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期刊
ISSN
0736-2994
刊名
Stochastic Analysis and Applications
参考译名
随机分析与应用
收藏年代
2002~2022
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2015, vol.33, no.1
2015, vol.33, no.2
2015, vol.33, no.3
2015, vol.33, no.4
2015, vol.33, no.5
2015, vol.33, no.6
题名
作者
出版年
年卷期
Solution Bounds for Elliptic Partial Differential Equations via Feynman-Kac Representation
Kawai, Reiichiro
2015
2015, vol.33, no.5
Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space
Kumar, K. Suresh; Pal, Chandan
2015
2015, vol.33, no.5
Fractional Gamma and Gamma-Subordinated Processes
Beghin, Luisa
2015
2015, vol.33, no.5
The Relation Between Mixed and Rough SDEs and Its Application to Numerical Methods
Neuenkirch, Andreas; Shalaiko, Taras
2015
2015, vol.33, no.5
A Small Noise Asymptotic Expansion for Young SDE Driven by Fractional Brownian Motion: A Sharp Error Estimate With Malliavin Calculus
Yamada, Toshihiro
2015
2015, vol.33, no.5
Mean-Variance Hedging Under Multiple Defaults Risk
Choukroun, Sebastien; Goutte, Stephane; Ngoupeyou, Armand
2015
2015, vol.33, no.5
Modeling Capital Gains Taxes for Trading Strategies of Infinite Variation
Kuehn, Christoph; Ulbricht, Bjoern
2015
2015, vol.33, no.5
Exponential Martingales and Changes of Measure for Counting Processes
Sokol, Alexander; Hansen, Niels Richard
2015
2015, vol.33, no.5
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