Stochastic Analysis and Applications, Volume 20, Issue 3 (2002)

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Stochastic Analysis and Applications, Volume 20, Issue 3 (2002)

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Original Articles

Article
Mean–variance hedging with random volatility jumps
Francesca Biagini & Paolo Guasoni1
Pages: 471-494
Published online: 15 Feb 2007
AbstractforMean–variance hedging with random volatility jumps | Full Text | References | PDF (332.7 KB)
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Article
Remarks on the existence and approximation for semilinear stochastic differential equations in Hilbert spaces
Y. El Boukfaoui & M. Erraoui
Pages: 495-518
Published online: 15 Feb 2007
AbstractforRemarks on the existence and approximation for semilinear stochastic differential equations in Hilbert spaces | Full Text | References | PDF (305.2 KB)
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Article
Infinite dimensional BSDE with jumps
Mohammed Hassani & Youssef Ouknine
Pages: 519-565
Published online: 15 Feb 2007
AbstractforInfinite dimensional BSDE with jumps | Full Text | References | PDF (564.8 KB)
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Article
Perturbed stochastic hereditary differential equations
Svetlana Janković & Miljana Jovanović
Pages: 567-589
Published online: 15 Feb 2007
AbstractforPerturbed stochastic hereditary differential equations | Full Text | References | PDF (332.3 KB)
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Article
Single machine scheduling with randomly compressible processing times
X. D. Qi, G. Yin & J. R. Birge
Pages: 591-613
Published online: 15 Feb 2007
AbstractforSingle machine scheduling with randomly compressible processing times | Full Text | References | PDF (263.8 KB)
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Article
A Wong–Zakai type approximation for two-parameter processes
Kyu Seok Lee, Yoon Tae Kim & Jong Woo Jeon
Pages: 615-642
Published online: 15 Feb 2007
AbstractforA Wong–Zakai type approximation for two-parameter processes | Full Text | References | PDF (353.3 KB)
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Article
A strong law of large numbers for arrays of rowwise negatively dependent random variables
Robert L. Taylor, Ronald F. Patterson & Abolghassem Bozorgnia
Pages: 643-656
Published online: 15 Feb 2007
AbstractforA strong law of large numbers for arrays of rowwise negatively dependent random variables | Full Text | References | PDF (179 KB)
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Article
Improvement and extension to “exponential stability and stabilizability in mean square of large-scale stochastic systems”
Yunlung Ting
Pages: 657-671
Published online: 15 Feb 2007
AbstractforImprovement and extension to “exponential stability and stabilizability in mean square of large-scale stochastic systems” | Full Text | References | PDF (213 KB)
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Article
Anticipating stratonovich integral with respect to the Azema's martingales
C. A. Tudor & J. Vives
Pages: 673-692
Published online: 15 Feb 2007
AbstractforAnticipating stratonovich integral with respect to the Azema's martingales | Full Text | References | PDF (243.5 KB)
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