We explore the functional convex order of martingale diffusions and stochastic integrals with respect to their diffusion coefficient in both a Brownian and a jump framework. We finally extend this result to the Snell envelope of functionals of these process i.e. to American options with pathwise payoffs.

HE literature on the genetic and antigenic basis of tumor transplantation has T been reviewed by BITTNER (1935), LITTLE (1941; 1947), HAUSCHKA, (1952) and SNELL (1953b, c). In mice, the genetic loci involved were named “histocompatibility” loci by SNELL (1948), the prefix “histo” being used to denote the probable similarity of genes determining reactions to neoplastic and normal tissue transpla...

The chromosomes involved in the T(2;4)Sn (formerly designated T(5;8) Sn) or Snell translocation in the mouse have been identified as numbers 2 and 4 by analysis of the fluorescent banding patterns of quinacrine mustard-stained chromosomes in primary cultures from heterozygous and homozygous embryos.

A comprehensive, unified approach to modeling arbitrarily censored spatial survival data is presented for the three most commonly-used semiparametric models: proportional hazards, proportional odds, and accelerated failure time. Unlike many other approaches, all manner of censored survival times are simultaneously accommodated including uncensored, interval censored, current-status, left and ri...

In this work we solve completely the starting and stopping problem when the dynamics of the system are a general adapted stochastic process. We use backward stochastic differential equations and Snell envelopes. Finally we give some numerical results. AMS Classification subjects: 60G40 ; 93E20 ; 62P20 ; 91B99.

We address soliton reflection/transmission at interface between a uniform medium and an optical lattice with focusing Kerr nonlinearity. We reveal that such interfaces afford rich new opportunities for controlling the reflection and transmission coefficients and the nonlinear Snell law, the key control parameters being the spatial frequency and depth of refractive index modulation in the lattice.

This thesis studies American options in an incomplete financial market and in continuous time. It is composed of two parts. In the first part we study a stochastic optimization problem in which a robust convex loss functional is minimized in a space of stochastic integrals. This problem arises when the seller of an American option aims to control the shortfall risk by using a partial hedge. We ...

Kline and Barker (1950) reported the existence and some properties of an apparently new unidentified growth factor (B.R. factor) required by Butyribacterium rettgeri for growth on lactate as the fermentable carbon source. Certain similarities in properties were given as the basis for a postulated relationship of the B.R. factor to other unidentified growth or metabolically active substances. Th...