Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor
Juliang Yin
págs. 883-895
Semilinear backward doubly stochastic differential equations and SPDEs driven by fractional Brownian motion with Hurst parameter in (0, 1/2)
Shuai Jing, Jorge Alberto León Vázquez
págs. 896-935
Phase space Feynman path integrals with smooth functional derivatives by time slicing approximation
Naoto Kumano-go
págs. 936-987
On the optimal control method in quaternionic analysis
Wei Wang
págs. 988-1010
Erratum to "Separation of representations with quadratic overgroups" [Bull. Sci. Math. 135 (2) (2011) 141-165]
Didier Arnal, Mohamed Selmi, Amel Zergane
págs. 1011-1013
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