Stochastics, Volume 86, Issue 3 (2014)

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Stochastics, Volume 86, Issue 3 (2014)

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Original Articles

Article
On complete convergence for arrays of rowwise AANA random variables
Huai Xu & Ling Tang
Pages: 371-381
Published online: 16 Jul 2013
AbstractforOn complete convergence for arrays of rowwise AANA random variables | Full Text | References | PDF (114 KB)
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Article
The Bouleau–Yor identity for a bi-fractional Brownian motion
Litan Yan, Bo Gao & Junfeng Liu
Pages: 382-414
Published online: 03 Jun 2013
AbstractforThe Bouleau–Yor identity for a bi-fractional Brownian motion | Full Text | References | PDF (266.3 KB)
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Article
On complete moment convergence of weighted sums for arrays of row-wise negatively associated random variables
Mingle Guo
Pages: 415-428
Published online: 03 Jun 2013
AbstractforOn complete moment convergence of weighted sums for arrays of row-wise negatively associated random variables | Full Text | References | PDF (136.3 KB)
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Article
Estimation of change point for switching fractional diffusion processes
M.N. Mishra & B.L.S. Prakasa Rao
Pages: 429-449
Published online: 02 Sep 2013
AbstractforEstimation of change point for switching fractional diffusion processes | Full Text | References | PDF (172.4 KB)
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Article
Numerical solution for a class of SPDEs over bounded domains
Dan Crisan & Jie Xiong
Pages: 450-472
Published online: 02 Sep 2013
AbstractforNumerical solution for a class of SPDEs over bounded domains | Full Text | References | PDF (207.6 KB)
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Article
Quickest search over Brownian channels
Erhan Bayraktar & Ross Kravitz
Pages: 473-490
Published online: 02 Sep 2013
AbstractforQuickest search over Brownian channels | Full Text | References | PDF (179.7 KB)
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Article
Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions
Fabián Crocce & Ernesto Mordecki
Pages: 491-509
Published online: 11 Oct 2013
AbstractforExplicit solutions in one-sided optimal stopping problems for one-dimensional diffusions | Full Text | References | PDF (240.4 KB)
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Article
On the lookback option with fixed strike
Yerkin Kitapbayev
Pages: 510-526
Published online: 02 Oct 2013
AbstractforOn the lookback option with fixed strike | Full Text | References | PDF (190.6 KB)
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Article
Moderate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with Two-time Scales
Qi He & G. Yin
Pages: 527-550
Published online: 25 Oct 2013
AbstractforModerate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with Two-time Scales | Full Text | References | PDF (204.8 KB)
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