Cougar
发表于 2025-3-25 07:09:04
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certain
发表于 2025-3-25 10:41:27
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Multiple
发表于 2025-3-25 12:22:59
https://doi.org/10.1007/978-3-319-23425-093E20, 91G80, 91G10, 91G20, 60H30, 60G07, 35R60, 49L25, 91B76; Control and Optimization; Energy Market
Rejuvenate
发表于 2025-3-25 15:52:53
Risk-Sensitive Mean-Field Type Control Under Partial ObservationWe establish a stochastic maximum principle (SMP) for control problems of partially observed diffusions of mean-field type with risk-sensitive performance functionals.
原谅
发表于 2025-3-25 23:25:00
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PANT
发表于 2025-3-26 02:05:40
Some Recent Developments in Ambit StochasticsStochastics, two topics are considered: (i) Methods of modelling and inference for volatility/intermittency processes and fields; (ii) Universal laws in turbulence and finance in relation to temporal processes. This review complements two other recent expositions.
Entrancing
发表于 2025-3-26 05:49:48
Nonlinear Young Integrals via Fractional Calculus Feynman-Kac formula for stochastic heat equations with random coefficients (Hu and Lê, Nonlinear Young integrals and differential systems in Hölder media. Trans. Am. Math. Soc. (in press)). We also define iterated nonlinear integrals.
遗忘
发表于 2025-3-26 09:18:05
Modelling the Impact of Wind Power Production on Electricity Prices by Regime-Switching Lévy Semista on so-called regime-switching Lévy semistationary processes to account for forward-looking information consisting of predicted wind power generation. We show that our new regime-switching model, where the regime switch depends on the so-called wind penetration index, can describe recent electricity price data well.
staging
发表于 2025-3-26 15:01:40
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大笑
发表于 2025-3-26 18:24:30
Quantification of Model Risk in Quadratic Hedging in Financeumps which are driven by a Brownian motion and a Poisson random measure. We use this relation to prove that the strategies are robust towards the choice of the model for the market prices and to estimate the model risk.