4. Mathematics
  5. Probability

Ben Goldys

Mathematics – Probability

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An Hilbert space approach for a class of arbitrage free implied volatilities models

Economy – Quantitative Finance – Computational Finance
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An LQ problem for the heat equation on the halfline with Dirichlet boundary control and noise

Mathematics – Probability
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Beale-Kato-Majda type condition for Burgers equation

Mathematics – Analysis of PDEs
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Ergodic properties of Fractional Stochastic Burgers Equation

Mathematics – Probability
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HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Optimal Feedbacks and Approximations

Mathematics – Optimization and Control
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