4. Mathematics
  5. Probability

Shuenn-Jyi Sheu

Mathematics – Probability

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Accelerating diffusions

Mathematics – Probability
Scientific paper

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Asymptotics of the probability minimizing a "down-side" risk

Mathematics – Probability
Scientific paper

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Max-plus Stochastic Control and Risk-sensitivity

Mathematics – Optimization and Control
Scientific paper

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On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control

Mathematics – Probability
Scientific paper

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Price systems for markets with transaction costs and control problems for some finance problems

Mathematics – Probability
Scientific paper

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