Sufficient Stochastic Maximum Principle in a Regime-Switching Diffusion Model Catherine Donnelly OriginalPaper 21 January 2011 Pages: 155 - 169
Simulation and Estimation of Extreme Quantiles and Extreme Probabilities Arnaud GuyaderNicolas HengartnerEric Matzner-Løber OriginalPaper 07 April 2011 Pages: 171 - 196
A General Stochastic Maximum Principle for SDEs of Mean-field Type Rainer BuckdahnBoualem DjehicheJuan Li OriginalPaper 16 April 2011 Pages: 197 - 216
Insider Models with Finite Utility in Markets with Jumps Arturo Kohatsu-HigaMakoto Yamazato OriginalPaper 21 April 2011 Pages: 217 - 255
Optimal Regularity and Long-Time Behavior of Solutions for the Westervelt Equation Stefan MeyerMathias Wilke OriginalPaper 01 June 2011 Pages: 257 - 271
Finite Convergence of a Subgradient Projections Method with Expanding Controls Yair CensorWei ChenHomeira Pajoohesh OriginalPaper 08 June 2011 Pages: 273 - 285
Optimal Control of Heterogeneous Systems with Endogenous Domain of Heterogeneity Anton O. BelyakovTsvetomir TsachevVladimir M. Veliov OriginalPaper 25 June 2011 Pages: 287 - 311