Volume 13, Number 3 (2019)
Article
Non-Nested Monte Carlo Dual Bounds for Multi-Exercisable Options
Xiang Cheng and Zhuo Jin
Hybrid Models and Switching Control with Constraints
Jose L. Menaldi and Maurice Robin
Euler-Maruyama Method for Regime Switching Stochastic Differential Equations with Hölder Coefficients
Dung T. Nguyen and Son L. Nguyen
Subdifferentials of Value Functions in Nonconvex Dynamic Programming for Nonstationary Stochastic Processes
Boris S. Mordukhovich and Nobusumi Sagara
Totalitarian Random Tug-of-War Games in Graphs
Marcos Antón, Fernando Charro, and Peiyong Wang
Stochastic Partial Differential Equation SIS Epidemic Models: Modeling and Analysis
Nhu N. Nguyen and George Yin
Anticipating Exponential Processes and Stochastic Differential Equations
Chii Ruey Hwang, Hui-Hsiung Kuo, and Kimiaki Saitô
Action Functionals for Stochastic Differential Equations with Lévy Noise
Shenglan Yuan and Jinqiao Duan