Stochastic Modelling and Applied Probability - Controlled Diffusion Processes
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Published By Springer New York

9783540709138, 9783540709145

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

General Properties of a Payoff Function

Stochastic Modelling and Applied Probability - Controlled Diffusion Processes ◽

10.1007/978-3-540-70914-5_3 ◽

2008 ◽

pp. 129-161

Keyword(s):

Payoff Function ◽

General Properties

The Construction of ε-Optimal Strategies

Stochastic Modelling and Applied Probability - Controlled Diffusion Processes ◽

10.1007/978-3-540-70914-5_5 ◽

2008 ◽

pp. 213-243

Keyword(s):

Optimal Strategies

The Bellman Equation

Stochastic Modelling and Applied Probability - Controlled Diffusion Processes ◽

10.1007/978-3-540-70914-5_4 ◽

2008 ◽

pp. 163-211

Keyword(s):

Bellman Equation

Auxiliary Propositions

Stochastic Modelling and Applied Probability - Controlled Diffusion Processes ◽

10.1007/978-3-540-70914-5_2 ◽

2008 ◽

pp. 45-128 ◽

Cited By ~ 2

Introduction to the Theory of Controlled Diffusion Processes

Stochastic Modelling and Applied Probability - Controlled Diffusion Processes ◽

10.1007/978-3-540-70914-5_1 ◽

2008 ◽

pp. 1-43

Keyword(s):

Diffusion Processes ◽

Controlled Diffusion ◽

Controlled Diffusion Processes

Controlled Processes with Unbounded Coefficients: The Normed Bellman Equation

Stochastic Modelling and Applied Probability - Controlled Diffusion Processes ◽

10.1007/978-3-540-70914-5_6 ◽

2008 ◽

pp. 245-292

Keyword(s):

Bellman Equation ◽

Unbounded Coefficients ◽

Controlled Processes