Stochastic Analysis and Applications, Volume 35, Issue 2 (2017)

Browse this journal
Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days

Stochastic Analysis and Applications, Volume 35, Issue 2 (2017)

See all volumes and issues
Vol 42, 2024 Vol 41, 2023 Vol 40, 2022 Vol 39, 2021 Vol 38, 2020 Vol 37, 2019 Vol 36, 2018 Volume 35, 2017 Vol 34, 2016 Vol 33, 2015 Vol 32, 2014 Vol 31, 2013 Vol 30, 2012 Vol 29, 2010-2011 Vol 28, 2009-2010 Vol 27, 2009 Vol 26, 2007-2008 Vol 25, 2007 Vol 24, 2006 Vol 23, 2005 Vol 22, 2004 Vol 21, 2003 Vol 20, 2002 Vol 19, 2001 Vol 18, 2000 Vol 17, 1999 Vol 16, 1998 Vol 15, 1997 Vol 14, 1996 Vol 13, 1995 Vol 12, 1994 Vol 11, 1993 Vol 10, 1992 Vol 9, 1991 Vol 8, 1990 Vol 7, 1989 Vol 6, 1988 Vol 5, 1987 Vol 4, 1986 Vol 3, 1985 Vol 2, 1984 Vol 1, 1983
Download citations Download PDFs Download issue

Article

Article
Large deviations for conditional Volterra processes
Federico Giorgi & Barbara Pacchiarotti
Pages: 191-210
Published online: 28 Nov 2016
AbstractforLarge deviations for conditional Volterra processes | Full Text | References | PDF (452.6 KB)
  • 129 Views
  • 5 CrossRef citations
  • 0Altmetric
Article
Almost automorphic solutions for stochastic differential equations driven by Lévy noise with exponential dichotomy
Kai Sun & Yan Wang
Pages: 211-236
Published online: 12 Dec 2016
AbstractforAlmost automorphic solutions for stochastic differential equations driven by Lévy noise with exponential dichotomy | Full Text | References | PDF (506.4 KB)
  • 274 Views
  • 5 CrossRef citations
  • 0Altmetric
Article
Multi-fractal cancer risk assessment
Orietta Nicolis, Jozef Kiseľák, Francesco Porro & Milan Stehlík
Pages: 237-256
Published online: 08 Dec 2016
AbstractforMulti-fractal cancer risk assessment | Full Text | References | PDF (1.3 MB)
  • 124 Views
  • 3 CrossRef citations
  • 0Altmetric
Review
Utility maximization problem with random endowment and transaction costs: when wealth may become negative
Yiqing Lin & Junjian Yang
Pages: 257-278
Published online: 08 Dec 2016
AbstractforUtility maximization problem with random endowment and transaction costs: when wealth may become negative | Full Text | References | PDF (512 KB)
  • 182 Views
  • 4 CrossRef citations
  • 0Altmetric
Article
On some maximal and integral inequalities for sub-fractional Brownian motion
B. L. S. Prakasa Rao
Pages: 279-287
Published online: 12 Dec 2016
AbstractforOn some maximal and integral inequalities for sub-fractional Brownian motion | Full Text | References | PDF (332.9 KB)
  • 213 Views
  • 10 CrossRef citations
  • 0Altmetric
Article
Approximate filter for a two-dimensional nonlinear diffusion observed in a correlated low noise channel
Patrick Florchinger
Pages: 288-304
Published online: 02 Dec 2016
AbstractforApproximate filter for a two-dimensional nonlinear diffusion observed in a correlated low noise channel | Full Text | References | PDF (411.9 KB)
  • 61 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
A characterization of operators on functionals of discrete-time normal martingales
Caishi Wang & Jinshu Chen
Pages: 305-316
Published online: 14 Dec 2016
AbstractforA characterization of operators on functionals of discrete-time normal martingales | Full Text | References | PDF (433.7 KB)
  • 175 Views
  • 4 CrossRef citations
  • 0Altmetric

Articles

Article
A convex duality approach for pricing contingent claims under partial information and short selling constraints
Kristina Rognlien Dahl
Pages: 317-333
Published online: 16 Dec 2016
AbstractforA convex duality approach for pricing contingent claims under partial information and short selling constraints | Full Text | References | PDF (524.8 KB)
  • 117 Views
  • 3 CrossRef citations
  • 0Altmetric
Article
For what trading strategies is the tax payment stream of infinite variation?
Christoph Kühn
Pages: 334-363
Published online: 16 Dec 2016
AbstractforFor what trading strategies is the tax payment stream of infinite variation? | Full Text | References | PDF (557.2 KB)
  • 61 Views
  • 0 CrossRef citations
  • 0Altmetric

Article

Article
Switching diffusion logistic models involving singularly perturbed Markov chains: Weak convergence and stochastic permanence
Xiaoyue Li & George Yin
Pages: 364-389
Published online: 16 Dec 2016
AbstractforSwitching diffusion logistic models involving singularly perturbed Markov chains: Weak convergence and stochastic permanence | Full Text | References | PDF (728.5 KB)
  • 225 Views
  • 10 CrossRef citations
  • 0Altmetric

Explore articles

Explore the most recently published articles

Hybrid impulses for almost sure quasi-synchronization of stochastic complex networks: an indefinite Lyapunov function method
Sen Li et al.
Article | Published online: 15 Apr 2024
Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes
Liping Xu et al.
Article | Published online: 1 Apr 2024
Feller property of regime-switching jump diffusion processes with hybrid jumps
Henk A.P. Blom
Article | Published online: 17 Mar 2024
Open Access
The role of zooplankton in the growth of algal bloom: a mathematical study
I. R. Belshiasheeela et al.
Article | Published online: 11 Mar 2024
View all latest articles