검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
Maximum principles for jump diffusion processes with infinite horizon Haadem S, Oksendal B, Proske F Automatica, 49(7), 2267, 2013 |
| 2 |
Explicit solution of a non-linear filtering problem for Levy processes with application to finance Meyer-Brandis T, Proske F Applied Mathematics and Optimization, 50(2), 119, 2004 |