Sfoglia per Relatore
Mostrati risultati da 1 a 8 di 8
Filtering of pure jump Markov processes with noise free observation
2013/2014 CALVIA, ALESSANDRO
Optimal control of diffusion and marked point processes : solving the control problem with backward stochastic differential equations
2011/2012 BANDINI, ELENA
Optimal stopping and backward stochastic differential equations
2013/2014 ZENI, FEDERICA
Probabilistic representation of HJB equations for optimal control of jump processes, BSDEs and related stochastic calculus
BANDINI, ELENA
Probabilistic Representation of Some Classes of Nonlinear PDEs and Connections with Stochastic Optimal Control and Stochastic Analysis
COSSO, ANDREA
Reflected backward stochastic differential equations driven by marked point processes and applications to optimal stopping and optimal switching
FORESTA, NAHUEL TOMAS
Representation of solutions to Hamilton-Jacobi-Bellman equations using constrained backward stochastic differential equations
2013/2014 FORESTA, NAHUEL TOMAS
Struttura a termine e ottimizzazione di portafoglio : un'analisi stocastica infinito-dimensionale
2009/2010 PELLEGRINO, TOMMASO
Mostrati risultati da 1 a 8 di 8
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