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ORCIDBeniamin Goldys
Person information
- affiliation: University of New South Wales, Australia
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Journal Articles
- 2022
[j7]Beniamin Goldys
, James Yang, Zhou Zhou:
Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games. SIAM J. Control. Optim. 60(1): 48-80 (2022)- 2016
- [j6]Hugh Bannister, Beniamin Goldys, Spiridon I. Penev, Wei Wu:
Multiperiod mean-standard-deviation time consistent portfolio selection. Autom. 73: 15-26 (2016) - 2014
- [j5]Zdzislaw Brzezniak, Ben Goldys, Misha Neklyudov:
Multidimensional Stochastic Burgers Equation. SIAM J. Math. Anal. 46(1): 871-889 (2014) - 2011
- [j4]Salvatore Federico, Ben Goldys, Fausto Gozzi:
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks. SIAM J. Control. Optim. 49(6): 2378-2414 (2011) - 2010
- [j3]Salvatore Federico, Ben Goldys, Fausto Gozzi:
HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions. SIAM J. Control. Optim. 48(8): 4910-4937 (2010) - 2009
- [j2]Giorgio Fabbri, Beniamin Goldys:
An LQ Problem for the Heat Equation on the Halfline with Dirichlet Boundary Control and Noise. SIAM J. Control. Optim. 48(3): 1473-1488 (2009) - 1997
- [j1]Beniamin Goldys:
A note on pricing interest rate derivatives when forward LIBOR rates are lognormal. Finance Stochastics 1(4): 345-352 (1997)
Informal and Other Publications
- 2022
- [i2]Beniamin Goldys, Chunxi Jiao, Kim-Ngan Le:
Numerical method and Error estimate for stochastic Landau-Lifshitz-Bloch equation. CoRR abs/2212.10833 (2022) - 2020
- [i1]Jérôme Droniou, Beniamin Goldys, Kim-Ngan Le:
Design and convergence analysis of numerical methods for stochastic evolution equations with Leray-Lions operator. CoRR abs/2004.12047 (2020)
Coauthor Index
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