Works matching IS 09266364 AND DT 2015 AND VI 23 AND IP 2
Results: 5
A decomposition approach for the discrete-time approximation of FBSDEs with a jump.
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- Random Operators & Stochastic Equations, 2015, v. 23, n. 2, p. 81, doi. 10.1515/rose-2014-0031
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- Article
The distribution of random motion with Erlang-3 sojourn times.
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- Random Operators & Stochastic Equations, 2015, v. 23, n. 2, p. 69, doi. 10.1515/rose-2014-0030
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- Article
Large deviations for random evolutions with independent increments in the scheme of Lévy approximation with split and double merging.
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- Random Operators & Stochastic Equations, 2015, v. 23, n. 2, p. 137, doi. 10.1515/rose-2014-0034
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- Article
Parametrix construction for certain Lévy-type processes.
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- Random Operators & Stochastic Equations, 2015, v. 23, n. 2, p. 111, doi. 10.1515/rose-2014-0032
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- Article
Frontmatter.
- Published in:
- Random Operators & Stochastic Equations, 2015, v. 23, n. 2, p. i, doi. 10.1515/rose-2015-frontmatter2
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- Article