Volume 22; Issue 2

1

Non-robustness with Respect to Intervention Costs in Optimal Control

Year:
2005
Language:
english
File:
PDF, 140 KB
english, 2005
2

Umbral Calculus, Martingales, and Associated Polynomials

Year:
2004
Language:
english
File:
PDF, 132 KB
english, 2004
5

Euler Scheme for a Stochastic Goursat Problem

Year:
2004
Language:
english
File:
PDF, 175 KB
english, 2004
7

A Diffusion Perturbed Risk Process with Stochastic Return on Investments

Year:
2004
Language:
english
File:
PDF, 180 KB
english, 2004
9

Exact Laws for Sums of Order Statistics from a Generalized Pareto Distribution

Year:
2004
Language:
english
File:
PDF, 207 KB
english, 2004
11

The Fractional Calculus for Some Stochastic Processes

Year:
2004
Language:
english
File:
PDF, 187 KB
english, 2004
12

Partially Observed Space–Time Markov Random Fields and Their Applications

Year:
2004
Language:
english
File:
PDF, 253 KB
english, 2004
16

Vague Convergence of Semimartingale Random Measures

Year:
2004
Language:
english
File:
PDF, 216 KB
english, 2004