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Search: subject:"Viscosity"
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viscosity solutions
52
Viscosity solution
44
viscosity solution
43
Theorie
40
Theory
39
Viscosity
38
Stochastic process
36
Stochastischer Prozess
36
Viscosity solutions
30
Portfolio selection
28
Portfolio-Management
26
Mathematical programming
23
Mathematische Optimierung
23
Control theory
22
Kontrolltheorie
22
Viscosity Solutions
19
Asset and Liability Management
16
Benchmarked Asset Management
16
Classical Solutions
16
Dynamic Investment Management
16
Hamilton–Jacobi–Bellman Equations
16
Jump Diffusion Processes
16
Kelly Criterion
16
Lévy Processes
16
Risk Sensitive Control
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Stochastic Control
16
Transaction costs
16
Game theory
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Spieltheorie
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viscosity
13
Biodiesel
12
Dynamic programming
12
Hamilton-Jacobi-Bellman equation
12
Investment
10
Markov chain
10
Markov-Kette
10
stochastic control
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Dividend
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Dividende
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Dynamische Optimierung
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Undetermined
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Article
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197
English
124
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Federico, Salvatore
17
Lleo, Sébastien
17
Davis, Mark H. A.
16
Ferrari, Giorgio
13
Touzi, Nizar
12
Bouchard, Bruno
11
Gozzi, Fausto
8
Warin, Xavier
8
Nendel, Max
6
Pierre, Erwan
6
Röckner, Michael
6
Villeneuve, Stéphane
6
Buckdahn, Rainer
5
Schuhmann, Patrick
5
Soner, Halil Mete
5
Zariphopoulou, Thaleia
5
Azcue, Pablo
4
Bentahar, Imen
4
Mnif, Mohamed
4
Muhle-Karbe, Johannes
4
Muler, Nora
4
Quincampoix, Marc
4
Shibata, Hiroshi
4
Tourin, Agnès
4
Bagagiolo, Fabio
3
Ben Tahar, Imen
3
Cardaliaguet, Pierre
3
Chevalier, Etienne
3
Gassiat, Paul
3
Guéant, Olivier
3
Keller, Godfrey
3
Li, Juan
3
Ly Vath, Vathana
3
Pham, Huyên
3
Rady, Sven
3
Soner, H. Mete
3
Torrente, Maria-Laura
3
Abkar, Ali
2
Aivaliotis, Georgios
2
Alghalith, Moawia
2
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Université Paris-Dauphine (Paris IX)
15
HAL
3
Université Paris-Dauphine
3
EconWPA
2
Instituto Valenciano de Investigaciones Económicas (IVIE)
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Department of Economics, University of Connecticut
1
Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino
1
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
1
London School of Economics (LSE)
1
Toulouse School of Economics (TSE)
1
UNIVERSIDAD DEL ROSARIO
1
World Scientific Publishing Co. Pte. Ltd.
1
Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften
1
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Physica A: Statistical Mechanics and its Applications
40
Finance and Stochastics
17
Economics Papers from University Paris Dauphine
15
Risk-Sensitive Investment Management
15
Renewable Energy
14
Stochastic Processes and their Applications
11
Applied Energy
8
Center for Mathematical Economics Working Papers
8
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
8
Dynamic games and applications : DGA
7
Finance and stochastics
7
Computational Statistics
6
Mathematical Methods of Operations Research
6
Mathematics and financial economics
6
International journal of theoretical and applied finance
5
The European Physical Journal B - Condensed Matter and Complex Systems
5
Energies
4
International Journal of Theoretical and Applied Finance (IJTAF)
4
Journal of Global Optimization
4
Mathematical methods of operations research
4
Mathematics and Computers in Simulation (MATCOM)
4
Mathematics of operations research
4
Renewable and Sustainable Energy Reviews
4
Technology audit and production reserves
4
Applied mathematical finance
3
Energy
3
European Journal of Operational Research
3
European journal of operational research : EJOR
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Open Access publications from Université Paris-Dauphine
3
Applied Mathematical Finance
2
CoFE Discussion Paper
2
Computational Optimization and Applications
2
Discussion paper series
2
Dynamic Games and Applications
2
Economic theory
2
IDEI working papers
2
Insurance / Mathematics & economics
2
Insurance: Mathematics and Economics
2
International Journal of Game Theory
2
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Source
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RePEc
205
ECONIS (ZBW)
95
EconStor
14
BASE
5
Other ZBW resources
2
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321
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41
Upper envelopes of families of feller semigroups and
viscosity
solutions to a class of nonlinear cauchy problems
Nendel, Max
;
Röckner, Michael
-
2019
properties of the semigroup envelope and show that it is a
viscosity
solution to a nonlinear abstract Cauchy problem. We derive a …
Persistent link: https://www.econbiz.de/10012016106
Saved in:
42
A model for the optimal management of inflation
Federico, Salvatore
;
Ferrari, Giorgio
;
Schuhmann, Patrick
-
2019
techniques from
viscosity
theory and free-boundary analysis, we provide the structure of the value function and we show that it …
Persistent link: https://www.econbiz.de/10012104458
Saved in:
43
A model for the optimal management of inflation
Federico, Salvatore
;
Ferrari, Giorgio
;
Schuhmann, Patrick
-
2019
Persistent link: https://www.econbiz.de/10012177128
Saved in:
44
Unique ergodicity of deterministic zero-sum differential games
Hochart, Antoine
- In:
Dynamic games and applications : DGA
11
(
2021
)
1
,
pp. 109-136
Persistent link: https://www.econbiz.de/10012487920
Saved in:
45
Infinite-horizon optimal switching regions for a pair-trading strategy with quadratic risk aversion considering simultaneous multiple switchings : a
viscosity
solution approach
Suzuki, Kiyoshi
- In:
Mathematics of operations research
46
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012498193
Saved in:
46
Taming the spread of an epidemic by lockdown policies
Federico, Salvatore
;
Ferrari, Giorgio
- In:
Journal of mathematical economics
93
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013184823
Saved in:
47
Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 401-437
Persistent link: https://www.econbiz.de/10011752503
Saved in:
48
Optimal investment decision under switching regimes of subsidy support
Oliveira, Carlos
;
Perkowski, Nicolas
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 120-132
Persistent link: https://www.econbiz.de/10012239489
Saved in:
49
Consumption-investment optimization problem in a Lévy financial model with transaction costs and làdlàg strategies
Lepinette, E.
;
Tran, T. Q.
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 399-431
Persistent link: https://www.econbiz.de/10012240301
Saved in:
50
On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration
Backhoff-Veraguas, Julio
;
Tangpi, Ludovic
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 433-460
Persistent link: https://www.econbiz.de/10012240302
Saved in:
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