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Arr�t Optimal sur le Plan
4 references·0 citing·16 second hop
Arr�t Optimal sur le Plan (1983)Arr�t Optimal sur le PlanLes Aspects Probabilistes Du Controle Stochastique (1981)Les Aspects Probabilistes Du …Temps d'arrÊt optimal, théorie générale des processus et processus de Markov (1977)Temps d'arrÊt optimal, théori…Stochastic integrals in the plane (1975)Stochastic integrals in the p…Martingales and stochastic integrals for processes with a multi-dimensional parameter (1974)Martingales and stochastic in…Multiple Wiener Integral (1951)On Square Integrable Martingales (1967)Random non-linear wave equations: Smoothness of the solutions (1988)Heat Equations with Fractional White Noise Potentials (2001)An introduction to stochastic partial differential equations (2006)Stochastic Differential Equations (1972)Calcul Stochastique et Problèmes de Martingales (1979)Controlled Stochastic Processes (1979)Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market (1995)Reflected solutions of backward SDE's, and related obstacle problems for PDE's (1997)Partial Differential Equations (2010)The Representation of Functionals of Brownian Motion by Stochastic Integrals (1970)Martingales with a multidimensional parameter and stochastic integrals in the plane (1986)Ambit Processes; with Applications to Turbulence and Tumour Growth (2007)On the pricing of American options (1988)Optimization Problems in the Theory of Continuous Trading (1989)
this work references cited by second hop

References

  • 1975Stochastic integrals in the plane500 cited
  • 1981Les Aspects Probabilistes Du Controle Stochastique448 cited
  • 1974Martingales and stochastic integrals for processes with a multi-dimensional parameter174 cited
  • 1977Temps d'arrÊt optimal, théorie générale des processus et processus de Markov78 cited

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