Home > Journals > COSA > Vol. 1 (2007) > No. 3
Volume 1, Number 3 (2007)
Article
Portfolio optimization with consumption in a fractional Black-Scholes market
Yalçin Sarol, Frederi G Viens, and Tao Zhang
Markov semigroups and estimating functions, with applications to some financial models
Jerome A Goldstein, Rosa Maria Mininni, and Silvia Romanelli
Local theorems related to Lévy-type branching mechanism
Vladimir Vinogradov
Functional limit theorems for trace processes in a Dyson Brownian motion
Victor Pérez-Abreu and Constantin Tudor
Almost any state of any amplitude Markov chain is recurrent
Luigi Accardi and Hiromichi Ohno
The characterization of a class of probability measures by multiplicative renormalization
Izumi Kubo, Hui-Hsiung Kuo, and Suat Namli
Existence and uniqueness of solutions to the backward stochastic Lorenz system
P Sundar and Hong Yin