SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Les Aspects Probabilistes Du Controle Stochastique · Study

ChapterShelves

ChapterLes Aspects Probabilistes Du Controle Stochastique

Nicole El Karoui1981

Chapter1981

Les Aspects Probabilistes Du Controle Stochastique

Nicole El Karoui

448 citations·0/0 files stored·Lecture notes in mathematics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Probability and Statistical Research Adaptive Dynamic Programming Control

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 448 citations exist upstream.

References

1979Calcul Stochastique et Problèmes de Martingales 1972Stochastic Differential Equations

Cited by

1990Variational inequalities and the pricing of American options 1988On the pricing of American options 1996Backward stochastic differential equations with reflection and Dynkin games 1989Optimization Problems in the Theory of Continuous Trading 2000Utility Maximization with Discretionary Stopping 2003On the optimal stopping problem for one-dimensional diffusions 1995Zero-sum stochastic differential games and backward equations 1987Compactification methods in the control of degenerate diffusions: existence of an optimal control

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1998Normalized stochastic integrals in topological vector spaceschapter · 2 shared references 2006A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACHarticle · 2 shared references 1982On the Existence of Optimal Controls for Partially Observed Diffusionsarticle · 2 shared references 2006Risk minimizing hedging for a partially observed high frequency data modelarticle · 2 shared references 1999The asymptotic elasticity of utility functions and optimal investment in incomplete marketsarticle · 1 shared reference 2002Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approacharticle · 1 shared reference

Details

Year1981

Typechapter

Published1981-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languagefr

Citations448

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/bfb0097499

openalex_workW204533568

Links

Imported from OpenAlex (CC0) — nothing here is generated.