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
An optimal periodic dividend and risk control problem for an insurance company
Mark Kelbert, Harold A. Moreno-Franco
Journal
Insurance: Mathematics and Economics
Volume 125
(2025),
p. 103154
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