The TAP free energy for high-dimensional linear regressionĮrratum to “On many-server queues in heavy traffic”Ĭlosed-loop convergence for mean field games with common noise Hao Shen, Rongchan Zhu, and Xiangchan Zhu Large-scale regularity in stochastic homogenization with divergence-free driftĪn SPDE approach to perturbation theory of Φ 4 2: asymptoticity and short distance behavior The stochastic heat equation as the limit of a stirring dynamics perturbed by a voter model Testing correlation of unlabeled random graphs Romuald Elie, Boualem Djehiche, and Said Hamadène Mean-field reflected backward stochastic differential equations Papers listed here are not updated during the production process and are removed once an issue is published. Any changes that are made during the production process will only appear in the final version. 3-4, 337-361.When papers are accepted for publication, they will appear below. An approach for solving perpetual optimal stopping problems driven by Lévy processes. Springer-Verlag, New York-Heidelberg, 1978. Stochastic Modelling and Applied Probability. Applications of Mathematics (New York), 21. Stochastic integration and differential equations. Séminaire de Probabilités XXXVIII, 30-41, Lecture Notes in Math., 1857, Springer, Berlin, 2005. A potential-theoretical review of some exit problems of spectrally negative Lévy processes. Optimal stopping and free-boundary problems. Advances in finance and stochastics, 295-312, Springer, Berlin, 2002. Sequential testing problems for Poisson processes. Optimal stopping and perpetual options for Lévy processes. Zero-one laws and the minimum of a Markov process. Heat equation arising from a problem of mathematical economics. Appendix: A free boundary problem for the Smoothness and convexity of scale functions withĪpplications to de Finetti's control problem. Kyprianou, Andreas E., Rivero, Victor Song, Renming.Séminaire de Probabilités XL 97-105, Lecture Notes in Math., 1899, Springer, Berlin, 2007. A note on a change of variable formula with local time-space for Lévy processes of Introductory lectures on fluctuations of Lévy processes with applications. Perpetual convertible bonds in jump-diffusion models. Problems of the sequential discrimination of hypotheses for a compound Poisson process with exponential jumps. Optimal stopping games for Markov processes. A game-theoretic version of an optimal stopping problem. Séminaire de Probabilités XXXVIII, 5-15, Lecture Notes in Math., 1857, Springer, Berlin, 2005. Some excursion calculations for spectrally one-sided Lévy processes. Backward stochastic differential equations with reflection and Dynkin games. Perpetual American options under Lévy processes. Cambridge University Press, Cambridge, 2002. Encyclopedia of Mathematics and its Applications, 89. Cambridge University Press, Cambridge, 1996. The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process. Fluctuation Theory and Stochastic Games for Spectrally Negative Lévy Processes. Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options. Some remarks on first passage of Lévy processes, the American put and pasting principles.
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