Sommaire du Fascicule no. 1

Parameter estimates for linear partial differential equations with fractional boundary noise

Maslowski, Bohdan ; Pospíšil, Jan

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p. 1-20

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Regularity of renormalized self-intersection local time for fractional Brownian motion

Hu, Yaozhong ; Nualart, David

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p. 21-30

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Maximization of the portfolio growth rate under fixed and proportional transaction costs

Palczewski, Jan ; Stettner, Lukasz

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p. 31-58

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A survey of some simulation-based algorithms for Markov decision processes

Chang, Hyeong Soo ; Fu, Michael C. ; Hu, Jiaqiao ; Marcus, Steven I.

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p. 59-92

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Selling a large stock position: a stochastic control approach with state constraints

Pemy, M. ; Zhang, Q. ; Yin, G.

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p. 93-110

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On Optimal Screening and Quarantining Policy in a Network of Prisons

Ching, Wai-ki ; Cong, Yang ; Bai, Zheng-jian ; Ng, Tuen-wai

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p. 313-336

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A Gaussian Mixture Model to Detect Clusters Embedded in Feature Subspace

Li, Yuanhong ; Dong, Ming ; Hua, Jing

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p. 337-352

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Avalanche: A Network Coding Analysis

Yeung, Raymond W.

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p. 353-358

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Multiperspective Modeling and Rendering Using General Linear Cameras

Yu, Jingyi ; Ding, Yuanyuan ; Mcmillan, Leonard

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p. 359-384

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