Stochastics, Volume 85, Issue 2 (2013)

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Stochastics, Volume 85, Issue 2 (2013)

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Original Articles

Article
Amplitude equations for SPDEs with cubic nonlinearities
Dirk Blömker & Wael W. Mohammed
Pages: 181-215
Published online: 21 Nov 2011
AbstractforAmplitude equations for SPDEs with cubic nonlinearities | Full Text | References | PDF (262.3 KB)
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Article
Filtering of continuous-time Markov chains with noise-free observation and applications
Fulvia Confortola & Marco Fuhrman
Pages: 216-251
Published online: 07 Mar 2012
AbstractforFiltering of continuous-time Markov chains with noise-free observation and applications | Full Text | References | PDF (331.3 KB)
  • 126 Views
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Article
Percolation for the stable marriage of Poisson and Lebesgue with random appetites
Daniel Andrés Díaz Pachón
Pages: 252-261
Published online: 10 Feb 2012
AbstractforPercolation for the stable marriage of Poisson and Lebesgue with random appetites | Full Text | References | PDF (118.4 KB)
  • 53 Views
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Article
On complete convergence for strong mixing sequences
Xing-cai Zhou & Jin-guan Lin
Pages: 262-271
Published online: 13 Feb 2012
AbstractforOn complete convergence for strong mixing sequences | Full Text | References | PDF (105.8 KB)
  • 166 Views
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Article
Optimal consumption and portfolio under inflation and Markovian switching
Weiyin Fei
Pages: 272-285
Published online: 10 Feb 2012
AbstractforOptimal consumption and portfolio under inflation and Markovian switching | Full Text | References | PDF (138.1 KB)
  • 265 Views
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Article
On a stochastic Fourier transformation
Shigeyoshi Ogawa
Pages: 286-294
Published online: 13 Feb 2012
AbstractforOn a stochastic Fourier transformation | Full Text | References | PDF (111 KB)
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Article
Delay geometric Brownian motion in financial option valuation
Xuerong Mao & Sotirios Sabanis
Pages: 295-320
Published online: 15 Mar 2012
AbstractforDelay geometric Brownian motion in financial option valuation | Full Text | References | PDF (247.1 KB)
  • 515 Views
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Article
Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models
Antoine Jacquier, Martin Keller-Ressel & Aleksandar Mijatović
Pages: 321-345
Published online: 13 Sep 2012
AbstractforLarge deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models | Full Text | References | PDF (310.1 KB)
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Article
Spectral representation of transition density of Fisher–Snedecor diffusion
F. Avram, N. N. Leonenko & N. Šuvak
Pages: 346-369
Published online: 11 Mar 2013
AbstractforSpectral representation of transition density of Fisher–Snedecor diffusion | Full Text | References | PDF (211.8 KB)
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