Källblad, Sigrid
- Martingale Benamou--Brenier: a probabilistic perspective
2017/08/16 by Backhoff-Veraguas, Julio, Beiglböck, Mathias, Huesmann, Martin +1 · 4 citations
#60G42 #60G44 #91G20 #Classical Analysis and ODEs (math.CA) #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)
- Controlled Measure-Valued Martingales: a Viscosity Solution Approach
2021/08/31 by Cox, Alexander M. G., Källblad, Sigrid, Larsson, Martin +1 · 2 citations
#46T05 #49L25 #58C20 #58J65. Secondary: 60G48 #60G57 #91A27 #91G20 #Analysis of PDEs (math.AP) #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Primary: 93E20 #Probability (math.PR)