Works matching IS 21568472 AND DT 2015 AND VI 5 AND IP 3
Results: 16
DYNAMIC EQUILIBRIUM LIMIT ORDER BOOK MODEL AND OPTIMAL EXECUTION PROBLEM.
- Published in:
- Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 557, doi. 10.3934/mcrf.2015.5.557
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- Publication type:
- Article
TRANSPOSITION METHOD FOR BACKWARD STOCHASTIC EVOLUTION EQUATIONS REVISITED, AND ITS APPLICATION.
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- Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 529, doi. 10.3934/mcrf.2015.5.529
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- Publication type:
- Article
OPTIMAL BLOWUP/QUENCHING TIME FOR CONTROLLED AUTONOMOUS ORDINARY DIFFERENTIAL EQUATIONS.
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- Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 517, doi. 10.3934/mcrf.2015.5.517
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- Publication type:
- Article
CONTROLLED REFLECTED MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS COUPLED WITH VALUE FUNCTION AND RELATED PDES.
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- Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 501, doi. 10.3934/mcrf.2015.5.501
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- Publication type:
- Article
PAIRS TRADING: AN OPTIMAL SELLING RULE.
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- Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 489, doi. 10.3934/mcrf.2015.5.489
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- Publication type:
- Article
RAZUMIKHIN-TYPE THEOREMS ON MOMENT EXPONENTIAL STABILITY OF FUNCTIONAL DIFFERENTIAL EQUATIONS INVOLVING TWO-TIME-SCALE MARKOVIAN SWITCHING.
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- Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 679, doi. 10.3934/mcrf.2015.5.697
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- Publication type:
- Article
CONSTRAINED NONSMOOTH UTILITY MAXIMIZATION ON THE POSITIVE REAL LINE.
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- Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 679, doi. 10.3934/mcrf.2015.5.679
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- Publication type:
- Article
TIME-INCONSISTENT OPTIMAL CONTROL PROBLEM WITH RANDOM COEFFICIENTS AND STOCHASTIC EQUILIBRIUM HJB EQUATION.
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- Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 651, doi. 10.3934/mcrf.2015.5.651
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- Publication type:
- Article
OPTIMAL CONTROL PROBLEMS OF FORWARD-BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS.
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- Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 613, doi. 10.3934/mcrf.2015.5.613
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- Publication type:
- Article
GENERALIZED HOMOGENEOUS SYSTEMS WITH APPLICATIONS TO NONLINEAR CONTROL: A SURVEY.
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- Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 585, doi. 10.3934/mcrf.2015.5.585
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- Publication type:
- Article
CONTINUOUS-TIME PORTFOLIO SELECTION UNDER AMBIGUITY.
- Published in:
- Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 475, doi. 10.3934/mcrf.2015.5.475
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- Publication type:
- Article
BMO MARTINGALES AND POSITIVE SOLUTIONS OF HEAT EQUATIONS.
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- Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 453, doi. 10.3934/mcrf.2015.5.453
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- Publication type:
- Article
STRONG LAW OF LARGE NUMBERS FOR UPPER SET-VALUED AND FUZZY-SET VALUED PROBABILITY.
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- Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 435, doi. 10.3934/mcrf.2015.5.435
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- Publication type:
- Article
SEMI-LINEAR BACKWARD STOCHASTIC INTEGRAL PARTIAL DIFFERENTIAL EQUATIONS DRIVEN BY A BROWNIAN MOTION AND A POISSON POINT PROCESS.
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- Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 401, doi. 10.3934/mcrf.2015.5.401
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- Publication type:
- Article
SPARSE INITIAL DATA IDENTIFICATION FOR PARABOLIC PDE AND ITS FINITE ELEMENT APPROXIMATIONS.
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- Mathematical Control & Related Fields, 2015, v. 5, n. 3, p. 377, doi. 10.3934/mcrf.2015.5.377
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- Publication type:
- Article
A BIOGRAPHICAL NOTE AND TRIBUTE TO XUNJING LI ON HIS 80TH BIRTHDAY.
- Published in:
- 2015
- By:
- Publication type:
- Biography