2018 Taipei, Taiwan

SS146:  Recent developments in stochastic analysis, stochastic control and related fields

Organizer(s):
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University of Wisconsin-Milwaukee
USA
University of Colorado
0
 
Abstract:
This session features new perspectives and methodologies toward stochastic processes, stochastic control and related fields.The specific topics to be presented in this session include asymptotic properties of certain novel regime-switching jump diffusion processes, optimal inventory control problems with a long-term average criterion, delay stochastic differential equations, and their applications in areas such as finance and risk management.This session will help to disseminate new research results, exchange ideas, and foster new collaborations.

List of approved abstract