Current Index to Statistics
International Journal of Stochastic Modelling and Applications
. Issue 1.
10 references. 2013-2013. (
Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule
Stochastic differential equations with time-dependent reflecting barriers
On the density of systems of non-linear spatially homogeneous SPDEs
Stochastic Monge-Kantorovich problem and its duality
Optimal stopping and stochastic control differential games for jump diffusions
Limit laws for coverage in backbone-sensor networks
Iyer, Srikanth K.
Precautionary measures for credit risk management in jump models
Strong convergence rates for backward Euler-Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients
Complete convergences for arrays of row-wise PNQD random variables
A simple proof of Kramkov's result on uniform supermartingale decompositions