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Article(electronic)#2April 15, 2020
Risk-Sensitive Nonzero-Sum Stochastic Differential Game with Unbounded Coefficients
In: Dynamic games and applications: DGA, Volume 11, Issue 1, p. 84-108
ISSN: 2153-0793
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Article(electronic)#3June 7, 2018
Risk-Sensitive Average Equilibria for Discrete-Time Stochastic Games
In: Dynamic games and applications: DGA, Volume 9, Issue 2, p. 521-549
ISSN: 2153-0793
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Article(electronic)#4December 13, 2018
Risk-Sensitive Mean Field Games via the Stochastic Maximum Principle
In: Dynamic games and applications: DGA, Volume 9, Issue 4, p. 1100-1125
ISSN: 2153-0793
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Article(electronic)#5March 8, 2021
Nonzero-sum Risk-Sensitive Average Stochastic Games: The Case of Unbounded Costs
In: Dynamic games and applications: DGA, Volume 11, Issue 4, p. 835-862
ISSN: 2153-0793
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Article(electronic)#6December 2009
Can future systemic financial risks be quantified?: ergodic vs nonergodic stochastic processes
In: Revista de economia política: Brazilian journal of political economy, Volume 29, Issue 4, p. 324-340
ISSN: 1809-4538
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Article(electronic)#7December 16, 2023
Linear-quadratic-singular stochastic differential games and applications
In: Decisions in economics and finance: a journal of applied mathematics
ISSN: 1129-6569, 2385-2658
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Article(electronic)#8June 11, 2018
Stochastic Differential Games: A Sampling Approach via FBSDEs
In: Dynamic games and applications: DGA, Volume 9, Issue 2, p. 486-505
ISSN: 2153-0793
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Article(electronic)#9January 9, 2013
Stochastic Differential Games and Energy-Efficient Power Control
In: Dynamic games and applications: DGA, Volume 3, Issue 1, p. 3-23
ISSN: 2153-0793
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Article(electronic)#102017
Robust Stochastic Games and Systemic Risk
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Article(electronic)#11
A Hybrid Stochastic Differential Defined Benefit Pension Plan Game with Liquidity Risk and Regime Switching
In: IME-D-24-00382
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Article(electronic)#12January 6, 2024
Stackelberg Stochastic Differential Games in Feedback Information Pattern with Applications
In: Dynamic games and applications: DGA, Volume 14, Issue 5, p. 1191-1224
ISSN: 2153-0793
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Article(electronic)#13February 1990
A class of risk-sensitive noncooperative games
In: Journal of economic dynamics & control, Volume 14, Issue 1, p. 117-149
ISSN: 0165-1889
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Book(electronic)#142019
Applied stochastic differential equations
In: Institute of Mathematical Statistics textbooks 10
Some background on ordinary differential equations -- Pragmatic introduction to stochastic differential equations -- Itô calculus and stochastic differential equations -- Probability distributions and statistics of SDEs -- Statistics of linear stochastic differential equations -- Useful theorems and formulas for SDEs -- Numerical simulation of SDEs -- Approximation of non-linear SDEs -- Filtering and smoothing theory -- Parameter estimation in SDE models -- Stochastic differential equations in machine learning.
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Book(print)#152019
Applied stochastic differential equations
In: Institute of Mathematical Statistics textbooks 10
Some background on ordinary differential equations -- Pragmatic introduction to stochastic differential equations -- Itô calculus and stochastic differential equations -- Probability distributions and statistics of SDEs -- Statistics of linear stochastic differential equations -- Useful theorems and formulas for SDEs -- Numerical simulation of SDEs -- Approximation of non-linear SDEs -- Filtering and smoothing theory -- Parameter estimation in SDE models -- Stochastic differential equations in machine learning
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