Search
Now showing items 1-10 of 311
Generalized BSDEs driven by fractional Brownian motion
Publisher: Elsevier Science
Year: 2013
On approximation of the backward stochastic differential equation
Publisher: Elsevier Science
Year: 2014
Approximate posterior distributions for convolutional two level hidden Markov models
Publisher: Elsevier Science
Year: 2013
Strong uniqueness for an SPDE via backward doubly stochastic differential equations
Publisher: Elsevier Science
Year: 2013
The Cauchy sequence for one dimensional BSDEs with linear growth generators
Publisher: Elsevier Science
Year: 2013
Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs
Publisher: Elsevier Science
Year: 2013
Anticipated backward stochastic differential equations on Markov chains
Publisher: Elsevier Science
Year: 2013
A generalized Girsanov transformation of finite state stochastic processes in discrete time
Publisher: Elsevier Science
Year: 2014
Goodness of fit testing based selection for large p small n problems: A two stage ranking approach
Publisher: Elsevier Science
Year: 2014