Applied Stochastic Processes and Control for Jump-Diffusions
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Stochastic Optimal Control: Stochastic Dynamic Programming

Applied Stochastic Processes and Control for Jump-Diffusions ◽

10.1137/1.9780898718638.ch6 ◽

2011 ◽

pp. 169-191

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

Stochastic Optimal Control ◽

Stochastic Dynamic Programming ◽

Stochastic Dynamic

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Stochastic Calculus for Jump-Diffusions: Elementary SDEs

Applied Stochastic Processes and Control for Jump-Diffusions ◽

10.1137/1.9780898718638.ch4 ◽

2011 ◽

pp. 81-127

Keyword(s):

Stochastic Calculus ◽

Jump Diffusions

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Back Matter

Applied Stochastic Processes and Control for Jump-Diffusions ◽

10.1137/1.9780898718638.bm ◽

2011 ◽

pp. 403-443

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Appendix B: Preliminaries in Probability and Analysis

Applied Stochastic Processes and Control for Jump-Diffusions ◽

10.1137/1.9780898718638.appb ◽

2011 ◽

pp. B1-B75

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Kolmogorov Forward and Backward Equations and Their Applications

Applied Stochastic Processes and Control for Jump-Diffusions ◽

10.1137/1.9780898718638.ch7 ◽

2011 ◽

pp. 193-218

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Stochastic Integration for Diffusions

Applied Stochastic Processes and Control for Jump-Diffusions ◽

10.1137/1.9780898718638.ch2 ◽

2011 ◽

pp. 31-61

Keyword(s):

Stochastic Integration

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Applied Guide to Abstract Theory of Stochastic Processes

Applied Stochastic Processes and Control for Jump-Diffusions ◽

10.1137/1.9780898718638.ch12 ◽

2011 ◽

pp. 361-402

Keyword(s):

Stochastic Processes ◽

Abstract Theory

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Applications in Financial Engineering

Applied Stochastic Processes and Control for Jump-Diffusions ◽

10.1137/1.9780898718638.ch10 ◽

2011 ◽

pp. 287-338 ◽

Cited By ~ 1

Keyword(s):

Financial Engineering

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Stochastic Calculus for General Markov SDEs: Space-Time Poisson, State-Dependent Noise, and Multidimensions

Applied Stochastic Processes and Control for Jump-Diffusions ◽

10.1137/1.9780898718638.ch5 ◽

2011 ◽

pp. 129-167

Keyword(s):

Stochastic Calculus ◽

Space Time ◽

State Dependent

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Stochastic Simulations

Applied Stochastic Processes and Control for Jump-Diffusions ◽

10.1137/1.9780898718638.ch9 ◽

2011 ◽

pp. 241-285

Keyword(s):

Stochastic Simulations

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