Stochastics, Volume 73, Issue 1-2 (2002)

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Stochastics and Stochastic Reports, Volume 73, Issue 1-2 (2002)

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Original Articles

Article
A multidimensional central limit theorem for random walks on hypergroups
Léonard Gallardo
Pages: 1-23
Published online: 29 Oct 2010
AbstractforA multidimensional central limit theorem for random walks on hypergroups | References | PDF (202.9 KB)
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Article
A large deviation principle with queueing applications
A.J. Ganesh & Neil O'Connell
Pages: 25-35
Published online: 29 Oct 2010
AbstractforA large deviation principle with queueing applications | References | PDF (122.1 KB)
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Article
Moderate deviations for martingale differences and applications to φ -mixing sequences
Hacène Djellout
Pages: 37-64
Published online: 29 Oct 2010
AbstractforModerate deviations for martingale differences and applications to φ -mixing sequences | References | PDF (215.4 KB)
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Article
Backward stochastic differential equations with Azéma's martingale
C. Rainer
Pages: 65-98
Published online: 29 Oct 2010
AbstractforBackward stochastic differential equations with Azéma's martingale | References | PDF (258.3 KB)
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Article
On a variational inequality associated with a stopping game combined with a control
Kenji Kamizono & Hiroaki Morimoto
Pages: 99-123
Published online: 29 Oct 2010
AbstractforOn a variational inequality associated with a stopping game combined with a control | References | PDF (194.4 KB)
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Article
Monte Carlo construction of hedging strategies against multi-asset European claims
G.N. Milstein & J.G.M. Schoenmakers
Pages: 125-157
Published online: 29 Oct 2010
AbstractforMonte Carlo construction of hedging strategies against multi-asset European claims | References | PDF (234.2 KB)
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Article
Limit theorems for BSDE with local time applications to non-linear PDE
M. Eddahbi & Y. Ouknine
Pages: 159-179
Published online: 29 Oct 2010
AbstractforLimit theorems for BSDE with local time applications to non-linear PDE | References | PDF (172.5 KB)
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Article
Stochastic integral representations, stochastic derivatives and minimal variance hedging
G. Di Nunno
Pages: 181-198
Published online: 29 Oct 2010
AbstractforStochastic integral representations, stochastic derivatives and minimal variance hedging | References | PDF (155 KB)
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Errata

Correction
"Skorohod stochastic integration with respect to non-adapted processes on Wiener space"
Nicolas Privault
Page: 199
Published online: 29 Oct 2010
Citationfor"Skorohod stochastic integration with respect to non-adapted processes on Wiener space" | PDF (46.7 KB)
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