Stochastic Analysis and Applications, Volume 32, Issue 2 (2014)

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Stochastic Analysis and Applications, Volume 32, Issue 2 (2014)

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Original Articles

Article
Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes
Hui Meng & Tak Kuen Siu
Pages: 191-206
Published online: 28 Feb 2014
AbstractforRisk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes | Full Text | References | PDF (154.5 KB)
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Article
Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition
Chaman Kumar & Sotirios Sabanis
Pages: 207-228
Published online: 28 Feb 2014
AbstractforStrong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition | Full Text | References | PDF (223 KB)
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Article
Credit Derivatives Pricing Based on Lévy Field Driven Term Structure
Lijun Bo, Ying Jiao & Xuewei Yang
Pages: 229-252
Published online: 28 Feb 2014
AbstractforCredit Derivatives Pricing Based on Lévy Field Driven Term Structure | Full Text | References | PDF (465.9 KB)
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Article
Convergence for a Splitting-Up Scheme for the 3D Stochastic Navier-Stokes-α Model
Gabriel Deugoue & Mamadou Sango
Pages: 253-279
Published online: 28 Feb 2014
AbstractforConvergence for a Splitting-Up Scheme for the 3D Stochastic Navier-Stokes-α Model | Full Text | References | PDF (212.9 KB)
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Article
Controllability Properties of Linear Mean-Field Stochastic Systems
DAN Goreac
Pages: 280-297
Published online: 28 Feb 2014
AbstractforControllability Properties of Linear Mean-Field Stochastic Systems | Full Text | References | PDF (184.7 KB)
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Article
Asymptotic Properties of Maximum Likelihood Estimation: Parameterized Diffusion in a Manifold
S. Said & J. H. Manton
Pages: 298-327
Published online: 28 Feb 2014
AbstractforAsymptotic Properties of Maximum Likelihood Estimation: Parameterized Diffusion in a Manifold | Full Text | References | PDF (247.4 KB)
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Article
A Fractional Donsker Theorem
Peter Parczewski
Pages: 328-347
Published online: 28 Feb 2014
AbstractforA Fractional Donsker Theorem | Full Text | References | PDF (207.2 KB)
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Article
Relationships Involving Transforms and Convolutions Via the Translation Theorem
Hyun Soo Chung, David Skoug & Seung Jun Chang
Pages: 348-363
Published online: 28 Feb 2014
AbstractforRelationships Involving Transforms and Convolutions Via the Translation Theorem | Full Text | References | PDF (148 KB)
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