Weak infinitesimal generator for a stochastic partial differential equation with time delay.
Square variation of Brownian paths in Banach spaces.
A note on local asymptotic behavior for Brownian motion in Banach spaces.
Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I.
Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. II.
Spectral approximation of infinite-dimensional Black-Scholes equations with memory.
Page 1