Stochastics, Volume 74, Issue 3-4 (2002)

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Stochastics and Stochastic Reports, Volume 74, Issue 3-4 (2002)

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Original Articles

Article
Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs
Fred Espen Benth, Kenneth Hvistendahl Karlsen & Kristin Reikvam
Pages: 517-569
Published online: 29 Oct 2010
AbstractforPortfolio optimization in a Lévy market with intertemporal substitution and transaction costs | References | PDF (372.7 KB)
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Article
Reflected BSDE's with discontinuous barrier and application
S. Hamadène
Pages: 571-596
Published online: 29 Oct 2010
AbstractforReflected BSDE's with discontinuous barrier and application | References | PDF (233.6 KB)
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Article
Besov regularity for the indefinite Skorohod integral with respect to the fractional Brownian motion: The singular case
Hassan Lakhel, Youssef Ouknine & Ciprian A. Tudor
Pages: 597-615
Published online: 29 Oct 2010
AbstractforBesov regularity for the indefinite Skorohod integral with respect to the fractional Brownian motion: The singular case | References | PDF (154.1 KB)
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Article
Bessel functions of third order and the distribution of cyclic planar motions with three directions
Enzo Orsingher
Pages: 617-631
Published online: 29 Oct 2010
AbstractforBessel functions of third order and the distribution of cyclic planar motions with three directions | References | PDF (121.9 KB)
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Article
Regularity of the value function and viscosity solutions in optimal stopping problems for general Markov processes
Bruno Bassan & Claudia Ceci
Pages: 633-649
Published online: 29 Oct 2010
AbstractforRegularity of the value function and viscosity solutions in optimal stopping problems for general Markov processes | References | PDF (145.4 KB)
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Article
Dynamic programming in stochastic control of systems with delay
Bjørnar Larssen
Pages: 651-673
Published online: 29 Oct 2010
AbstractforDynamic programming in stochastic control of systems with delay | References | PDF (184.8 KB)
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