Stochastics, Volume 92, Issue 3 (2020)

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Stochastics, Volume 92, Issue 3 (2020)

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Reviews

Review
Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale
Khadija Akdim, Mouna Haddadi & Youssef Ouknine
Pages: 335-355
Published online: 30 Jun 2019
AbstractforStrong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale | Full Text | References | PDF (1.5 MB) | EPUB
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Articles

Article
The last zero-crossing of an iterated brownian motion with drift
F. Iafrate & E. Orsingher
Pages: 356-378
Published online: 06 Jun 2019
AbstractforThe last zero-crossing of an iterated brownian motion with drift | Full Text | References | PDF (1.5 MB) | EPUB
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Article
Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations
B. P. Moghaddam, Lei Zhang, A. M. Lopes, J. A. Tenreiro Machado & Z. S. Mostaghim
Pages: 379-396
Published online: 04 Jun 2019
AbstractforSufficient conditions for existence and uniqueness of fractional stochastic delay differential equations | Full Text | References | PDF (1.6 MB) | EPUB
  • 381 Views
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Article
Approximation of solutions to fractional stochastic integro-differential equations of order α ∈ (1,2]
Renu Chaudhary, M. Muslim & Dwijendra N. Pandey
Pages: 397-417
Published online: 04 Jun 2019
AbstractforApproximation of solutions to fractional stochastic integro-differential equations of order α ∈ (1,2] | Full Text | References | PDF (1.5 MB) | EPUB
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Article
Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver
Christel Geiss & Alexander Steinicke
Pages: 418-453
Published online: 12 Jun 2019
AbstractforExistence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver | Full Text | References | PDF (2.4 MB) | EPUB
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Article
Stochastic delay differential equations and related autoregressive models
Andreas Basse-O'Connor, Mikkel Slot Nielsen, Jan Pedersen & Victor Rohde
Pages: 454-477
Published online: 27 Jun 2019
AbstractforStochastic delay differential equations and related autoregressive models | Full Text | References | PDF (1.7 MB) | EPUB
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Article
Cramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process
Hui Jiang & Ning Zhang
Pages: 478-496
Published online: 07 Jul 2019
AbstractforCramér-type moderate deviations for statistics in the non-stationary Ornstein–Uhlenbeck process | Full Text | References | PDF (1.3 MB) | EPUB
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