Stochastic Analysis and Applications, Volume 25, Issue 5 (2007)

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Stochastic Analysis and Applications, Volume 25, Issue 5 (2007)

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Original Articles

Article
Stochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions
Thilo Meyer-Brandis
Pages: 913-932
Published online: 30 Aug 2007
AbstractforStochastic Feynman–Kac Equations Associated to Lévy–Itô Diffusions | Full Text | References | PDF (132.2 KB)
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Article
Multi-Step Maruyama Methods for Stochastic Delay Differential Equations
Evelyn Buckwar & Renate Winkler
Pages: 933-959
Published online: 30 Aug 2007
AbstractforMulti-Step Maruyama Methods for Stochastic Delay Differential Equations | Full Text | References | PDF (278.9 KB)
  • 350 Views
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Article
Topological Solutions of Noncommutative Stochastic Differential Equations
G. O. S. Ekhaguere
Pages: 961-993
Published online: 30 Aug 2007
AbstractforTopological Solutions of Noncommutative Stochastic Differential Equations | Full Text | References | PDF (204.5 KB)
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Article
The Banach Spaces and with Application to the Approximate Controllability of Stochastic Partial Functional Differential Equations with Infinite Delay
Haibo Bao & Daqing Jiang
Pages: 995-1024
Published online: 30 Aug 2007
AbstractforThe Banach Spaces and with Application to the Approximate Controllability of Stochastic Partial Functional Differential Equations with Infinite Delay | Full Text | References | PDF (191.8 KB)
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Article
Optimal Consumption in a Growth Model with the CES Production Function
Md. Azizul Baten & A. B. M. A. Sobhan Miah
Pages: 1025-1042
Published online: 30 Aug 2007
AbstractforOptimal Consumption in a Growth Model with the CES Production Function | Full Text | References | PDF (117.6 KB)
  • 178 Views
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Article
Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
Makoto Maejima & Ciprian A. Tudor
Pages: 1043-1056
Published online: 30 Aug 2007
AbstractforWiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem | Full Text | References | PDF (107.8 KB)
  • 175 Views
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Article
Multi-Period Asset Allocation Under Hidden Markovianly Driven Noises
Shangzhen Luo
Pages: 1057-1078
Published online: 30 Aug 2007
AbstractforMulti-Period Asset Allocation Under Hidden Markovianly Driven Noises | Full Text | References | PDF (144.1 KB)
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Article
Flow of Homeomorphisms and Stochastic Transport Equations
Shizan Fang & Dejun Luo
Pages: 1079-1108
Published online: 30 Aug 2007
AbstractforFlow of Homeomorphisms and Stochastic Transport Equations | Full Text | References | PDF (196.7 KB)
  • 244 Views
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Article
Optimal Approximation of the Second Iterated Integral of Brownian Motion
Andrew S. Dickinson
Pages: 1109-1128
Published online: 30 Aug 2007
AbstractforOptimal Approximation of the Second Iterated Integral of Brownian Motion | Full Text | References | PDF (128.6 KB)
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