Richard H. Stockbridge

Professor

Department of Mathematical Sciences
University of Wisconsin-Milwaukee


 

Contact Information

  • Office: EMS E471
  • Office Phone: (414) 229-4568
  • Math Department Phone: (414) 229-4836
  • Math Department Fax: (414) 229-4907
  • E-mail: stockbri@uwm.edu
  • US Mail: P. O. Box 413
    Department of Mathematical Sciences
    University of Wisconsin-Milwaukee
    Milwaukee, WI 53201-0413
    USA

Research Interests:

  • Stochastic Control Theory
  • Numerical Methods for Stochastic Analysis and Control
  •  Financial Mathematics

List of Publications

 


Recent Papers and Preprints:

 

Markov Processes and Related Fields: A Festschrift in Honor of Thomas G. Kurtz, SN Ethier, J Feng and RH Stockbridge eds.

IMS Collections 4 (2009=8), 137-153.

Stochastics 79 (2007), 309-335..

Nonlinear Analysis 63 (2005), e2057-2065 (electronic).

in Mathematics of Finance, G. Yin and Q. Zhang eds.,  Contemporary Mathematics 351 (2004), 349-359.

Journal of Mathematical Analysis and its Applications 285 (2003), 356-375..        

Proceedings of the Fourth Asian Control Conference, Singapore, (2002), 1563-1568.          

(with Kurt Helmes) Stochastic Models 19 (2003), 255-267.   

in Stochastic Theory and Control, B. Pasik-Duncan, ed., Lect. Notes in Control and Inform. Sci., 280 (2002), 447-458.         

(with Moon Jung Cho),  SIAM J.  Control Optim., 40 (2002), 1965-1982.

(with Kurt Helmes),  Math. Meth. of Oper. Res. 53 (2001), 309-331.     

  • Stationary Solutions and Forward Equations for Controlled and Singular Martingale Problems 

(with Thomas Kurtz),  Electronic Journal of Probability 6 (2001), Paper No. 14, 1-52.

            pdf      

(with Marta Mendiondo)  in Markov Processes and Controlled Markov Chains, Z. Hou, J. Filar, A. Chen, eds., Kluwer (2002), 425-441.

 

Updated 1 September 2006