Stochastic dynamical systems arise in many scientific fields, such as asset prices in financial markets, neural activity in ...
Mathematics of Operations Research, Vol. 41, No. 1 (February 2016), pp. 146-173 (28 pages) This paper investigates the problem of maximizing expected terminal utility in a (generically incomplete) ...
We study the Dirichlet problem for discrete harmonic functions in unbounded product domains on multidimensional lattices. First we prove some versions of the Phragmén-Lindelöf theorem and use Fourier ...
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