Communications on Stochastic Analysis

Preface

Author :- -

Non-nested Monte Carlo Dual Bounds for Multi-exercisable Options

Author :- Xiang Cheng and Zhuo Jin

Hybrid Models and Switching Control with Constraints

Author :- J.l. Menaldi and M. Robin

Euler-Maruyama Method for Regime Switching Stochastic Differential Equations with H¨Older Coefficients

Author :- Dung T. Nguyen and Son L. Nguyen

Subdifferentials of Value Functions in Nonconvex Dynamic Programming for Nonstationary Stochastic Processes

Author :- Boris S.mordukhovich and Nobusumi Sagara

Totalitarian Random Tug-of-war Games in Graphs

Author :- Marcos Ant´ On, Fernando Charro and Peiyong Wang

Stochastic Process and its Role in the Development of the Financial Market: Celebrating Professor Chows Long and Successful Career

Author :- Xisuo L. Liu

Anticipating Exponential Processes and Stochastic Differential Equations

Author :- Chii-ruey Hwang, Hui-hsiung Kuo*, and Kimiaki Sait?O

Action Functionals for Stochastic Differential Equations with L´Evy Noise

Author :- Shenglan Yuan and Jinqiao Duan

Cost Benefit Analysis of Stochastic Model of a System with Proviso of Switch Rectification and Operating Unit Time Threshold

Author :- R.K. Bhardwaj and Mandeep Kaur