Stochastics, Volume 94, Issue 5 (2022)

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Stochastics, Volume 94, Issue 5 (2022)

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Vol 96, 2024 Vol 95, 2023 Volume 94, 2022 Vol 93, 2021 Vol 92, 2020 Vol 91, 2019 Vol 90, 2018 Vol 89, 2017 Vol 88, 2016 Vol 87, 2015 Vol 86, 2014 Vol 85, 2013 Vol 84, 2012 Vol 83, 2011 Vol 82, 2010 Vol 81, 2009 Vol 80, 2008 Vol 79, 2007 Vol 78, 2006 Vol 77, 2005 Vol 76, 2004 Vol 75, 2003 Vol 74, 2002 Vol 73, 2002 Vol 72, 2002 Vol 71, 2000-2001 Vol 70, 2000 Vol 69, 2000 Vol 68, 1999-2000 Vol 67, 1999 Vol 66, 1999 Vol 65, 1998-1999 Vol 64, 1998 Vol 63, 1998 Vol 62, 1997-1998 Vol 61, 1997 Vol 60, 1997 Vol 59, 1996 Vol 58, 1996 Vol 57, 1996 Vol 56, 1996 Vol 55, 1995 Vol 54, 1995 Vol 53, 1995 Vol 52, 1995 Vol 51, 1994 Vol 50, 1994 Vol 49, 1994 Vol 48, 1994 Vol 47, 1994 Vol 46, 1994 Vol 45, 1993 Vol 44, 1993 Vol 43, 1993 Vol 42, 1993 Vol 41, 1992 Vol 40, 1992 Vol 39, 1992 Vol 38, 1992 Vol 37, 1991 Vol 36, 1991 Vol 35, 1991 Vol 34, 1991 Vol 33, 1990 Vol 32, 1990 Vol 31, 1990 Vol 30, 1990 Vol 29, 1990 Vol 28, 1989 Vol 27, 1989 Vol 26, 1989 Vol 25, 1988 Vol 24, 1988 Vol 23, 1988 Vol 22, 1987 Vol 21, 1987 Vol 20, 1987 Vol 19, 1986 Vol 18, 1986 Vol 17, 1986 Vol 16, 1986 Vol 15, 1985 Vol 14, 1984-1985 Vol 13, 1984 Vol 12, 1984 Vol 11, 1983-1984 Vol 10, 1983 Vol 9, 1983 Vol 8, 1982-1983 Vol 7, 1982 Vol 6, 1981-1982 Vol 5, 1981 Vol 4, 1980-1981 Vol 3, 1980 Vol 2, 1979 Vol 1, 1975
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Research Article

Article
Solutions of semi-linear stochastic evolution integro-differential inclusions with Poisson jumps and non-local initial conditions
Yong-Kui Chang, Xiaojing Liu & Zhi-Han Zhao
Pages: 647-679
Published online: 23 Sep 2021
AbstractforSolutions of semi-linear stochastic evolution integro-differential inclusions with Poisson jumps and non-local initial conditions | Full Text | References | PDF (2.1 MB) | EPUB
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Article
A zero-one law for Markov chains
Michael Grabchak & Isaac M. Sonin
Pages: 680-697
Published online: 28 Sep 2021
AbstractforA zero-one law for Markov chains | Full Text | References | PDF (1.2 MB) | EPUB
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Article
Interval type local limit theorems for lattice type random variables and distributions
M. Fleermann, W. Kirsch & G. Toth
Pages: 698-709
Published online: 30 Sep 2021
AbstractforInterval type local limit theorems for lattice type random variables and distributions | Full Text | References | PDF (873 KB) | EPUB
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Article
The mixed Novikov–Kazamaki type condition for the uniform integrability of the general stochastic exponential
B. Chikvinidze
Pages: 710-722
Published online: 28 Sep 2021
AbstractforThe mixed Novikov–Kazamaki type condition for the uniform integrability of the general stochastic exponential | Full Text | References | PDF (918.7 KB) | EPUB
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Article
On perpetual American options in a multidimensional Black–Scholes model
Andrzej Rozkosz
Pages: 723-744
Published online: 02 Nov 2021
AbstractforOn perpetual American options in a multidimensional Black–Scholes model | Full Text | References | PDF (1.5 MB) | EPUB
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Article
Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility
Kaustav Das & Nicolas Langrené
Pages: 745-788
Published online: 26 Oct 2021
AbstractforClosed-form approximations with respect to the mixing solution for option pricing under stochastic volatility | Full Text | References | PDF (3 MB) | EPUB
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Article
Multi-dimensional sequential testing and detection
Erik Ekström & Yuqiong Wang
Pages: 789-806
Published online: 26 Oct 2021
AbstractforMulti-dimensional sequential testing and detection | Full Text | References | PDF (1.5 MB) | EPUB
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