Stochastics, Volume 86, Issue 6 (2014)

Browse this journal
Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days

Stochastics, Volume 86, Issue 6 (2014)

See all volumes and issues
Vol 96, 2024 Vol 95, 2023 Vol 94, 2022 Vol 93, 2021 Vol 92, 2020 Vol 91, 2019 Vol 90, 2018 Vol 89, 2017 Vol 88, 2016 Vol 87, 2015 Volume 86, 2014 Vol 85, 2013 Vol 84, 2012 Vol 83, 2011 Vol 82, 2010 Vol 81, 2009 Vol 80, 2008 Vol 79, 2007 Vol 78, 2006 Vol 77, 2005 Vol 76, 2004 Vol 75, 2003 Vol 74, 2002 Vol 73, 2002 Vol 72, 2002 Vol 71, 2000-2001 Vol 70, 2000 Vol 69, 2000 Vol 68, 1999-2000 Vol 67, 1999 Vol 66, 1999 Vol 65, 1998-1999 Vol 64, 1998 Vol 63, 1998 Vol 62, 1997-1998 Vol 61, 1997 Vol 60, 1997 Vol 59, 1996 Vol 58, 1996 Vol 57, 1996 Vol 56, 1996 Vol 55, 1995 Vol 54, 1995 Vol 53, 1995 Vol 52, 1995 Vol 51, 1994 Vol 50, 1994 Vol 49, 1994 Vol 48, 1994 Vol 47, 1994 Vol 46, 1994 Vol 45, 1993 Vol 44, 1993 Vol 43, 1993 Vol 42, 1993 Vol 41, 1992 Vol 40, 1992 Vol 39, 1992 Vol 38, 1992 Vol 37, 1991 Vol 36, 1991 Vol 35, 1991 Vol 34, 1991 Vol 33, 1990 Vol 32, 1990 Vol 31, 1990 Vol 30, 1990 Vol 29, 1990 Vol 28, 1989 Vol 27, 1989 Vol 26, 1989 Vol 25, 1988 Vol 24, 1988 Vol 23, 1988 Vol 22, 1987 Vol 21, 1987 Vol 20, 1987 Vol 19, 1986 Vol 18, 1986 Vol 17, 1986 Vol 16, 1986 Vol 15, 1985 Vol 14, 1984-1985 Vol 13, 1984 Vol 12, 1984 Vol 11, 1983-1984 Vol 10, 1983 Vol 9, 1983 Vol 8, 1982-1983 Vol 7, 1982 Vol 6, 1981-1982 Vol 5, 1981 Vol 4, 1980-1981 Vol 3, 1980 Vol 2, 1979 Vol 1, 1975
Download citations Download PDFs Download issue

Articles

Article
On the martingale and free-boundary approaches in sequential detection problems with exponential penalty for delay
B. Buonaguidi & P. Muliere
Pages: 865-869
Published online: 24 Feb 2014
AbstractforOn the martingale and free-boundary approaches in sequential detection problems with exponential penalty for delay | Full Text | References | PDF (79.5 KB)
  • 85 Views
  • 1 CrossRef citations
  • 0Altmetric
Article
Logarithmic Sobolev inequalities and spectral concentration for the cubic Schrödinger equation
Gordon Blower, Caroline Brett & Ian Doust
Pages: 870-881
Published online: 19 Mar 2014
AbstractforLogarithmic Sobolev inequalities and spectral concentration for the cubic Schrödinger equation | Full Text | References | PDF (150.2 KB)
  • 179 Views
  • 2 CrossRef citations
  • 0Altmetric
Article
Refinement of convergence rate for the strong law of large numbers in Banach space
Deli Li & Aurel Spătaru
Pages: 882-888
Published online: 24 Mar 2014
AbstractforRefinement of convergence rate for the strong law of large numbers in Banach space | Full Text | References | PDF (87 KB)
  • 112 Views
  • 1 CrossRef citations
  • 0Altmetric
Article
Information on jump sizes and hedging
Wanmo Kang & Kiseop Lee
Pages: 889-905
Published online: 26 Mar 2014
AbstractforInformation on jump sizes and hedging | Full Text | References | PDF (180.5 KB)
  • 147 Views
  • 3 CrossRef citations
  • 0Altmetric
Article
On a generalized optional decomposition theorem
Abdelkarem Berkaoui
Pages: 906-921
Published online: 15 Apr 2014
AbstractforOn a generalized optional decomposition theorem | Full Text | References | PDF (174.1 KB)
  • 98 Views
  • 3 CrossRef citations
  • 0Altmetric
Article
A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing
Claudio Fontana
Pages: 922-931
Published online: 29 Apr 2014
AbstractforA note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing | Full Text | References | PDF (139.3 KB)
  • 168 Views
  • 1 CrossRef citations
  • 0Altmetric
Article
The forward dynamics in energy markets – infinite-dimensional modelling and simulation
Andrea Barth & Fred Espen Benth
Pages: 932-966
Published online: 01 Apr 2014
AbstractforThe forward dynamics in energy markets – infinite-dimensional modelling and simulation | Full Text | References | PDF (948 KB)
  • 270 Views
  • 12 CrossRef citations
  • 0Altmetric
Article
A second order limit law for occupation times of the Cauchy process
David Nualart & Fangjun Xu
Pages: 967-974
Published online: 29 Apr 2014
AbstractforA second order limit law for occupation times of the Cauchy process | Full Text | References | PDF (103 KB)
  • 117 Views
  • 1 CrossRef citations
  • 0Altmetric
Article
On a high-dimensional nonlinear stochastic partial differential equation
Lahcen Boulanba & Mohamed Mellouk
Pages: 975-992
Published online: 15 Apr 2014
AbstractforOn a high-dimensional nonlinear stochastic partial differential equation | Full Text | References | PDF (174.5 KB)
  • 140 Views
  • 1 CrossRef citations
  • 0Altmetric
Article
Stochastic differential equations for sticky Brownian motion
Hans-Jürgen Engelbert & Goran Peskir
Pages: 993-1021
Published online: 29 Apr 2014
AbstractforStochastic differential equations for sticky Brownian motion | Full Text | References | PDF (295.2 KB)
  • 483 Views
  • 52 CrossRef citations
  • 0Altmetric

Letter

Letter
On ‘A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing’
Bernard Wong
Page: 1022
Published online: 29 Apr 2014
CitationforOn ‘A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing’ | Full Text | References | PDF (35.1 KB)
  • 70 Views
  • 0 CrossRef citations
  • 0Altmetric

Editorial Board

Editorial Board
Page: ebi
Published online: 24 Oct 2014
CitationforEditorial Board | Full Text | PDF (192.6 KB)
  • 354 Views
  • 0 CrossRef citations
  • 0Altmetric
Free Access

Explore articles