7 results
Anticipative portfolio optimization
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- Journal:
- Advances in Applied Probability / Volume 28 / Issue 4 / December 1996
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- 01 July 2016, pp. 1095-1122
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- December 1996
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Transition probabilities for some ‘special' diffusions
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- Journal:
- Journal of Applied Probability / Volume 24 / Issue 4 / December 1987
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- 14 July 2016, pp. 888-898
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- December 1987
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Stationary control of Brownian motion in several dimensions
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- Journal:
- Advances in Applied Probability / Volume 17 / Issue 3 / September 1985
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- 01 July 2016, pp. 531-561
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- September 1985
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An overview of stochastic filtering theory
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- Journal:
- Advances in Applied Probability / Volume 17 / Issue 2 / June 1985
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- 01 July 2016, pp. 249-251
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- June 1985
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Connections Between Optimal Stopping and Stochastic Control II: Bounded-Variation Follower Problems
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- Advances in Applied Probability / Volume 16 / Issue 1 / March 1984
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- 01 July 2016, p. 16
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- March 1984
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A class of singular stochastic control problems
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- Journal:
- Advances in Applied Probability / Volume 15 / Issue 2 / June 1983
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- 01 July 2016, pp. 225-254
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- June 1983
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Optimal stationary linear control of the Wiener process
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- Journal:
- Advances in Applied Probability / Volume 12 / Issue 2 / June 1980
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- 01 July 2016, pp. 288-289
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- June 1980
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