Contemporary Mathematics - Stochastic Models
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Published By American Mathematical Society

9780821834664, 9780821879269
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Existence of self-intersection local time of the multitype Dawson-Watanabe superprocess

2003 ◽  
pp. 213-224
Author(s):  
José Alfredo López-Mimbela ◽  
José Villa
Keyword(s):  
Local Time ◽  
Intersection Local Time

Some notes on a dependency measure

2003 ◽  
pp. 171-179 ◽  
Author(s):  
José M. González-Barrios

Optimal investment in incomplete financial markets with stochastic volatility

2003 ◽  
pp. 119-136 ◽  
Author(s):  
Netzahualcóyotl Castañeda-Leyva ◽  
Daniel Hernández-Hernández
Keyword(s):  
Financial Markets ◽  
Stochastic Volatility ◽  
Optimal Investment ◽  
Incomplete Financial Markets

Lévy processes in Banach spaces: distributional properties and subordination

2003 ◽  
pp. 225-235 ◽  
Author(s):  
Víctor Pérez-Abreu ◽  
Alfonso Rocha-Arteaga
Keyword(s):  
Banach Spaces ◽  
Lévy Processes ◽  
Levy Processes ◽  
Distributional Properties

Conditions for nonconservativity in quantum dynamical semigroups

2003 ◽  
pp. 161-169 ◽  
Author(s):  
Julio C. García ◽  
Roberto Quezada
Keyword(s):  
Quantum Dynamical ◽  
Quantum Dynamical Semigroups

Credit risk—a survey

2003 ◽  
pp. 75-116 ◽  
Author(s):  
Thorsten Schmidt ◽  
Winfried Stute
Keyword(s):  
Credit Risk

Closeness estimates for sums of independent random variables

2003 ◽  
pp. 185-193
Author(s):  
Evgueni Gordienko ◽  
Mario Mendieta ◽  
Juan Ruiz de Chávez
Keyword(s):  
Random Variables ◽  
Independent Random Variables
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