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Brownian Motion and Stochastic Calculus - Ioannis Karatzas - Steven Shreve - Libro in lingua inglese - Springer-Verlag New York Inc. - Graduate Texts in Mathematics | IBS
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Non-addictive habits: optimal consumption-portfolio policies JщerWome Detemple and Ioannis Karatzas* 18 July 2001 Abstract We f
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Brownian Motion and Stochastic Calculus
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Back¦ard Stochastic Di%erential E6uations ¦ith constraints on the gains-process * Jakcsa Cvitani vc Department of Statistics C
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ADAPTIVE CONTROL OF A DIFFUSION TO A GOAL AND A PARABOLIC MONGE-AMPERE-TYPE EQUATION* To the memory of Stamatis Cambanis (1943-1
1 Introduction and Summary
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