Stochastics, Volume 88, Issue 4 (2016)

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Stochastics, Volume 88, Issue 4 (2016)

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Letter

Letter
Correction note to: solving a Hamilton–Jacobi–Bellman equation with constraints
Christian Hipp
Pages: 481-490
Published online: 23 Oct 2015
First Page PreviewforCorrection note to: solving a Hamilton–Jacobi–Bellman equation with constraints | Full Text | References | PDF (1.4 MB)
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Articles

Article
BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration
T. Kruse & A. Popier
Pages: 491-539
Published online: 18 Nov 2015
AbstractforBSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration | Full Text | References | PDF (3.5 MB)
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Article
Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation
David Baños & Torstein Nilssen
Pages: 540-566
Published online: 17 Nov 2015
AbstractforMalliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation | Full Text | References | PDF (2 MB)
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Article
Stable adiabatic times for Markov chains
Kyle Bradford, Yevgeniy Kovchegov & Thinh Nguyen
Pages: 567-585
Published online: 05 Jan 2016
AbstractforStable adiabatic times for Markov chains | Full Text | References | PDF (1.4 MB)
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Article
Optimal stopping of switching diffusions with state dependent switching rates
R. H. Liu
Pages: 586-605
Published online: 30 Nov 2015
AbstractforOptimal stopping of switching diffusions with state dependent switching rates | Full Text | References | PDF (1.5 MB)
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Article
Complete moment convergence for arrays of rowwise NSD random variables
Aiting Shen, Mingxiang Xue & Andrei Volodin
Pages: 606-621
Published online: 27 Nov 2015
AbstractforComplete moment convergence for arrays of rowwise NSD random variables | Full Text | References | PDF (1.2 MB)
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Article
On the law of the logarithm for weighted sums of extended negatively dependent random variables
João Lita da Silva
Pages: 622-631
Published online: 18 Dec 2015
AbstractforOn the law of the logarithm for weighted sums of extended negatively dependent random variables | Full Text | References | PDF (794.1 KB)
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Article
Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach
Said Hamadène & Marie-Amelie Morlais
Pages: 632-649
Published online: 01 Dec 2015
AbstractforViscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach | Full Text | References | PDF (1.4 MB)
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