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Communications on Stochastic Analysis
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Home > Journals > COSA > Vol. 1 (2007) > No. 3

 

Volume 1, Number 3 (2007)

Article

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A random change of variables and applications to the stochastic porous medium equation with multiplicative time noise
S V Lototsky

PDF

Portfolio optimization with consumption in a fractional Black-Scholes market
Yalçin Sarol, Frederi G Viens, and Tao Zhang

PDF

Markov semigroups and estimating functions, with applications to some financial models
Jerome A Goldstein, Rosa Maria Mininni, and Silvia Romanelli

PDF

Local theorems related to Lévy-type branching mechanism
Vladimir Vinogradov

PDF

Functional limit theorems for trace processes in a Dyson Brownian motion
Victor Pérez-Abreu and Constantin Tudor

PDF

Schrödinger type equation associated with the Lévy and Volterra Laplacians
Kazuyoshi Sakabe

PDF

Almost any state of any amplitude Markov chain is recurrent
Luigi Accardi and Hiromichi Ohno

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The characterization of a class of probability measures by multiplicative renormalization
Izumi Kubo, Hui-Hsiung Kuo, and Suat Namli

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Existence and uniqueness of solutions to the backward stochastic Lorenz system
P Sundar and Hong Yin

 
 
 
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ISSN: 2688-6669

 
 
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