Wang, Ling; Wong, Hoi Ying Time-consistent longevity hedging with long-range dependence. (English) Zbl 1467.91154 Insur. Math. Econ. 99, 25-41 (2021). MSC: 91G05 PDFBibTeX XMLCite \textit{L. Wang} and \textit{H. Y. Wong}, Insur. Math. Econ. 99, 25--41 (2021; Zbl 1467.91154) Full Text: DOI
Gashi, Bujar Optimal stochastic regulators with state-dependent weights. (English) Zbl 1428.93131 Syst. Control Lett. 134, Article ID 104522, 9 p. (2019). MSC: 93E20 93C05 93B52 91G10 60H10 PDFBibTeX XMLCite \textit{B. Gashi}, Syst. Control Lett. 134, Article ID 104522, 9 p. (2019; Zbl 1428.93131) Full Text: DOI
Gashi, Bujar; Li, Jiajie Backward stochastic differential equations with unbounded generators. (English) Zbl 1434.60140 Stoch. Dyn. 19, No. 1, Article ID 1950008, 30 p. (2019). MSC: 60H10 35R60 58J65 PDFBibTeX XMLCite \textit{B. Gashi} and \textit{J. Li}, Stoch. Dyn. 19, No. 1, Article ID 1950008, 30 p. (2019; Zbl 1434.60140) Full Text: DOI arXiv
Lü, Qi; Yong, Jiongmin; Zhang, Xu Representation of Itô integrals by Lebesgue/Bochner integrals. (English) Zbl 1323.60076 J. Eur. Math. Soc. (JEMS) 14, No. 6, 1795-1823 (2012); erratum ibid. 20, No. 1, 259-260 (2018). Reviewer: Gerardo Hernandez-del-Valle (México D. F.) MSC: 60H05 60H10 46G10 46N30 60G05 60G07 91G80 PDFBibTeX XMLCite \textit{Q. Lü} et al., J. Eur. Math. Soc. (JEMS) 14, No. 6, 1795--1823 (2012; Zbl 1323.60076) Full Text: DOI arXiv