J. A. Casteren

Decomposition of the n-fold compound option

M. V. Wouwe, L. Thomassen, J. A. Casteren, 2002 .

Feynman-Kac Formulas, Backward Stochastic Differential Equations and Markov Processes

J. A. Casteren, 2007 .

Contact transformations for micro-differential operators

J. A. Casteren, 1986 .

Some Problems in Stochastic Analysis and Semigroup Theory

J. A. Casteren, 2000 .

On backward stochastic differential equations in infinite dimensions

J. A. Casteren, 2012 .