Stochastic Analysis and Applications, Volume 28, Issue 2 (2010)

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Stochastic Analysis and Applications, Volume 28, Issue 2 (2010)

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Original Articles

Article
The S-Related Dynamic Convex Valuation in the Brownian Motion Setting
Michael Kohlmann & Dewen Xiong
Pages: 171-189
Published online: 01 Feb 2010
AbstractforThe S-Related Dynamic Convex Valuation in the Brownian Motion Setting | Full Text | References | PDF (166.9 KB)
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Article
Stochastic Detectability and Mean Bounded Error Covariance of the Recursive Kalman Filter with Markov Jump Parameters
Eduardo F. Costa & Alessandro Astolfi
Pages: 190-201
Published online: 01 Feb 2010
AbstractforStochastic Detectability and Mean Bounded Error Covariance of the Recursive Kalman Filter with Markov Jump Parameters | Full Text | References | PDF (224.1 KB)
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Article
An S-Related DCV Generated by a Convex Function in a Jump Market
Dewen Xiong & Michael Kohlmann
Pages: 202-225
Published online: 01 Feb 2010
AbstractforAn S-Related DCV Generated by a Convex Function in a Jump Market | Full Text | References | PDF (201.8 KB)
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Article
Importance Sampling for Backward SDEs
Christian Bender & Thilo Moseler
Pages: 226-253
Published online: 01 Feb 2010
AbstractforImportance Sampling for Backward SDEs | Full Text | References | PDF (364.4 KB)
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Article
Reflected BSDE and Locally Periodic Homogenization of Semilinear PDEs with Nonlinear Neumann Boundary Condition
Aboubakary Diakhaby & Youssef Ouknine
Pages: 254-273
Published online: 01 Feb 2010
AbstractforReflected BSDE and Locally Periodic Homogenization of Semilinear PDEs with Nonlinear Neumann Boundary Condition | Full Text | References | PDF (296 KB)
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Article
Optimal Control for Non-Homogeneous Linear Systems Driven by Fractional Noises
Alexandros A. Zimbidis
Pages: 274-292
Published online: 01 Feb 2010
AbstractforOptimal Control for Non-Homogeneous Linear Systems Driven by Fractional Noises | Full Text | References | PDF (189.4 KB)
  • 129 Views
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Article
Stochastic Taylor Expansions: Weight Functions of B-Series Expressed as Multiple Integrals
Kristian Debrabant & Anne Kværn⊘
Pages: 293-302
Published online: 01 Feb 2010
AbstractforStochastic Taylor Expansions: Weight Functions of B-Series Expressed as Multiple Integrals | Full Text | References | PDF (327.5 KB)
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Article
Spatial Scalings for Randomly Initialized Heat and Burgers Equations with Quadratic Potentials
N. N. Leonenko & M. D. Ruiz-Medina
Pages: 303-321
Published online: 01 Feb 2010
AbstractforSpatial Scalings for Randomly Initialized Heat and Burgers Equations with Quadratic Potentials | Full Text | References | PDF (130.3 KB)
  • 49 Views
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Article
Extension and Application of Itô's Formula Under G-Framework
Bo Zhang, Jing Xu & D. Kannan
Pages: 322-349
Published online: 01 Feb 2010
AbstractforExtension and Application of Itô's Formula Under G-Framework | Full Text | References | PDF (181.7 KB)
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Article
Large and Moderate Deviations of Random Upper Semicontinuous Functions
Yukio Ogura, Shoumei Li & Xia Wang
Pages: 350-376
Published online: 01 Feb 2010
AbstractforLarge and Moderate Deviations of Random Upper Semicontinuous Functions | Full Text | References | PDF (221.3 KB)
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Article
Approximation of SDEs by Population-Size-Dependent Galton–Watson Processes
Henryk Zähle
Pages: 377-388
Published online: 01 Feb 2010
AbstractforApproximation of SDEs by Population-Size-Dependent Galton–Watson Processes | Full Text | References | PDF (111.9 KB)
  • 70 Views
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Article
Approximate Controllability of Neutral Stochastic Functional Differential Systems with Infinite Delay
P. Balasubramaniam, J. Y. Park & P. Muthukumar
Pages: 389-400
Published online: 01 Feb 2010
AbstractforApproximate Controllability of Neutral Stochastic Functional Differential Systems with Infinite Delay | Full Text | References | PDF (104.2 KB)
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