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  • Search: subject:"controlled diffusions"
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Year of publication
Subject
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Bayesian learning 6 learning about jumps 6 rational learning 6 adaptive learning 4 beliefs 4 controlled diffusions and jump processes 3 controlled diffusions and jump processes 3 Control theory 2 Controlled diffusions 2 Discounted criterion 2 Gamma distribution 2 Innovation diffusion 2 Innovationsdiffusion 2 Kontrolltheorie 2 Learning 2 Learning process 2 Lernen 2 Lernprozess 2 Robust control 2 Robust statistics 2 Robustes Verfahren 2 Stochastic process 2 Stochastischer Prozess 2 Theorie 2 Theory 2 controlled diffusions 2 49J40 1 Adaptive Erwartungen 1 Adaptive expectations 1 CAPM 1 Discounting 1 Diskontierung 1 Financial crisis 1 Finanzkrise 1 Hamilton–Jacobi–Bellman equation 1 Markov chain 1 Markov-Kette 1 Rational expectations 1 Rationale Erwartung 1 Schock 1
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Free 5 Undetermined 5
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Book / Working Paper 6 Article 5
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Working Paper 4 Arbeitspapier 2 Article in journal 2 Aufsatz in Zeitschrift 2 Graue Literatur 2 Non-commercial literature 2
Language
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English 7 Undetermined 4
Author
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Koulovatianos, Christos 6 Wieland, Volker 4 Jasso-Fuentes, Héctor 2 Mavridis, Dimitris 2 Bovo, Andrea 1 De Angelis, Tiziano 1 Escobedo-Trujillo, Beatris 1 Escobedo-Trujillo, Beatris Adriana 1 Issoglio, Elena 1 Lopez-Barrientos, José Daniel 1 López-Barrientos, José 1 Mazliak, Laurent 1 Pradhan, Somnath 1 Yüksel, Serdar 1
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C.E.P.R. Discussion Papers 1 House of Finance, Goethe Universität Frankfurt am Main 1
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IMFS Working Paper Series 2 Mathematics of operations research 2 CEPR Discussion Papers 1 CFS Working Paper Series 1 CFS working paper series 1 Center for Financial Studies Working Paper 1 Statistics & Probability Letters 1 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 1 Top : transactions in operations research 1 Working paper series / Institute for Monetary and Financial Stability 1
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Source
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ECONIS (ZBW) 5 RePEc 4 EconStor 2
Showing 11 - 11 of 11
Cover Image
A note on weak viability for controlled diffusion
Mazliak, Laurent - In: Statistics & Probability Letters 49 (2000) 4, pp. 331-336
In this paper, we study a weak notion of viability for a controlled diffusion. Under a tangential hypothesis, we prove that the weak viability property is satisfied.
Persistent link: https://www.econbiz.de/10005138112
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