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Issue Date
Title
Author(s)
2012
A Bayesian approach for optimal reinsurance and investment in a diffusion model
Zhang, X.
;
Elliott, R.
;
Siu, T.
2012
Existence, uniqueness and comparisons for BSDEs in general spaces
Cohen, S.
;
Elliott, R.
Discover
Author
1
Cohen, S.
1
Siu, T.
1
Zhang, X.
Subject
1
Bayesian adaptive control approach
1
BSDE
1
comparison theorem
1
Filtering
1
general filtration
1
Grönwall inequality
1
HJB equations
1
nonlinear expectation
1
Optimal investment
1
Partial observations
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Date issued
2
2012