Mathematics
Stochastics
100%
Viscosity Solution
82%
Function Value
75%
Mean Curvature
62%
Partial Differential Equation
56%
Continuous Time
50%
Parabolic
44%
Asymptotics
38%
Discrete Time
37%
Optimal Control Theory
30%
Optimal Transport
29%
Stochastic Order
25%
Utility Function
25%
Explicit Solution
25%
Stochastic Differential Equation
25%
Optimal Policy
24%
Control Problems
24%
Asymptotic Analysis
22%
Risky Asset
22%
Parabolic Equation
22%
Asymptotic Expansion
20%
Probability Measure
19%
Markov Process
18%
Utility Maximization
18%
Arbitrage
18%
Bellman Equation
18%
Hedging Strategy
18%
Optimal Control Problem
17%
Contingent Claim
17%
Codimension
17%
Initial Datum
17%
Skorokhod
14%
Level Set
14%
Multidimensional Case
14%
Hamilton-Jacobi Equation
14%
Marginals
14%
unique solution φ
14%
Stochastic Process
14%
Complex Model
14%
Optimal Strategy
14%
Dimensional Case
13%
Brownian Motion
13%
Sufficient Condition
11%
Random Walk
11%
Mathematical Finance
11%
Ginzburg-Landau System
11%
Diffusion Process
11%
Reduced Model
11%
Hilbert Space
9%
Conditionals
9%
Initial Capital
9%
Supremum
9%
Probability Theory
9%
Dual Problem
9%
Varifolds
8%
Superfluidity
7%
Variational Inequality
7%
Scaling Limit
7%
Theoretic Approach
7%
Risk Measure
7%
Synthetic Data
7%
Affine Mapping
7%
Relative Risk
7%
Black-Scholes Model
7%
Stochastic Volatility
7%
Optimal Trajectory
7%
Uniform Distribution
7%
Empirical Risk Minimization
7%
Risk Aversion
7%
Training Set
7%
Asymptotic Behavior
7%
Qualitative Information
7%
Parabolic Type
7%
Rectifiability
7%
Precompact
7%
Einstein Condensate
7%
Free Boundary Problem
7%
Wide Range
7%
Main Result
7%
Representation Theorem
7%
Quotient Set
7%
Traveling Wave
7%
Boundary Value Problems
7%
Taking Value
7%
Time Process
7%
Stationary Solution
7%
Continuous Model
7%
Computational Approach
7%
Angular Velocity
7%
Brownian Motion Model
7%
Geometric Brownian Motion
7%
Manifold
7%
Time Model
7%
Radon Measure
7%
Hypothesis Space
7%
Nash Equilibrium
7%
Finite Time
7%
Sublevels
7%
Weak Approximation
7%
Explicit Formula
7%
Keyphrases
Value Function
43%
Transaction Costs
38%
Viscosity Solutions
36%
Super-replication
35%
Hedging
35%
Dynamic Programming Equation
35%
Optimal Investment
31%
Optimal Consumption
22%
Proportional Transaction Costs
22%
Martingale Optimal Transport
22%
Fixed Transaction Costs
22%
Stochastic Production Planning
22%
Production Planning Problem
22%
Risky Assets
20%
Optimal Policy
20%
Stochastic Target Problems
18%
Liquidity Cost
18%
Market Frictions
18%
Merton
17%
Continuous-time
17%
Price Impact
16%
Option Hedging
16%
Liquidity
16%
Infinite Horizon
15%
Singular Stochastic Control
14%
Optimal Dividends
14%
Motion by Mean Curvature
14%
Markets with Friction
14%
Merton Problem
14%
Skorokhod Space
14%
Utility Maximization
14%
Face-lifting
14%
Hamilton-Jacobi Equation
14%
Optimal Control
13%
Hedging Strategy
13%
Contingent Claims
12%
Illiquid Markets
12%
Optimal Feedback
12%
Terminal Wealth
11%
Target Problem
11%
Expected Utility
11%
Capital Gains Tax
11%
Replication Cost
11%
Superhedging
11%
Smallholders
11%
Hedging Costs
11%
Hamilton-Jacobi-Bellman Equation
11%
Stochastic Processes
11%
Unique Characterizations
11%
Turnpike
11%
Dual Formulation
11%
Markov Chain
11%
Financial Markets
11%
Optimal Strategy
10%
Hilbert Space
9%
Black-Scholes
9%
Discrete Market
9%
Mean Curvature
9%
Dynamic Programming Principle
9%
Preprints
9%
Second-order Backward SDE
9%
Hedging Problem
9%
Dynamic Programming Algorithm
8%
Markovian
8%
Portfolio Choice
8%
European Options
8%
Macroeconomic Shocks
7%
Jump Diffusion
7%
Optimal Welfare
7%
Bounded Higher Variation
7%
Minimal Solution
7%
Stochastic Differential Equations with Constraints
7%
Solution Estimates
7%
International Conference
7%
Overlearning
7%
Random Interest Rate
7%
Robust Hedging
7%
Stochastic Model Applications
7%
Level Set Method
7%
Well-posedness
7%
Anisotropic Mobility
7%
Kinetic Undercooling
7%
Mullins-Sekerka Problem
7%
HARA Utility
7%
Geometric Singularity
7%
Level Set Equation
7%
Mean Curvature Motion
7%
Equations in Banach Spaces
7%
Martingale Representation Theorem
7%
Ginzburg-Landau Equation
7%
Market Costs
7%
Preference Parameters
7%
Mean Field Games
7%
Optim
7%
Rectifiability
7%
Path Behavior
7%
Distributional Jacobian
7%
Asymptotic Expansion
7%
Free Boundary Problem
7%
Three-phase Boundary
7%