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The valuation of American options in multidimensional exponential Levy model
Andrzej Rozkosz
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A gradient flow approach for linear Boltzmann equations
Giada Basile
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On adaptive robust control in discrete time
Tomasz Bielecki
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A random particle system and nonentropy solutions of the Burgers equation on the circle
Alexandre Boritchev
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Stochastic invariance of closed sets with non-Lipschitz coefficients
Bruno Bouchard
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Weak Solutions of a Stochastic Landau-Lifshitz-Gilbert Equation Driven by Pure Jump Noise
Zdzislaw Brzezniak
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General solution to the stochastic control on the half line with some optimal consumption and dividend applications
Dariusz Zawisza
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Maslowian Portfolio Theory
Philippe De Brouwer
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Some Risk Sensitive Linear-Exponential-Quadratic Stochastic Differential Game
Tyron Duncan
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On the Optimal Dividend Problem in the Dual Model with Surplus-Dependent Premiums: Barrier Strategies
Ewa Marciniak
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Maximum principle for stochastic optimal control problem with delay
Wiesław Grygierzec
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Reflected BSDE with irregular obstacles and optimal stopping
Peter Imkeller
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Applications of functionals of Brownian motion
Jacek Jakubowski
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Stochastic inclusions driven by two-parameter martingales
Kamil Świątek
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EXISTENCE OF A UNIQUE SOLUTION AND INVARIANT MEASURES FOR THE STOCHASTIC LANDAU-LIFSHITZ-BLOCH EQUATION
Kim Ngan Le
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Probabilistic approach to semilinear equations with Dirichlet operator and Borel measure
Tomasz Klimsiak
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The SPDE limit for the random Schrodinger equation: The average wave function
Tomasz Komorowski
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Stochastic analysis without probability - some recent developments
Rafal Lochowski
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Portfolio optimization with general bid and ask prices
Łukasz Stettner
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Long run risk sensitive portfolio optimisation
Marcin Pitera
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Regularity and large-time behaviour of linear SPDEs driven by Volterra processes
Bohdan Maslowski
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Large deviation control arising from downside risk minimization against a benchmark
Hideo Nagai
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Consistency and structured dependence of the Hawkes processes
Mariusz Niewęgłowski
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Anomalous diffusion of tracer particles in fast cellular flows
Alexei Novikov
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Regularization by noise in (2x2) hyperbolic systems of conservation laws
Christian Olivera
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Thermal boundaries in kinetic and hydrodynamic limits
Stefano Olla
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Regress Later Monte Carlo for Optimal Control of Markov Chains
Jan Palczewski
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Some Linear-Quadratic Control Problems for Bilinear Evolution Equations Driven by Gauss-Volterra Processes
Bozenna Pasik-Duncan
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Parabolic estimates and Poisson process
Enrico Priola
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New techniques for optimal investment in markets with frictions
Miklos Rasonyi
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Ornstein-Uhlenbeck processes driven by cylindrical Levy proces
Marcus Riedle
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BSDEs, cadlag martingale problems and Follmer-Schweizer decomposition
Francesco Russo
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Lifetime Investment and Consumption with Recursive Preferences and Small Transaction Costs
Frank Seifried
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Hydrodynamic limits for chains of oscillators and Wigner distributions
Marielle Simon
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Aleksandrov-Bakelman-Pucci maximum principle for a class of uniformly elliptic and parabolic Hamilton-Jacobi-Bellman integro-PDE
Andrzej Święch
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Systems of reflected BSDEs with oblique reflection
Mateusz Topolewski
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Switching Diffusions
George Yin
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Markovian Models for Bond Prices
Jerzy Zabczyk
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Smoothing and ergodicity of dissipative dynamics of large interacting systems
Bogusław Zegarliński
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