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Disambiguation of "Sulem, Agnès"

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A stochastic maximum principle for processes driven by fractional Brownian motion

, , , and . Stochastic Processes and their Applications, 100 (1-2): 233--253 (00 2002)

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Clement Amadu Sulemana

Nizamuddin Sulemankhel

Josef Agnesy

Chamsi Sulemanlé

Ernani Luiz Agnes

 

Other publications of authors with the same name

Explicit Solution of Inventory Problems with Delivery Lags., and . Math. Oper. Res., 20 (3): 709-720 (1995)The Default Cascade Process in Stochastic Financial Networks., , and . ICAIF, page 227-234. ACM, (2023)European Options in a Nonlinear Incomplete Market Model with Default., , and . SIAM J. Financial Math., 11 (3): 849-880 (2020)Pseudopower expansion of solutions of generalized equations and constrained optimization problems., and . Math. Program., (1995)A stochastic maximum principle for processes driven by fractional Brownian motion, , , and . Stochastic Processes and their Applications, 100 (1-2): 233--253 (00 2002)A policy iteration algorithm for fixed point problems with nonexpansive operators., , and . Math. Methods Oper. Res., 65 (2): 239-259 (2007)Optimal Stopping for Dynamic Risk Measures with Jumps and Obstacle Problems., , and . J. Optimization Theory and Applications, 167 (1): 219-242 (2015)Forward-Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty., and . J. Optimization Theory and Applications, 161 (1): 22-55 (2014)Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations, , and . Stochastic Processes and their Applications, 116 (9): 1319--1339 (September 2006)Time-to-build and capacity choice, , and . Journal of Economic Dynamics and Control, 26 (1): 69--98 (January 2002)