Mean-Field Maximum Principle for Optimal Control of Forward–Backward Stochastic Systems with Jumps and its Application to Mean-Variance Portfolio Problem Mokhtar HafayedMoufida TabetSamira Boukaf OriginalPaper 29 May 2015 Pages: 163 - 186
Donsker’s Invariance Principle Under the Sub-linear Expectation with an Application to Chung’s Law of the Iterated Logarithm Li-Xin Zhang OriginalPaper 24 May 2015 Pages: 187 - 214
On a Perturbation Method for Stochastic Parabolic PDE Donald J. EstepPeter L. Polyakov OriginalPaper 29 May 2015 Pages: 215 - 226
Uniqueness of Entire Functions Related to Difference Polynomials Pulak Sahoo OriginalPaper 24 May 2015 Pages: 227 - 238
Convergence of the Generalized Kähler-Ricci Flow Jiawei LiuYue Wang OriginalPaper 04 June 2015 Pages: 239 - 261
Recovery of Sharp Features in Mesh Models Zhao LiuMaodong PanJiansong Deng OriginalPaper 05 June 2015 Pages: 263 - 283
Finite Minimal Non-supersolvable Groups Decomposable into the Product of Two Normal Supersolvable Subgroups Wenbin GuoA. S. Kondrat’ev OriginalPaper 07 June 2015 Pages: 285 - 290