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Rafael Serrano

  1. On the LP formulation in measure spaces of optimal control problems for jump-diffusions
    2015/04/13 by Rafael Serrano, Serrano, Rafael · 1 citation
    Economics, Econometrics and Finance · Mathematics · Social Sciences · #35D40 #90C05 #93E20 #FOS: Mathematics #Geometric Analysis and Curvature Flows #Insurance, Mortality, Demography, Risk Management #Mathematical Biology Tumor Growth #Probability (math.PR) #Stochastic processes and financial applications #math.PR #msc:35D40 #msc:90C05 #msc:93E20