Stochastics and Stochastics Reports
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Published By Informa Uk (Taylor & Francis)

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Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Importance Sampling, Large Deviations, and Differential Games

2004 ◽  
Vol 76 (6) ◽  
pp. 481-508 ◽  
Author(s):  
Paul Dupuis ◽  
Hui Wang
Keyword(s):  
Large Deviations ◽  
Differential Games ◽  
Importance Sampling

scholarly journals Hyperfinite Lévy Processes

2004 ◽  
Vol 76 (6) ◽  
pp. 517-548 ◽  
Author(s):  
Tom Lindstrøm
Keyword(s):  
Lévy Processes ◽  
Levy Processes

Spread of branching diffusion: Sharp asymptotics

2004 ◽  
Vol 76 (6) ◽  
pp. 509-516
Author(s):  
A. Korostelev ◽  
O. Korosteleva
Keyword(s):  
Branching Diffusion

scholarly journals Further calculations for Israeli options

2004 ◽  
Vol 76 (6) ◽  
pp. 549-569 ◽  
Author(s):  
E.J. Baurdoux ◽  
A.E. Kyprianou

Existence and uniqueness for solutions of one dimensional SDE's driven by an additive fractional noise

2004 ◽  
Vol 76 (5) ◽  
pp. 409-427 ◽  
Author(s):  
Laurent Denis ◽  
Mohamed Erraoui ◽  
Youssef Ouknine
Keyword(s):  
Existence And Uniqueness ◽  
One Dimensional ◽  
Fractional Noise

Probabilistic interpretation of a system of quasilinear parabolic PDEs

2004 ◽  
Vol 76 (5) ◽  
pp. 429-477 ◽  
Author(s):  
A.B. Sow * ◽  
E. Pardoux
Keyword(s):  
Probabilistic Interpretation ◽  
Parabolic Pdes ◽  
Quasilinear Parabolic

Lévy Approximation of Increment Processes with Markov Switching

2004 ◽  
Vol 76 (5) ◽  
pp. 383-394
Author(s):  
Vladimir S. Korolyuk ◽  
Nikolaos Limnios
Keyword(s):  
Markov Switching

Measure-valued Markov processes and stochastic flows on abstract spaces

2004 ◽  
Vol 76 (5) ◽  
pp. 395-407 ◽  
Author(s):  
Andrey A. Dorogovtsev
Keyword(s):  
Markov Processes ◽  
Stochastic Flows ◽  
Abstract Spaces
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