AOC Workshop: Compliance issues without lawyers, insurance companies, or managers
- 作者Claire Hennessey; Rich Freeman; John Baker; Judy Petrunak; Christie Morse; Virginia Karlsson
- 卷第16卷
- 期第1期
- 印刷ISSN1091-8531
- 电子ISSN1528-3933
- 文件大小42.15KB
- 发表时间2012
- DOI10.1016/j.jaapos.2011.12.127
Multi-dimensional BSDE with oblique reflection and optimal switchingYing Hu; Shanjian Tang · 2010
Multi-dimensional backward stochastic differential equations of diagonally quadratic generatorsHu, Ying; Tang, Shanjian · Stochastic Processes and their Applications · 2015
Mixed deterministic and random optimal control of linear stochastic systems with quadratic costsHu, Ying; Tang, Shanjian · Probability, Uncertainty and Quantitative Risk · 2019
Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equationsHu, Ying; Tang, Shanjian · Discrete and Continuous Dynamical Systems · 2015
Non-zero sum quadratic differential game of BSDEs and multi-dimensional diagonally quadratic BSDE**This research was supported by the National Natural Science Foundation of China (Grants #10325101 and #11171076), by Science and Technology Commission, Shanghai Municipality (Grant No. 14XD1400400), and by Lebesgue center of mathematics (“Investisse-ments d’avenir” program - ANR-11-LABX-0020-01).Hu, Ying; Tang, Shanjian · IFAC-PapersOnLine · 2016
Multivariate gamma distributionsMarcus, Michael B. · Electronic Communications in Probability · 2014
Central limit theorem under variance uncertaintyRokhlin, Dmitry · Electronic Communications in Probability · 2015
A product chain without cutoffLacoin, Hubert · Electronic Communications in Probability · 2015
On the result of DoneyPogany, Tibor; Nadarajah, Saralees · Electronic Communications in Probability · 2015
Mixing of the noisy voter modelRamadas, Harishchandra · Electronic Communications in Probability · 2014
A multidimensional version of noise stabilityNeeman, Joe · Electronic Communications in Probability · 2014
Mixing under monotone censoringDing, Jian; Mossel, Elchanan · Electronic Communications in Probability · 2014
A maximal inequality for supermartingalesHajek, Bruce · Electronic Communications in Probability · 2014