Beniamin Goldys

According to our database, Beniamin Goldys authored at least 10 papers between 1997 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2025

A mixed finite element method for a class of fourth-order stochastic evolution equations with multiplicative noise.

Beniamin Goldys, Agus L. Soenjaya, Thanh Tran

CoRR, May, 2025

2022

Singular Perturbation of Zero-Sum Linear-Quadratic Stochastic Differential Games.

Beniamin Goldys, James Yang, Zhou Zhou

SIAM J. Control. Optim., 2022

Numerical method and Error estimate for stochastic Landau-Lifshitz-Bloch equation.

Beniamin Goldys, Chunxi Jiao, Kim-Ngan Le

CoRR, 2022

2020

Design and convergence analysis of numerical methods for stochastic evolution equations with Leray-Lions operator.

Jérôme Droniou, Beniamin Goldys, Kim-Ngan Le

CoRR, 2020

2016

Multiperiod mean-standard-deviation time consistent portfolio selection.

Hugh Bannister, Beniamin Goldys, Spiridon I. Penev, Wei Wu

Autom., 2016

2014

Multidimensional Stochastic Burgers Equation.

Zdzislaw Brzezniak, Ben Goldys, Misha Neklyudov

SIAM J. Math. Anal., 2014

2011

HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks.

Salvatore Federico, Ben Goldys, Fausto Gozzi

SIAM J. Control. Optim., 2011

2010

HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions.

Salvatore Federico, Ben Goldys, Fausto Gozzi

SIAM J. Control. Optim., 2010

2009

An LQ Problem for the Heat Equation on the Halfline with Dirichlet Boundary Control and Noise.

Giorgio Fabbri, Beniamin Goldys

SIAM J. Control. Optim., 2009

1997

A note on pricing interest rate derivatives when forward LIBOR rates are lognormal.

Beniamin Goldys

Finance Stochastics, 1997