On a Class of Quadratic Growth RBSDE with Jumps and Its Application

Author： Li Biao  

Publisher： Taylor & Francis Ltd

ISSN： 1532-6349

Source： Stochastic Models, Vol.25, Iss.3, 2009-07, pp. : 483-507

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Permutation Matrix with Application to Optimal Invariant Quadratic Prediction in Finite Populations

By Liu Xu-Qing  

Communications in Statistics: Theory and Methods, Vol. 37, Iss. 18, 2008-01 ,pp. : 2825-2835

Taylor & Francis Ltd

Access to resources Recommend Favorite

Volatility Jumps

By Todorov Viktor  

Journal of Business & Economic Statistics, Vol. 29, Iss. 3, 2011-07 ,pp. : 356-371

Taylor & Francis Ltd

Access to resources Recommend Favorite

Two-sided Brownian motion with quadratic drift and its least concave majorant

By Carolan C.  

Journal of Statistical Computation and Simulation, Vol. 77, Iss. 5, 2007-01 ,pp. : 379-387

Taylor & Francis Ltd

Access to resources Recommend Favorite

Correspondence Analysis and Its Application in Oncology

By Li Bao-Hong  

Communications in Statistics: Theory and Methods, Vol. 39, Iss. 7, 2010-01 ,pp. : 1229-1236

Taylor & Francis Ltd

Access to resources Recommend Favorite

Saddlepoint Approximations for a Product and Its Application

By Lu Tai-Fang  

Communications in Statistics: Theory and Methods, Vol. 38, Iss. 7, 2009-01 ,pp. : 953-963

Taylor & Francis Ltd

Access to resources Recommend Favorite