Stochastics, Volume 87, Issue 1 (2015)

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Stochastics, Volume 87, Issue 1 (2015)

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Articles

Article
Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure
Jingtao Shi & Zhen Wu
Pages: 1-29
Published online: 27 Jun 2014
AbstractforBackward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure | Full Text | References | PDF (244.7 KB)
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Article
Combined probabilistic algorithm for solving high dimensional problems
Rahman Farnoosh, Mahboubeh Aalaei & Morteza Ebrahimi
Pages: 30-47
Published online: 29 Sep 2014
AbstractforCombined probabilistic algorithm for solving high dimensional problems | Full Text | References | PDF (749.9 KB)
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Article
Large deviations for neutral functional SDEs with jumps
Jianhai Bao & Chenggui Yuan
Pages: 48-70
Published online: 08 Jul 2014
AbstractforLarge deviations for neutral functional SDEs with jumps | Full Text | References | PDF (223.8 KB)
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Article
On the differential equation satisfied by the random measure density of a jump-type Fleming–Viot process
Telles Timóteo da Silva & Marcelo Dutra Fragoso
Pages: 71-84
Published online: 05 Nov 2014
AbstractforOn the differential equation satisfied by the random measure density of a jump-type Fleming–Viot process | Full Text | References | PDF (151.5 KB)
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Article
Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients
Said Hamadène & Rui Mu
Pages: 85-111
Published online: 08 Jul 2014
AbstractforExistence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients | Full Text | References | PDF (261.3 KB)
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Article
Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method
Christophe Profeta & Abass Sagna
Pages: 112-141
Published online: 31 Oct 2014
AbstractforConditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method | Full Text | References | PDF (388.6 KB)
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Article
Stochastic Volterra integro-differential equations driven by fractional Brownian motion in a Hilbert space
Nguyen Tien Dung
Pages: 142-159
Published online: 24 Jul 2014
AbstractforStochastic Volterra integro-differential equations driven by fractional Brownian motion in a Hilbert space | Full Text | References | PDF (166.1 KB)
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Article
Complete convergence for weighted sums of LNQD random variables
Aiting Shen, Huayan Zhu, Ranchao Wu & Ying Zhang
Pages: 160-169
Published online: 26 Nov 2014
AbstractforComplete convergence for weighted sums of LNQD random variables | Full Text | References | PDF (98.7 KB)
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Article
On the predictable representation property of martingales associated with Lévy processes
P. Di Tella & H.-J. Engelbert
Pages: 170-184
Published online: 03 Nov 2014
AbstractforOn the predictable representation property of martingales associated with Lévy processes | Full Text | References | PDF (193 KB)
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