Journal of computational and applied mathematics, 2023-03, Vol.421, p.114864, Article 114864

2023

Volltextzugriff (PDF)

Maximum Principle for Stochastic Control of SDEs with Measurable Drifts

Journal of optimization theory and applications, 2023-06, Vol.197 (3), p.1195-1228

2023

Volltextzugriff (PDF)

Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps

Stochastics (Abingdon, Eng. : 2005), 2013-06, Vol.85 (3), p.431-463

2013

Volltextzugriff (PDF)

Strong solutions of forward–backward stochastic differential equations with measurable coefficients

Stochastic processes and their applications, 2022-02, Vol.144, p.1-22

2022

Volltextzugriff (PDF)

Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts

SIAM journal on mathematical analysis, 2019-01, Vol.51 (5), p.4105-4141

2019

Volltextzugriff (PDF)

Differentiability of quadratic forward-backward SDEs with rough drift

The Annals of applied probability, 2024-10, Vol.34 (5)

2024

Volltextzugriff (PDF)

Decomposition of Order Statistics of Semimartingales Using Local Times

Stochastic analysis and applications, 2010-04, Vol.28 (3), p.467-479

2010

Volltextzugriff (PDF)

LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED EXPONENTIAL LÉVY MODEL

International journal of theoretical and applied finance, 2015-08, Vol.18 (5), p.1550033-1550033

2015

Volltextzugriff (PDF)

The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system

Stochastic analysis and applications, 2018-11, Vol.36 (5), p.782-811

2018

Volltextzugriff (PDF)

Maximum Principles of Markov Regime-Switching Forward–Backward Stochastic Differential Equations with Jumps and Partial Information

Journal of optimization theory and applications, 2017-11, Vol.175 (2), p.373-410

Pamen, Olivier Menoukeu

2017

Volltextzugriff (PDF)

1 – 25 von 43

Suche als RSS-Feed

Suchergebnisse filtern

Filter anzeigen

Nur zeigen

Geprüft (Peer-Review)
(39)
Mit Volltextzugriff
(41)

Publikationsform

Artikel
(42)
Buchkapitel
(1)

Sprache

Englisch
(43)

Erscheinungsjahr

n.n

Neu hinzugefügt

... seit 90 Tagen
(1)

Menü

Weitere Dienste

Einstellungen

Optimal Control for Stochastic Delay Systems Under Model Uncertainty: A Stochastic Differential Game Approach

Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model

Stochastic mortality modelling for dependent coupled lives

Impact of Imperfect Vaccine, Vaccine Trade-Off and Population Turnover on Infectious Disease Dynamics

Strong rate of convergence for the Euler–Maruyama approximation of SDEs with Hölder continuous drift coefficient

A class of quadratic forward-backward stochastic differential equations

Density analysis for coupled forward–backward SDEs with non-Lipschitz drifts and applications

Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths

On some applications of Sobolev flows of SDEs with unbounded drift coefficients

A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s

Malliavin differentiability of solutions of hyperbolic stochastic partial differential equations with irregular drifts

A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications

Pathwise Uniqueness of Non-uniformly Elliptic SDEs with Rough Coefficients

Optimization of Wi-Fi Direct average time to discovery: a global channel randomization approach

Global stability dynamics and sensitivity assessment of COVID-19 with timely-delayed diagnosis in Ghana

An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems

Maximum Principle for Stochastic Control of SDEs with Measurable Drifts

Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps

Strong solutions of forward–backward stochastic differential equations with measurable coefficients

Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts

Differentiability of quadratic forward-backward SDEs with rough drift

Decomposition of Order Statistics of Semimartingales Using Local Times

LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED EXPONENTIAL LÉVY MODEL

The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system

Maximum Principles of Markov Regime-Switching Forward–Backward Stochastic Differential Equations with Jumps and Partial Information

Suchergebnisse filtern