Pauli Murto
2004
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Whom Pauli Murto trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Pauli Murto overall
Papers from Pauli Murto's perspective
Ordered by how strongly the researchers Pauli Murto trusts endorse each paper. Same corpus, a different order for every researcher.
- Stochastic differential equations : an introduction with applications
- Optimal Control Problem Associated with Jump Processes
- OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
- Dynamic utility indierence valuation via convex risk measures
- Stochastic Integration and Differential Equations. Second Edition.
- A “maximum principle for semicontinuous functions” applicable to integro-partial differential equations
- Risk measure pricing and hedging in incomplete markets
- Stochastic calculus with respect to continuous finite quadratic variation processes
- Impulse control problem on finite horizon with execution delay
- Mean field games
Their papers
- Exit in duopoly under uncertainty (2004) — 125 citations