Publisher: Taylor and Francis Ltd
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Necessary conditions for optimality in relaxed stochastic control problems
Mezerdi, Brahim; Bahlali, Seid
On a general result for backward stochastic differential equations
Hassani, M.; Ouknine, Y.
Quantitative approximation of certain stochastic integrals
Statistical analysis of stochastic resonance with ergodic diffusion noise
Iacus, Stefano Maria
Representations of the Brownian snake with drift
Abraham, R.; Serlet, L.
Risk-sensitive portfolio optimization on infinite time horizon
Kuroda, Kazutaka; Nagai, Hideo
On a problem of optimal harvesting from a stochastic system with a jump component
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