Found 9 Documents (Results 1–9)
Dividend payments in a risk model perturbed by diffusion with multiple thresholds. (English) Zbl 1280.62118
Reflected backward stochastic differential equations, convex risk measures and American options. (English) Zbl 1343.60093
Local existence and uniqueness for a two-dimensional surface growth equation with space-time white noise. (English) Zbl 1292.35345
Stochastic duality of Markov processes: A study via generators. (English) Zbl 1291.60154
Reviewer: Anatoly N. Kochubei (Kyïv)
Exponential functionals of Brownian motion and explosion times of a system of semilinear SPDEs. (English) Zbl 1282.35423
Local linear estimation of jump-diffusion models by using asymmetric kernels. (English) Zbl 1283.62172
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