Contemporary Mathematics - Stochastic Models
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16

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4

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Published By American Mathematical Society

9780821834664, 9780821879269

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

A note on covariance characterization of some generalized Gaussian random fields

Contemporary Mathematics - Stochastic Models ◽

10.1090/conm/336/06039 ◽

2003 ◽

pp. 253-258

Author(s):

Anna Talarczyk

Keyword(s):

Random Fields ◽

Gaussian Random Fields

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

Contemporary Mathematics - Stochastic Models ◽

10.1090/conm/336/06036 ◽

2003 ◽

pp. 213-224

Author(s):

José Alfredo López-Mimbela ◽

José Villa

Keyword(s):

Intersection Local Time

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Some notes on a dependency measure

Contemporary Mathematics - Stochastic Models ◽

10.1090/conm/336/06031 ◽

2003 ◽

pp. 171-179 ◽

Author(s):

José M. González-Barrios

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Optimal investment in incomplete financial markets with stochastic volatility

Contemporary Mathematics - Stochastic Models ◽

10.1090/conm/336/06028 ◽

2003 ◽

pp. 119-136 ◽

Author(s):

Netzahualcóyotl Castañeda-Leyva ◽

Daniel Hernández-Hernández

Keyword(s):

Financial Markets ◽

Stochastic Volatility ◽

Optimal Investment ◽

Incomplete Financial Markets

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On two-parameter Stieltjes integrals for functions in Besov-Liouville spaces and stochastic integrals

Contemporary Mathematics - Stochastic Models ◽

10.1090/conm/336/06040 ◽

2003 ◽

pp. 259-272

Author(s):

Constantin Tudor

Keyword(s):

Stochastic Integrals ◽

Liouville Spaces ◽

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Phase space path integral representation for the solution of a stochastic Schrödinger equation

Contemporary Mathematics - Stochastic Models ◽

10.1090/conm/336/06038 ◽

2003 ◽

pp. 237-252

Author(s):

Luis A. Rincón

Keyword(s):

Phase Space ◽

Schrödinger Equation ◽

Integral Representation ◽

Path Integral ◽

Schrodinger Equation ◽

Path Integral Representation ◽

Stochastic Schrödinger Equation

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Lévy processes in Banach spaces: distributional properties and subordination

Contemporary Mathematics - Stochastic Models ◽

10.1090/conm/336/06037 ◽

2003 ◽

pp. 225-235 ◽

Author(s):

Víctor Pérez-Abreu ◽

Alfonso Rocha-Arteaga

Keyword(s):

Banach Spaces ◽

Lévy Processes ◽

Levy Processes ◽

Distributional Properties

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Conditions for nonconservativity in quantum dynamical semigroups

Contemporary Mathematics - Stochastic Models ◽

10.1090/conm/336/06030 ◽

2003 ◽

pp. 161-169 ◽

Author(s):

Julio C. García ◽

Roberto Quezada

Keyword(s):

Quantum Dynamical ◽

Quantum Dynamical Semigroups

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Credit risk—a survey

Contemporary Mathematics - Stochastic Models ◽

10.1090/conm/336/06027 ◽

2003 ◽

pp. 75-116 ◽

Author(s):

Thorsten Schmidt ◽

Winfried Stute

Keyword(s):

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Closeness estimates for sums of independent random variables

Contemporary Mathematics - Stochastic Models ◽

10.1090/conm/336/06033 ◽

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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