✦ LIBER ✦

Exit problems for jump processes with applications to dividend problems

✍ Scribed by Yin, Chuancun; Shen, Ying; Wen, Yuzhen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

To the discord problem for a jump-like M

✍ G. I. Salov 📂 Article 📅 2010 🏛 Pleiades Publishing 🌐 English ⚖ 571 KB

Absolute ruin problems for the risk proc

✍ Haili Yuan; Yijun Hu; Qianqing Qin 📂 Article 📅 2011 🏛 Wuhan University 🌐 English ⚖ 358 KB

Control Improvement for Jump-Diffusion P

✍ Nicole Bäuerle; Ulrich Rieder 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 496 KB

On Maximum Principle of Near-optimality

✍ Hafayed, Mokhtar; Veverka, Petr; Abbas, Syed 📂 Article 📅 2012 🏛 Springer-Verlag 🌐 English ⚖ 226 KB

New iterative schemes for nonlinear fixe

✍ Ch. Roland; R. Varadhan 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 189 KB

Multi-scale homogenization of moving int

✍ Sangmin Lee; Veera Sundararaghavan 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 722 KB