Titlebook: Stochastic Analysis and Related Topics VI; Proceedings of the S Laurent Decreusefond,Bernt Øksendal,Ali Süleyman Ü Conference proceedings 1

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书目名称Stochastic Analysis and Related Topics VI影响因子(影响力)




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Mendicant

Construction of a Quantum Field Linked to the Coulomb Potentiala Coulomb potential. The system is shown to behave quantum mechanically as a collection of coupled harmonic oscillators, allowing us to construct the field by injection into the quantum mechanical space of a free Gaussian field, and to study its time development.

LIMN

Regularity of the Law for a Class of Anticipating Stochastic Differential Equationsthe coefficients .., . ≥ 0, are ℝ.-valued functions defined on ℝ. and .. is an arbitrary nonadapted random variable. The purpose of this paper is to study the existence of a solution to (1.1) and the existence of a smooth density for the probability law of the solution at a fixed time . > 0.

Peculate

Longitude

Stochastic Analysis and Related Topics VI978-1-4612-2022-0Series ISSN 1050-6977 Series E-ISSN 2297-0428

旅行路线

1050-6977 Overview: 978-1-4612-7385-1978-1-4612-2022-0Series ISSN 1050-6977 Series E-ISSN 2297-0428

金哥占卜者

凶猛

A Verificiation Theorem for Combined Stochastic Control and Impulse ControlWe formulate a general combined stochastic control and impulse control (sequential optimal stopping) problem. A sufficient condition for a function and a strategy to be a solution is given. The condition involves a quasivariational version of the Hamilton-Jacobi-Bellman (HJB) equation.