Stochastics, Volume 85, Issue 6 (2013)

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Stochastics, Volume 85, Issue 6 (2013)

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Original Articles

Article
Optimal ergodic control of Markov diffusion processes with minimum variance
Héctor Jasso-Fuentes & Onésimo Hernández-Lerma
Pages: 929-945
Published online: 10 Jul 2012
AbstractforOptimal ergodic control of Markov diffusion processes with minimum variance | Full Text | References | PDF (143.5 KB)
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Article
On the number of empty boxes in the Bernoulli sieve I
Alexander Iksanov
Pages: 946-959
Published online: 21 Jun 2012
AbstractforOn the number of empty boxes in the Bernoulli sieve I | Full Text | References | PDF (139.3 KB)
  • 91 Views
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Article
Perturbation of strong Feller semigroups and well-posedness of semilinear stochastic equations on Banach spaces
Markus C. Kunze
Pages: 960-986
Published online: 28 Aug 2012
AbstractforPerturbation of strong Feller semigroups and well-posedness of semilinear stochastic equations on Banach spaces | Full Text | References | PDF (262.4 KB)
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Article
Local invertibility of adapted shifts on Wiener space, under finite energy condition
Rémi Lassalle
Pages: 987-996
Published online: 13 Sep 2012
AbstractforLocal invertibility of adapted shifts on Wiener space, under finite energy condition | Full Text | References | PDF (114.3 KB)
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Article
Equilibrium in two-player non-zero-sum Dynkin games in continuous time
Rida Laraki & Eilon Solan
Pages: 997-1014
Published online: 09 Oct 2012
AbstractforEquilibrium in two-player non-zero-sum Dynkin games in continuous time | Full Text | References | PDF (168 KB)
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Article
A note on convergence of option prices and their Greeks for Lévy models
Fred Espen Benth, Giulia Di Nunno & Asma Khedher
Pages: 1015-1039
Published online: 23 Jan 2013
AbstractforA note on convergence of option prices and their Greeks for Lévy models | Full Text | References | PDF (210.1 KB)
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Article
Generalized random linear operators on a Hilbert space
Dang Hung Thang & Nguyen Thinh
Pages: 1040-1059
Published online: 04 Dec 2012
AbstractforGeneralized random linear operators on a Hilbert space | Full Text | References | PDF (164.6 KB)
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Article
On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables
Xuejun Wang, Shijie Wang, Shuhe Hu, Jimin Ling & Yunfei Wei
Pages: 1060-1072
Published online: 06 Dec 2012
AbstractforOn complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables | Full Text | References | PDF (113.7 KB)
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Article
IDT processes and associated Lévy processes with explicit constructions
Antoine Hakassou & Youssef Ouknine
Pages: 1073-1111
Published online: 12 Feb 2013
AbstractforIDT processes and associated Lévy processes with explicit constructions | Full Text | References | PDF (270.6 KB)
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Editorial Board

Editorial Board
Page: ebi
Published online: 03 Oct 2013
CitationforEditorial Board | PDF (156.6 KB)
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