Stochastics, Volume 87, Issue 3 (2015)

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Stochastics, Volume 87, Issue 3 (2015)

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Articles

Article
Integration with respect to Lévy colored noise, with applications to SPDEs
Raluca M. Balan
Pages: 363-381
Published online: 05 Nov 2014
AbstractforIntegration with respect to Lévy colored noise, with applications to SPDEs | Full Text | References | PDF (201.4 KB)
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Article
Impulse control of a diffusion with a change point
Lokman A. Abbas-Turki, Ioannis Karatzas & Qinghua Li
Pages: 382-408
Published online: 05 Nov 2014
AbstractforImpulse control of a diffusion with a change point | Full Text | References | PDF (285.3 KB)
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Article
Limiting behaviour for arrays of row-wise END random variables under conditions of h-integrability
Yongfeng Wu, Jiangyan Peng & Tien-Chung Hu
Pages: 409-423
Published online: 29 Oct 2014
AbstractforLimiting behaviour for arrays of row-wise END random variables under conditions of h-integrability | Full Text | References | PDF (143.5 KB)
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Article
A class of infinite dimensional stochastic processes with unbounded diffusion
John Karlsson & Jörg-Uwe Löbus
Pages: 424-457
Published online: 13 Jan 2015
AbstractforA class of infinite dimensional stochastic processes with unbounded diffusion | Full Text | References | PDF (274.7 KB)
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Article
Integrability of multivariate subordinated Lévy processes in Hilbert space
Fred Espen Benth & Paul Krühner
Pages: 458-476
Published online: 10 Mar 2015
AbstractforIntegrability of multivariate subordinated Lévy processes in Hilbert space | Full Text | References | PDF (176.8 KB)
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Article
A stochastic approach to a new type of parabolic variational inequalities
Tianyang Nie
Pages: 477-517
Published online: 17 Mar 2015
AbstractforA stochastic approach to a new type of parabolic variational inequalities | Full Text | References | PDF (377.3 KB)
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Article
American option valuation in a stochastic volatility model with transaction costs
Andrea Cosso, Daniele Marazzina & Carlo Sgarra
Pages: 518-536
Published online: 10 Apr 2015
AbstractforAmerican option valuation in a stochastic volatility model with transaction costs | Full Text | References | PDF (250 KB)
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