贪婪的人 发表于 2025-3-23 13:37:10

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Demulcent 发表于 2025-3-23 17:55:12

Explicit solution of a general consumption/investment problem,ic) investment. The analysis allows for a general utility function and general rates of return. The model and analysis take into consideration the inherent nonnegativity of consumption and consider bankruptcy. The value function is determined explicitly, as are the optimal consumption and investment policies.

痛恨 发表于 2025-3-23 21:28:21

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HERE 发表于 2025-3-24 02:15:21

Stochastic Differential Systems978-3-540-39767-0Series ISSN 0170-8643 Series E-ISSN 1610-7411

暖昧关系 发表于 2025-3-24 04:04:36

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净礼 发表于 2025-3-24 07:37:10

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Intact 发表于 2025-3-24 11:54:56

,On Levy’s area process,We prove a law of the iterated logarithm for the Euclidean norm of a particulan vecton process in ℝ. and give formulae for its characteristic and conditional characteristic functions. The conditional characteristic function yields an explicit expression for the propagaton of the Schrödinger operaton with constant magnetic field.

受伤 发表于 2025-3-24 15:55:28

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外星人 发表于 2025-3-24 20:58:29

https://doi.org/10.1007/BFb0041147Tracking; control; filtering; optimal control; programming; stability

争吵 发表于 2025-3-25 01:54:50

A solution to the partially observed control problem of linear systems, with non-quadratic cost, a probabilistic manner -by density control method- that the partially observed control problem has a separated optimal policy amongst the admissible controls defined to be all the processes adapted to the observation‘s filtration.
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查看完整版本: Titlebook: Stochastic Differential Systems; Proceedings of the 3 Norbert Christopeit,Kurt Helmes,Michael Kohlmann Conference proceedings 1986 Springer