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Parameter estimates for linear partial differential equations with fractional boundary noise
Bohdan Maslowski and Jan Pospíšil
pp. 1-20
Regularity of renormalized self-intersection local time for fractional Brownian motion
Yaozhong Hu and David Nualart
pp. 21-30
Maximization of the portfolio growth rate under fixed and proportional transaction costs
Jan Palczewski and Lukasz Stettner
pp. 31-58
A survey of some simulation-based algorithms for Markov decision processes
Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu, and Steven I. Marcus
pp. 59-92
Selling a large stock position: a stochastic control approach with state constraints
M. Pemy, G. Yin, and Q. Zhang
pp. 93-110