Stochastic Analysis and Applications, Volume 32, Issue 4 (2014)

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Stochastic Analysis and Applications, Volume 32, Issue 4 (2014)

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Original Article

Article
Double Telegraph Processes and Complete Market Models
Nikita Ratanov
Pages: 555-574
Published online: 16 Jun 2014
AbstractforDouble Telegraph Processes and Complete Market Models | Full Text | References | PDF (153.7 KB)
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Article
On Almost Sure Convergence of Series of Random Variables Irrespective of Their Joint Distributions
Andrew Rosalsky & Andrei Volodin
Pages: 575-590
Published online: 16 Jun 2014
AbstractforOn Almost Sure Convergence of Series of Random Variables Irrespective of Their Joint Distributions | Full Text | References | PDF (90.5 KB)
  • 130 Views
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Article
Ultracontractivity for Markov Semigroups and Quasi-Stationary Distributions
Yusuke Miura
Pages: 591-601
Published online: 16 Jun 2014
AbstractforUltracontractivity for Markov Semigroups and Quasi-Stationary Distributions | Full Text | References | PDF (99.3 KB)
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Article
Harnack-Type Inequalities and Applications for SDE Driven by Fractional Brownian Motion
Xi-Liang Fan
Pages: 602-618
Published online: 16 Jun 2014
AbstractforHarnack-Type Inequalities and Applications for SDE Driven by Fractional Brownian Motion | Full Text | References | PDF (141.3 KB)
  • 166 Views
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Article
Pseudoprocesses Related to Space-Fractional Higher-Order Heat-Type Equations
Enzo Orsingher & Bruno Toaldo
Pages: 619-641
Published online: 16 Jun 2014
AbstractforPseudoprocesses Related to Space-Fractional Higher-Order Heat-Type Equations | Full Text | References | PDF (208.8 KB)
  • 178 Views
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Article
Risky Asset Models with Tempered Stable Fractal Activity Time
A. D. J. Kerss, N. N. Leonenko & A. Sikorskii
Pages: 642-663
Published online: 16 Jun 2014
AbstractforRisky Asset Models with Tempered Stable Fractal Activity Time | Full Text | References | PDF (240 KB)
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Article
Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes
M. N. Mishra & B. L. S. Prakasa Rao
Pages: 664-686
Published online: 16 Jun 2014
AbstractforEstimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes | Full Text | References | PDF (152.8 KB)
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Article
A Multivariate Regime-Switching Mean Reverting Process and Its Application to the Valuation of Credit Risk
Yinghui Dong, Kam C. Yuen & Chongfeng Wu
Pages: 687-710
Published online: 16 Jun 2014
AbstractforA Multivariate Regime-Switching Mean Reverting Process and Its Application to the Valuation of Credit Risk | Full Text | References | PDF (527 KB)
  • 140 Views
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Article
Coupling and Exponential Convergence Rate for Markovian Switching Jump Diffusions
Fubao Xi & Quanxin Zhu
Pages: 711-726
Published online: 16 Jun 2014
AbstractforCoupling and Exponential Convergence Rate for Markovian Switching Jump Diffusions | Full Text | References | PDF (123.7 KB)
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