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isPartOf:"Finance and stochastics"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Mathematics of operations research"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Markovscher Prozess"
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Stochastischer Prozess
Markov chain
123
Markov-Kette
123
Theorie
76
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76
Stochastic process
35
Decision
26
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26
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dynamic programming
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Bertsekas, Dimitri P.
2
Bhatnagar, Shalabh
2
Yu, Huizhen
2
Zhou, Zhou
2
Alberts, J. S. C.
1
Alòs, Elisa
1
Basu, Arnab
1
Beiglböck, Mathias
1
Björk, Tomas
1
Boer, A.
1
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1
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1
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1
Dianetti, Jodi
1
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1
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1
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1
Ferrari, Giorgio
1
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1
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1
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1
Garcia, René
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1
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Kwon, H. Dharma
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León, Jorge A.
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1
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Finance and stochastics
Applied mathematical finance
Mathematics of operations research
European journal of operational research : EJOR
37
Insurance / Mathematics & economics
22
International journal of theoretical and applied finance
20
Quantitative finance
14
Journal of econometrics
13
Operations research
13
Annals of operations research
11
Economic modelling
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Computational economics
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International journal of production research
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Risks : open access journal
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Energy economics
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Journal of economic dynamics & control
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Journal of mathematical finance
8
Working paper / Department of Econometrics and Business Statistics, Monash University
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Finance research letters
7
Mathematical methods of operations research : ZOR
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Operations research letters
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Annals of finance
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Asia-Pacific financial markets
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Journal of forecasting
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Journal of risk and financial management : JRFM
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Quantitative economics : QE ; journal of the Econometric Society
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Review of quantitative finance and accounting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of financial engineering
5
International journal of production economics
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Journal of empirical finance
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Opsearch : journal of the Operational Research Society of India
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Scandinavian actuarial journal
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The journal of computational finance
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ECONIS (ZBW)
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1
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
2
A unifying framework for submodular mean field games
Dianetti, Jodi
;
Ferrari, Giorgio
;
Fischer, Markus
; …
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1679-1710
Persistent link: https://www.econbiz.de/10014329354
Saved in:
3
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
4
Strong and weak equilibria for time-inconsistent stochastic control in continuous time
Huang, Yu-Jui
;
Zhou, Zhou
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012582175
Saved in:
5
Stochastic comparative statics in Markov decision processes
Light, Bar
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 797-810
Persistent link: https://www.econbiz.de/10012582215
Saved in:
6
Infinite-dimensional polynomial processes
Cuchiero, Christa
;
Svaluto-Ferro, Sara
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 383-426
Persistent link: https://www.econbiz.de/10012499741
Saved in:
7
Optimal market making under partial information with general intensities
Campi, Luciano
;
Zabaljauregui, Diego
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012254093
Saved in:
8
Reinforcement with fading memories
Xu, Kuang
;
Yun, Se-Young
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1258-1288
Persistent link: https://www.econbiz.de/10012320317
Saved in:
9
Stochastic recursive inclusions in two timescales with nonadditive iterate-dependent Markov noise
Yaji, Vinayaka G.
;
Bhatnagar, Shalabh
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1405-1444
Persistent link: https://www.econbiz.de/10012320330
Saved in:
10
Efficient simulation of high dimensional Gaussian vectors
Kahalé, Nabil
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 58-73
Persistent link: https://www.econbiz.de/10012001060
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