MetadatenAuthor: | Yaroslav Melnyk |
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URN: | urn:nbn:de:hbz:386-kluedo-40733 |
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Advisor: | Ralf Korn |
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Document Type: | Doctoral Thesis |
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Language of publication: | English |
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Date of Publication (online): | 2015/05/13 |
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Year of first Publication: | 2015 |
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Publishing Institution: | Technische Universität Kaiserslautern |
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Granting Institution: | Technische Universität Kaiserslautern |
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Acceptance Date of the Thesis: | 2015/05/11 |
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Date of the Publication (Server): | 2015/05/18 |
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Tag: | Asymptotic Expansion; Leading-Order Optimality; Pathwise Optimality; Quasi-Variational Inequalities; Regime Shifts; Stochastic Impulse Control; Transaction Costs |
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Page Number: | XI, 169 |
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Faculties / Organisational entities: | Kaiserslautern - Fachbereich Mathematik |
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DDC-Cassification: | 5 Naturwissenschaften und Mathematik / 510 Mathematik |
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MSC-Classification (mathematics): | 35-XX PARTIAL DIFFERENTIAL EQUATIONS / 35Cxx Representations of solutions / 35C20 Asymptotic expansions |
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| 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Gxx Stochastic processes / 60G40 Stopping times; optimal stopping problems; gambling theory [See also 62L15, 91A60] |
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| 91-XX GAME THEORY, ECONOMICS, SOCIAL AND BEHAVIORAL SCIENCES / 91Gxx Mathematical finance / 91G10 Portfolio theory |
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| 91-XX GAME THEORY, ECONOMICS, SOCIAL AND BEHAVIORAL SCIENCES / 91Gxx Mathematical finance / 91G80 Financial applications of other theories (stochastic control, calculus of variations, PDE, SPDE, dynamical systems) |
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| 93-XX SYSTEMS THEORY; CONTROL (For optimal control, see 49-XX) / 93Exx Stochastic systems and control / 93E20 Optimal stochastic control |
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Licence (German): | Standard gemäß KLUEDO-Leitlinien vom 13.02.2015 |
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