Stochastics, Volume 91, Issue 6 (2019)

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Stochastics, Volume 91, Issue 6 (2019)

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Articles

Article
Optional decomposition of optional supermartingales and applications to filtering and finance
Mohamed Abdelghani & Alexander Melnikov
Pages: 797-816
Published online: 13 Dec 2018
AbstractforOptional decomposition of optional supermartingales and applications to filtering and finance | Full Text | References | PDF (1.4 MB) | EPUB
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Article
Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes
O. L. V. Costa & F. Dufour
Pages: 817-835
Published online: 13 Nov 2018
AbstractforHamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes | Full Text | References | PDF (1.5 MB) | EPUB
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Article
BSDEs and SDEs with time-advanced and -delayed coefficients
Shiqiu Zheng & Gaofeng Zong
Pages: 836-856
Published online: 26 Nov 2018
AbstractforBSDEs and SDEs with time-advanced and -delayed coefficients | Full Text | References | PDF (1.4 MB) | EPUB
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Article
Existence and Hyers-Ulam stability of random impulsive stochastic functional differential equations with finite delays
Shuang Li, Linxin Shu, Xiao-Bao Shu & Fei Xu
Pages: 857-872
Published online: 27 Nov 2018
AbstractforExistence and Hyers-Ulam stability of random impulsive stochastic functional differential equations with finite delays | Full Text | References | PDF (1.1 MB) | EPUB
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Article
New approach to optimal control of stochastic Volterra integral equations
Nacira Agram, Bernt Øksendal & Samia Yakhlef
Pages: 873-894
Published online: 13 Dec 2018
AbstractforNew approach to optimal control of stochastic Volterra integral equations | Full Text | References | PDF (1.4 MB) | EPUB
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Article
An extension of the Clark–Haussmann formula and applications
U. G. Haussmann & T. A. Pirvu
Pages: 895-904
Published online: 12 Dec 2018
AbstractforAn extension of the Clark–Haussmann formula and applications | Full Text | References | PDF (822.4 KB) | EPUB
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Article
Averaging principle for equation driven by a stochastic measure
V. M. Radchenko
Pages: 905-915
Published online: 18 Dec 2018
AbstractforAveraging principle for equation driven by a stochastic measure | Full Text | References | PDF (905.2 KB) | EPUB
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Article
Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of R − h-integrability and its applications
Yi Wu, Xuejun Wang, Tien-Chung Hu, Manuel Ordonez Cabrera & Andrei Volodin
Pages: 916-944
Published online: 02 Jan 2019
AbstractforLimiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of R − h-integrability and its applications | Full Text | References | PDF (2.3 MB) | EPUB
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Article
The asymptotic equipartition property of Markov chains in single infinite Markovian environment on countable state space
Zhiyan Shi, Dan Bao, Yan Fan & Baihui Wu
Pages: 945-957
Published online: 11 Jan 2019
AbstractforThe asymptotic equipartition property of Markov chains in single infinite Markovian environment on countable state space | Full Text | References | PDF (902.8 KB) | EPUB
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