Optimal Scaling and Diffusion Limits for the Langevin Algorithm in High Dimensions

Optimal scaling for partially updating MCMC algorithms

Optimal Scaling of Mala for Nonlinear Regression

Optimal scalings for local Metropolis--Hastings chains on nonproduct targets in high dimensions

Optimal Sequential Selection of a Unimodal Subsequence of a Random Sequence

Optimal simulation schemes for Lévy driven stochastic differential equations

Optimal State-Space Reduction for Pedigree Hidden Markov Models

Optimal Stochastic Control with Recursive Cost Functionals of Stochastic Differential Systems Reflected in a Domain

Optimal stopping and free boundary characterizations for some Brownian control problems

Optimal Stopping for Dynamic Convex Risk Measures

Optimal stopping for Lévy processes and affine functions

Optimal stopping for the predictive maintenance of a structure subject to corrosion

Optimal stopping of a risk process when claims are covered immediately

Optimal stopping of Hunt and Lévy processes

Optimal stopping of strong Markov processes

Optimal stopping problems for some Markov processes

Optimal stopping under g_Γexpectation

Optimal Stopping under Probability Distortion

Optimal stopping with discontinuous reward

Optimal Stopping with Rank-Dependent Loss