Martínez, Miguel; San Martín, Jaime; Torres, Soledad Numerical method for reflected backward stochastic differential equations. (English) Zbl 1243.60050 Stochastic Anal. Appl. 29, No. 6, 1008-1032 (2011). Reviewer: Melvin D. Lax (Long Beach) MSC: 60H10 34F05 93E03 PDFBibTeX XMLCite \textit{M. Martínez} et al., Stochastic Anal. Appl. 29, No. 6, 1008--1032 (2011; Zbl 1243.60050) Full Text: DOI Link
Duffy, Ken R.; Macci, Claudio; Torrisi, Giovanni Luca Sample path large deviations for order statistics. (English) Zbl 1229.62058 J. Appl. Probab. 48, No. 1, 238-257 (2011). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 62G30 60F10 PDFBibTeX XMLCite \textit{K. R. Duffy} et al., J. Appl. Probab. 48, No. 1, 238--257 (2011; Zbl 1229.62058) Full Text: DOI