A maximum principle for Markov regime-switching forward–backward stochastic differential games and applications
Olivier Menoukeu-Pamen, Romuald Hervé Momeya
Journal:
Mathematical Methods of Operations Research
Volume 85,
Issue 3
(2017),
p. 349
HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes
Mark Kelbert, Harold A. Moreno-Franco
Journal:
SIAM Journal on Control and Optimization
Volume 57,
Issue 3
(2019),
p. 2185
Kim and Omberg Revisited: The Duality Approach
Anna Battauz, Marzia De Donno, Alessandro Sbuelz
Journal:
Journal of Probability and Statistics
Volume 2015
(2015),
p. 1
Professor G.L. Kulinich (09.12.1938 – 10.02.2022) – prominent scientist and teacher
O. D. Borysenko, S. V. Kushnirenko, Yu. S. Mishura, M. P. Moklyachuk, M. O. Perestyuk, V. G. Samoilenko, O. M. Stanzhytskyi, I. O. Shevchuk
Journal:
Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics
Issue 3
(2022),
p. 11
The Existence of GlobalSolutions to StochasticTime-Varying DelayDifferential Equationswith Poisson Jump
Journal:
Pure Mathematics
Volume 14,
Issue 08
(2024),
p. 172