Stochastics and Stochastics Reports
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816

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Published By Informa Uk (Taylor & Francis)

1045-1129

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Importance Sampling, Large Deviations, and Differential Games

Stochastics and Stochastics Reports ◽

10.1080/10451120410001733845 ◽

2004 ◽

Vol 76 (6) ◽

pp. 481-508 ◽

Author(s):

Paul Dupuis ◽

Hui Wang

Keyword(s):

Large Deviations ◽

Differential Games ◽

Importance Sampling

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Hyperfinite Lévy Processes

Stochastics and Stochastics Reports ◽

10.1080/10451120412331315797 ◽

2004 ◽

Vol 76 (6) ◽

pp. 517-548 ◽

Author(s):

Tom Lindstrøm

Keyword(s):

Lévy Processes ◽

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Spread of branching diffusion: Sharp asymptotics

Stochastics and Stochastics Reports ◽

10.1080/10451120412331313447 ◽

2004 ◽

Vol 76 (6) ◽

pp. 509-516

Author(s):

A. Korostelev ◽

O. Korosteleva

Keyword(s):

Branching Diffusion

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Further calculations for Israeli options

Stochastics and Stochastics Reports ◽

10.1080/10451120412331313438 ◽

2004 ◽

Vol 76 (6) ◽

pp. 549-569 ◽

Author(s):

E.J. Baurdoux ◽

A.E. Kyprianou

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

Stochastics and Stochastics Reports ◽

10.1080/10451120412331299336 ◽

2004 ◽

Vol 76 (5) ◽

pp. 409-427 ◽

Author(s):

Laurent Denis ◽

Mohamed Erraoui ◽

Youssef Ouknine

Keyword(s):

Existence And Uniqueness ◽

One Dimensional ◽

Fractional Noise

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Corrigendum: Large deviations for multi-dimensional reflected fractional Brownian motion

Stochastics and Stochastics Reports ◽

10.1080/10451120412331295963 ◽

2004 ◽

Vol 76 (5) ◽

pp. 479-479 ◽

Author(s):

Kurt Majewski

Keyword(s):

Brownian Motion ◽

Large Deviations ◽

Fractional Brownian Motion

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Probabilistic interpretation of a system of quasilinear parabolic PDEs

Stochastics and Stochastics Reports ◽

10.1080/10451120412331303150 ◽

2004 ◽

Vol 76 (5) ◽

pp. 429-477 ◽

Author(s):

A.B. Sow * ◽

E. Pardoux

Keyword(s):

Probabilistic Interpretation ◽

Parabolic Pdes ◽

Quasilinear Parabolic

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Lévy Approximation of Increment Processes with Markov Switching

Stochastics and Stochastics Reports ◽

10.1080/10451120412331292207 ◽

2004 ◽

Vol 76 (5) ◽

pp. 383-394

Author(s):

Vladimir S. Korolyuk ◽

Nikolaos Limnios

Keyword(s):

Markov Switching

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Measure-valued Markov processes and stochastic flows on abstract spaces

Stochastics and Stochastics Reports ◽

10.1080/10451120422331292216 ◽

2004 ◽

Vol 76 (5) ◽

pp. 395-407 ◽

Author(s):

Andrey A. Dorogovtsev

Keyword(s):

Markov Processes ◽

Stochastic Flows ◽

Abstract Spaces

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Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes

Stochastics and Stochastics Reports ◽

10.1080/10451120410001728436 ◽

2004 ◽

Vol 76 (4) ◽

pp. 323-337 ◽

Author(s):

Claudia Ceci ◽

Bruno Bassan

Keyword(s):

Stochastic Control ◽

Optimal Stopping ◽

Diffusion Processes ◽

Control Problems ◽

Stochastic Control Problems

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