Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory.
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- Stochastic Analysis & Applications, 2012, v. 30, n. 6, p. 1102, doi. 10.1080/07362994.2012.727143
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- Article
Works matching IS 0736-2994 AND VI 30 AND IP 6 AND DT 2012
Results: 8
1
2
A BSDE Approach to Convex Risk Measures for Derivative Securities.
- Published in:
- Stochastic Analysis & Applications, 2012, v. 30, n. 6, p. 1083, doi. 10.1080/07362994.2012.727141
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- Publication type:
- Article
3
Brownian Processes for Monte Carlo Integration on Compact Lie Groups.
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- Stochastic Analysis & Applications, 2012, v. 30, n. 6, p. 1062, doi. 10.1080/07362994.2012.727140
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- Article
4
A Note on a Result of Liptser-Shiryaev.
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- Stochastic Analysis & Applications, 2012, v. 30, n. 6, p. 1019, doi. 10.1080/07362994.2012.727139
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- Publication type:
- Article
5
Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance.
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- Stochastic Analysis & Applications, 2012, v. 30, n. 6, p. 997, doi. 10.1080/07362994.2012.727138
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- Publication type:
- Article
6
A Class of Affine Processes Arising as Fluctuation Limits of Super-Brownian Motion in a Super-Brownian Catalytic Medium.
- Published in:
- Stochastic Analysis & Applications, 2012, v. 30, n. 6, p. 1041, doi. 10.1080/07362994.2012.727137
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- Publication type:
- Article
7
Numerical Analysis of the Stochastic Moving Boundary Problem.
- Published in:
- Stochastic Analysis & Applications, 2012, v. 30, n. 6, p. 963, doi. 10.1080/07362994.2012.704847
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- Publication type:
- Article
8
On a Customer-Induced Interruption in a Service System.
- Published in:
- Stochastic Analysis & Applications, 2012, v. 30, n. 6, p. 949, doi. 10.1080/07362994.2012.704845
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- Publication type:
- Article