Stochastic Analysis and Applications, Volume 37, Issue 2 (2019)

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Stochastic Analysis and Applications, Volume 37, Issue 2 (2019)

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Articles

Article
Time fractional and space nonlocal stochastic nonlinear Schrödinger equation driven by Gaussian white noise
Jiarui Liang, Tianlong Shen, Xu Qian & Songhe Song
Pages: 123-136
Published online: 05 Apr 2019
AbstractforTime fractional and space nonlocal stochastic nonlinear Schrödinger equation driven by Gaussian white noise | Full Text | References | PDF (954.7 KB) | EPUB
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Article
Non-homogeneous space-time fractional Poisson processes
A. Maheshwari & P. Vellaisamy
Pages: 137-154
Published online: 04 Dec 2018
AbstractforNon-homogeneous space-time fractional Poisson processes | Full Text | References | PDF (1.3 MB) | EPUB
  • 257 Views
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Article
Remark on pathwise uniqueness of stochastic differential equations driven by Lévy processes
Atsushi Takeuchi & Hiroshi Tsukada
Pages: 155-170
Published online: 26 Nov 2018
AbstractforRemark on pathwise uniqueness of stochastic differential equations driven by Lévy processes | Full Text | References | PDF (1.1 MB) | EPUB
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Article
Time-inhomogeneous fractional Poisson processes defined by the multistable subordinator
Luisa Beghin & Costantino Ricciuti
Pages: 171-188
Published online: 27 Dec 2018
AbstractforTime-inhomogeneous fractional Poisson processes defined by the multistable subordinator | Full Text | References | PDF (1.2 MB) | EPUB
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Article
Convergence theorems for adapted sequences of random sets
Leszek Gasiński & Nikolaos S. Papageorgiou
Pages: 189-218
Published online: 27 Dec 2018
AbstractforConvergence theorems for adapted sequences of random sets | Full Text | References | PDF (1.9 MB) | EPUB
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Article
Hybrid competitive Lotka–Volterra ecosystems: countable switching states and two-time-scale models
Trang Bui & George Yin
Pages: 219-242
Published online: 20 Feb 2019
AbstractforHybrid competitive Lotka–Volterra ecosystems: countable switching states and two-time-scale models | Full Text | References | PDF (1.6 MB) | EPUB
  • 184 Views
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Article
Selection theorems for set-valued stochastic integrals
Michał Kisielewicz & Jerzy Motyl
Pages: 243-270
Published online: 16 Jan 2019
AbstractforSelection theorems for set-valued stochastic integrals | Full Text | References | PDF (1.8 MB) | EPUB
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Article
Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion
B. L. S. Prakasa Rao
Pages: 271-280
Published online: 02 Jan 2019
AbstractforNonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion | Full Text | References | PDF (751.5 KB) | EPUB
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Reviews

Review
Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting
Catherine Daveloose, Asma Khedher & Michèle Vanmaele
Pages: 281-319
Published online: 19 Mar 2019
AbstractforRepresentations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting | Full Text | References | PDF (2.7 MB) | EPUB
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