Stochastic Analysis and Applications, Volume 23, Issue 3 (2005)

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Stochastic Analysis and Applications, Volume 23, Issue 3 (2005)

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Original Articles

Article
Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals
Nadia Oudjane & Sylvain Rubenthaler
Pages: 421-448
Published online: 15 Feb 2007
AbstractforStability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals | Full Text | References | PDF (176.1 KB)
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Article
On the Theory of (Dual) Projection for Fuzzy Stochastic Processes
Weiyin Fei
Pages: 449-474
Published online: 15 Feb 2007
AbstractforOn the Theory of (Dual) Projection for Fuzzy Stochastic Processes | Full Text | References | PDF (254.6 KB)
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Article
Cooperative Hedging in Incomplete Markets
Jianming Xia
Pages: 475-489
Published online: 15 Feb 2007
AbstractforCooperative Hedging in Incomplete Markets | Full Text | References | PDF (133.8 KB)
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Article
Prophet Regions for Independent [0, 1]-Valued Random Variables with Random Discounting
Pieter C. Allaart
Pages: 491-509
Published online: 15 Feb 2007
AbstractforProphet Regions for Independent [0, 1]-Valued Random Variables with Random Discounting | Full Text | References | PDF (260.9 KB)
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Article
Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations
Kyoung-Sook Moon, Anders Szepessy, Raúl Tempone & Georgios E. Zouraris
Pages: 511-558
Published online: 15 Feb 2007
AbstractforConvergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations | Full Text | References | PDF (432.8 KB)
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Article
A Uniform Bound on a Combinatorial Central Limit Theorem
K. Neammanee & J. Suntornchost
Pages: 559-578
Published online: 15 Feb 2007
AbstractforA Uniform Bound on a Combinatorial Central Limit Theorem | Full Text | References | PDF (212.1 KB)
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Article
Dynamic Portfolio Optimization with Bounded Shortfall Risks
A. Gabih, W. Grecksch & R. Wunderlich
Pages: 579-594
Published online: 15 Feb 2007
AbstractforDynamic Portfolio Optimization with Bounded Shortfall Risks | Full Text | References | PDF (502 KB)
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Article
Lévy-Type Stochastic Integrals with Regularly Varying Tails
David Applebaum
Pages: 595-611
Published online: 15 Feb 2007
AbstractforLévy-Type Stochastic Integrals with Regularly Varying Tails | Full Text | References | PDF (164.5 KB)
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Article
A Stochastic Calculus for Systems with Memory
Feng Yan & Salah Mohammed
Pages: 613-657
Published online: 15 Feb 2007
AbstractforA Stochastic Calculus for Systems with Memory | Full Text | References | PDF (310.1 KB)
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