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  • Search: subject:"mild solutions"
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$C^0$-semigroups in Hilbert spaces 1 Belavkin equation 1 Brownian motion on sphere and complex projective spaces 1 Classical and mild solutions 1 Controlled diffusion on Riemannian manifolds 1 Dynamic game 1 Dynamisches Spiel 1 Existence and uniqueness of mild solutions 1 Forward curve spaces 1 Game theory 1 Hamilton-Jacobi-Bellman-Isaacs equation on manifolds 1 Innovation 1 Ito's formula 1 Lipschitz and linear growth conditions 1 Lévy term structure models 1 Neutral SPDEs 1 Output process and innovation process 1 Quantum control 1 Quantum dynamic games 1 Quantum filtering 1 Spieltheorie 1 Stochastic Schrödinger equation 1 Stochastic integration in Hilbert spaces 1 Stochastic process 1 Stochastischer Prozess 1 Strong 1 Weak convergence of probability measures 1 Yosida approximations 1 invariant measures 1 mild solutions 1 stochastic partial differential equations 1 term structure of interest rates 1 weak and mild solutions of infinite dimensional SDEs 1
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Undetermined 2 Free 1
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Article 4
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Article in journal 1 Aufsatz in Zeitschrift 1
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Undetermined 3 English 1
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Filipović, Damir 1 Govindan, T.E. 1 Kolokolʹcov, Vassilij N. 1 Tappe, Stefan 1 Vargiolu, Tiziano 1
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Finance and Stochastics 2 Dynamic games and applications : DGA 1 Statistics & Probability Letters 1
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RePEc 3 ECONIS (ZBW) 1
Showing 1 - 4 of 4
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Dynamic quantum games
Kolokolʹcov, Vassilij N. - In: Dynamic games and applications : DGA 12 (2022) 2, pp. 552-573
Persistent link: https://www.econbiz.de/10013198717
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Weak convergence of probability measures of Yosida approximate mild solutions of neutral SPDEs
Govindan, T.E. - In: Statistics & Probability Letters 95 (2014) C, pp. 26-32
here is to introduce Yosida approximations for this class of equations and to show the convergence of the mild solutions of … the Yosida approximating systems in the pth-mean (p≥2) to the mild solutions of such equations. Moreover, in the special … case when the neutral term has no delay, the weak convergence of probability measures induced by the mild solutions of the …
Persistent link: https://www.econbiz.de/10011039781
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Existence of Lévy term structure models
Filipović, Damir; Tappe, Stefan - In: Finance and Stochastics 12 (2008) 1, pp. 83-115
Persistent link: https://www.econbiz.de/10005759653
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Invariant measures for the Musiela equation with deterministic diffusion term
Vargiolu, Tiziano - In: Finance and Stochastics 3 (1999) 4, pp. 483-492
spaces $H^1_\gamma({\Bbb R}^+)$ and $H^1({\Bbb R}^+)$. Explicit mild solutions and equivalent conditions for the existence …
Persistent link: https://www.econbiz.de/10005390707
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