34 Titel in Alle Pflichtdokumente → 500 Naturwissenschaften und Mathematik → 510 Mathematik

• On the foundations of Lévy finance equilibrium for a single-agent financial market with jumps Herzberg, Frederik Bielefeld : IMW, Bielefeld University, September 2008

• Optimal consumption and investment under relative performance citeria with Epstein-Zin utility Dianetti, Jodi ; Riedel, Frank ; Stanza, Lorenzo Bielefeld : Center for Mathematical Economics (IMW), Bielefeld University, [February 2024]

• An optimal dividend problem with capital injections over a finite horizon Ferrari, Giorgio ; Schuhmann, Patrick Bielefeld : Center for Mathematical Economics (IMW), April 2018

• Optimal dividends under Markov-modulated bankruptcy level Ferrari, Giorgio ; Schuhmann, Patrick ; Zhu, Shihao Bielefeld : Center for Mathematical Economics (IMW), Bielefeld University, November 2021

• Optimal stopping under G-expectation Li, Hanwu Bielefeld : Center for Mathematical Economics (IMW), December 2018

• Refined best reply correspondence and dynamics Balkenborg, Dieter ; Hofbauer, Josef ; Kuzmics, Christoph Bielefeld : Bielefeld University, Center for Mathematical Economics, July 2011

• Reflected solutions of BSDEs driven by G-Brownian motion Li, Hanwu ; Peng, Shige ; Soumana Hima, Abdoulaye Bielefeld : Center for Mathematical Economics (IMW), September 2017

• Regularity and asymptotic behaviour for a damped plate-membrane transmission problem Barraza Martínez, Bienvenido ; Denk, Robert ; Hernandez Monzon, Jairo ; Kammerlander, Felix ; Nendel, Max Bielefeld : Center for Mathematical Economics (IMW), July 2018

• Robust maximum detection full information best choice problem under multiple priors Obradović, Lazar Bielefeld : Center for Mathematical Economics, January 2018

• Skorohods representation theorem for sets of probabilities Dumav, Martin ; Stinchcombe, Maxwell B. Bielefeld : Center for Mathematical Economics (IMW), May 2013

• Stochastic nonzero-sum games: a new connection between singular control and optimal stopping de Angelis, Tiziano ; Ferrari, Giorgio Bielefeld : Bielefeld University, Center for Mathematical Economics, July 2016

• The strategic use of ambiguity Riedel, Frank ; Sass, Linda Bielefeld : Bielefeld University, Center for Mathematical Economics, August 2011

• The Transfer Principle holds for definable nonstandard models under Countable Choice Herzberg, Frederik Bielefeld : Bielefeld University, Center for Mathematical Economics, July 2016

• vNM–Stable Sets for totally balanced games Rosenmüller, Joachim Bielefeld : Universitätsbibliothek Bielefeld, April 2018