Optimal co-adapted coupling for a random walk on the hyper-complete-grap

Optimal co-adapted coupling for the symmetric random walk on the hypercube

Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns

Optimal control of a large dam

Optimal control of a large dam, taking into account the water costs

Optimal control of a large dam, taking into account the water costs [New Edition]

Optimal control of a stochastic network driven by a fractional Brownian motion input

Optimal control of coupled forward-backward stochastic system with jumps and related Hamilton-Jacobi-Bellman equations

Optimal control of stochastic differential equations with dynamical boundary conditions

Optimal control with absolutely continuous strategies for spectrally negative Levy processes

Optimal detection of a change-set in a spatial Poisson process

Optimal detection of homogeneous segment of observations in stochastic sequence

Optimal double stopping time

Optimal flow through the disordered lattice

Optimal Gaussian density estimates for a class of stochastic equations with additive noise

Optimal Hoeffding bounds for discrete reversible Markov chains

Optimal Holder exponent for the SLE path

Optimal investment under multiple defaults risk: a BSDE-decomposition approach

Optimal investment with counterparty risk: a default-density modeling approach

Optimal investment with random endowments in incomplete markets