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Communications on Stochastic Analysis
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Home > Journals > COSA > Vol. 13 (2019) > No. 3

 

Volume 13, Number 3 (2019)

Article

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Preface
Hui-Hsiung Kuo and George Yin

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Non-Nested Monte Carlo Dual Bounds for Multi-Exercisable Options
Xiang Cheng and Zhuo Jin

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Hybrid Models and Switching Control with Constraints
Jose L. Menaldi and Maurice Robin

PDF

Euler-Maruyama Method for Regime Switching Stochastic Differential Equations with Hölder Coefficients
Dung T. Nguyen and Son L. Nguyen

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Subdifferentials of Value Functions in Nonconvex Dynamic Programming for Nonstationary Stochastic Processes
Boris S. Mordukhovich and Nobusumi Sagara

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Totalitarian Random Tug-of-War Games in Graphs
Marcos Antón, Fernando Charro, and Peiyong Wang

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Stochastic Process and its Role in The Development of the Financial Market: Celebrating Professor Chow's Long and Successful Career
Xisuo L. Liu

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Stochastic Partial Differential Equation SIS Epidemic Models: Modeling and Analysis
Nhu N. Nguyen and George Yin

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Anticipating Exponential Processes and Stochastic Differential Equations
Chii Ruey Hwang, Hui-Hsiung Kuo, and Kimiaki Saitô

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Action Functionals for Stochastic Differential Equations with Lévy Noise
Shenglan Yuan and Jinqiao Duan

 
 
 
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ISSN: 2688-6669

 
 
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