Volume 66, Issue 3, December 2012

ISSN: 0095-4616 (Print) 1432-0606 (Online)

In this issue (6 articles)

  1. No Access

    OriginalPaper

    Snell Envelope with Small Probability Criteria

    Pierre Del Moral, Peng Hu, Nadia Oudjane Pages 309-330
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  2. No Access

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    A Variational Approach to the Denoising of Images Based on Different Variants of the TV-Regularization

    Michael Bildhauer, Martin Fuchs Pages 331-361
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    A Probabilistic-Numerical Approximation for an Obstacle Problem Arising in Game Theory

    Christine Grün Pages 363-385
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    Milstein Approximation for Advection-Diffusion Equations Driven by Multiplicative Noncontinuous Martingale Noises

    Andrea Barth, Annika Lang Pages 387-413
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    A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type

    John Joseph Absalom Hosking Pages 415-454
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    Monotone Approximations of Minimum and Maximum Functions and Multi-objective Problems

    Dušan M. Stipanović, Claire J. Tomlin… Pages 455-473
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