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"Savku, Emel"
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A Stochastic Control Approach for Constrained Stochastic Differential Games with Jumps and Regimes
by
Savku
,
Emel
Published in
Mathematics (Basel)
(01.07.2023)
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A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model with Delay and an Application to Finance
by
Savku
,
Emel
,
Weber, Gerhard-Wilhelm
Published in
Journal of optimization theory and applications
(01.11.2018)
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Memory and Anticipation: Two main theorems for Markov regime-switching stochastic processes
by
Savku
,
Emel
Year of Publication
27.02.2023
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A stochastic control approach for constrained stochastic differential games with jumps and regimes
by
Savku
,
Emel
Year of Publication
30.01.2023
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Memory and Anticipation: Two main theorems for Markov regime-switching stochastic processes
by
Savku
,
Emel
Published in
arXiv.org
(27.02.2023)
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A stochastic control approach for constrained stochastic differential games with jumps and regimes
by
Savku
,
Emel
Published in
arXiv.org
(30.01.2023)
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