10

Infinite Swapping using IID Samples

Year:
2019
Language:
english
File:
PDF, 1.04 MB
english, 2019
12

Lyapunov Functions for Semimartingale Reflecting Brownian Motions

Year:
1994
Language:
english
File:
PDF, 1.54 MB
english, 1994
21

Correction: SDEs with Oblique Reflections on Nonsmooth Domains

Year:
2008
Language:
english
File:
PDF, 345 KB
english, 2008
25

A Variational Representation for Certain Functionals of Brownian Motion

Year:
1998
Language:
english
File:
PDF, 1.16 MB
english, 1998
34

Second Order Numerical Methods for First Order Hamilton--Jacobi Equations

Year:
2002
Language:
english
File:
PDF, 1.27 MB
english, 2002
40

Analysis of an interacting particle method for rare event estimation

Year:
2013
Language:
english
File:
PDF, 542 KB
english, 2013
43

motion

Year:
1998
Language:
english
File:
PDF, 135 KB
english, 1998
46

Optimal stopping with random intervention times

Year:
2002
Language:
english
File:
PDF, 176 KB
english, 2002
50

Convex duality and the Skorokhod Problem. I

Year:
1999
Language:
english
File:
PDF, 249 KB
english, 1999