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Volume 7, 2007

Volume 7, Number 1

1. Parameter Estimates for Linear Partial Differential Equations with Fractional Boundary Noise (pp.1--->20)
Bohdan Maslowski and Jan Pospisil

2. Regularity of Renormalized Self-intersection Local Time for Fractional Brownian Motion (pp.21--->30)
Yaozhong Hu and David Nualart

3. Maximization of the Portfolio Growth Rate Under Fixed and Proportional Transaction Costs (pp.31--->58)
Jan Palczewski and Lukasz Stettner

4. A Survey of Some Simulation-based Algorithms for Markov Decision Processes (pp.59--->92)
Hyeong Soo Chang, Michael C. Fu, Jiaqiao Hu and Steven I. Marcus

5. Selling a Large Stock Position: A Stochastic Control Approach with State Constraints (pp.93--->110)
M. Pemy, Q. Zhang and G. Yin

Volume 7, Number 2

1. Using Stochastic Optimization Methods for Stock Selling Decision Making and Option Pricing: Numerics and Bias and Variance Dependent Convergence Rates (pp.111--->132)
J. Bao, A. Belu, Y. Gershon, Y. J. Liu, G. Yin and Q. Zhang

2. An Improved Bound for the Exponential Stability of Predictive Filters of Hidden Markov Models (pp.133--->152)
Laszlo Gerencser, Gyorgy Michaletzky and Gabor Molnar-Saska

3. Modelling High-dimensional Time Series by Generalized Linear Dynamic Factor Models: An Introductory Survey (pp.153--->166)
Manfred Deistler and Christiane Zinner

4. Hurst Parameter Estimation for Epileptic Seizure Detection (pp.167--->176)
Ivan Osorio and Mark G. Frei

5. Active Pointing Control for Short Range Free-space Optical Communication (pp.177--->194)
Arash Komaee, P. S. Krishnaprasad and Prakash Narayan

6. Special Solutions to Some Kolmogorov Equations Arising from Cubic Sensor Problems (pp.195--->206)
Stephen S. T. Yau, Ruxu Du and Lixing Jia

Volume 7, Number 3

1. Curve Space: Classifying Curves on Surfaces (pp.207--->226)
Xin Li, Xianfeng Gu and Hong Qin

2. On Asymptotic Stabilizability of Discrete-time Linear Systems with Delayed Input (pp.227--->264)
Zongli Lin

3. When the Cram¡Šer-Rao Inequality Provides No Information (pp.265--->272)
Steven J. Miller

4. Conformal Spherical Parametrization for High Genus Surfaces (pp.273--->286)
Wei Zeng, Xin Li, Shing-Tung Yau and Xianfeng Gu

5. Recursive Least Squares with Linear Constraints (pp.287--->312)
Yunmin Zhu and X. Rong Li

Volume 7, Number 4

1. On Optimal Screening and Quarantining Policy in a Network of Prisons (pp.313--->336)
Wai-ki Ching, Yang Cong, Zheng-jian Bai, and Tuen-wai Ng

2. A Gaussian Mixture Model to Detect Clusters Embedded in Feature Subspace (pp.337--->352)
Yuanhong Li, Ming Dong, and Jing Hua

3. Avalanche: A Network Coding Analysis (pp.353--->358)
Raymond W. Yeung

4. Multiperspective Modeling and Rendering Using General Linear Cameras (pp.359--->384)
Jingyi Yu, Yuanyuan Ding, and Leonard Mcmillan

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The Institute of Mathematical Sciences
The Chinese University of Hong Kong