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Exact numerical algorithms for linear stochastic wave equation and stochastic Klein-Gordon equation
Martin, A. (contributor); Prigarin, Serge M. (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10002531658
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A discrete optimality system for an optimal harvesting problem
Bakan, Hacer Öz; Yilmaz, Fikriye; Weber, Gerhard-Wilhelm - In: Computational Management Science : CMS 14 (2017) 4, pp. 519-533
Persistent link: https://www.econbiz.de/10011758945
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Modeling of the national economies in state-space : a fractional calculus approach
Škovránek, Tomáš; Podlubny, Igor; Petráš, Ivo - In: Economic modelling 29 (2012) 4, pp. 1322-1327
Persistent link: https://www.econbiz.de/10009667366
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Multi-dimensional uncertain differential equation: existence and uniqueness of solution
Ji, Xiaoyu; Zhou, Jian - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 4, pp. 477-491
Persistent link: https://www.econbiz.de/10011538508
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Hilbert and Banach space-valued stochastic processes
Kakihara, Yūichirō - 2021
Persistent link: https://www.econbiz.de/10012608522
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Infinite dimensional weak Dirichlet processes and convolution type processes
Fabbri, Giorgio; Russo, Francesco - 2016
Persistent link: https://www.econbiz.de/10011700694
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Stability analysis for uncertain differential equation by Lyapunov's second method
Huang, Zhiyong; Zhu, Chunliu; Gao, Jinwu - In: Fuzzy optimization and decision making : a journal of … 20 (2021) 1, pp. 129-144
Persistent link: https://www.econbiz.de/10012487848
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Analysis and Linear Algebra : An Introduction for Economists
Holey, Thomas; Wiedemann, Armin - 2023
. functions with several variables -- 7. financial mathematics. …This elementary introduction was developed from lectures by the authors on business mathematics and the lecture … "Analysis and Linear Algebra" for Bachelor's degree programmes. It is designed for courses in business administration and …
Persistent link: https://www.econbiz.de/10013504739
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Forward-backward systems for expected utility maximization
Horst, Ulrich; Hu, Ying; Imkeller, Peter; Réveillac, … - 2011
In this paper we deal with the utility maximization problem with a general utility function. We derive a new approach in which we reduce the utility maximization problem with general utility to the study of a fully-coupled Forward-Backward Stochastic Differential Equation (FBSDE).
Persistent link: https://www.econbiz.de/10009349307
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An alternative approach to portfolio selection problem via stochastic differential delay equations
Viaşu, Ioana - In: Review of economic studies and research Virgil Madgearu 8 (2015) 2, pp. 125-136
Persistent link: https://www.econbiz.de/10011719883