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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

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
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