| Co-Authors | |
|---|---|
| Authors | No. of Publications |
| masmoudi, nader | 3 |
| gao, yu | 2 |
| hening, a | 2 |
| liu, hao | 2 |
| ching, wai ki | 1 |
| ettinger, b | 1 |
| gao, y | 1 |
| gu, jia wen | 1 |
| hunter, john k. | 1 |
| ifrim, mihaela | 1 |
| jang, jw | 1 |
| kukavica, igor | 1 |
| leung, wang shing | 1 |
| liu, h | 1 |
| nguyen, d | 1 |
| strain, rm | 1 |
| strain, robert m. | 1 |
| tataru, daniel | 1 |
| ungureanu, sc | 1 |
| vicol, vlad | 1 |
| xie, chunjing | 1 |
| yam, scp | 1 |
| yang, qing qing | 1 |
| zhu, dong mei | 1 |
| Keywords in Publications | |
|---|---|
| keywords | No. of Authors |
| hamilton–jacobi–bellman equation | 2 |
| optimal liquidation strategies | 2 |
| viscosity solution | 2 |
| 35b53 | 1 |
| 35j70 | 1 |
| 35q35 | 1 |
| 76b03 | 1 |
| boundary layer | 1 |
| brownian motion | 1 |
| classical invariant transformations | 1 |
| discontinuous killing | 1 |
| ergodic control | 1 |
| ergodicity | 1 |
| feynman-kac formula | 1 |
| formal derivation | 1 |
| fourier transform | 1 |
| gamma distribution | 1 |
| harmonic analysis | 1 |
| inverse first passage problem | 1 |
| killed diffusion | 1 |
| law of large numbers | 1 |
| magnetic confinement | 1 |
| maxwell equations | 1 |
| plasma dynamics | 1 |
| saddle-point approximation | 1 |
| solid angle | 1 |
| stochastic environment | 1 |
| stochastic harvesting | 1 |
| stochastic logistic model | 1 |
| vlasov equation | 1 |
| Co-Investigators | |
|---|---|
| Investigators | No. of Grants |
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| Disciplines in Grants | |
|---|---|
| Disciplines | No. of Investigators |
| applied mathematics,mathematical finance and insurance | 1 |
| applied mathematics,probability & statistics | 1 |
| applied mathematicspure mathematics | 1 |