Home > Journals > COSA > Vol. 5 (2011) > No. 3
Volume 5, Number 3 (2011)
Article
Approximations of fractional stochastic differential equations by means of transport processes
Johanna Garzón, Luis G Gorostiza, and Jorge A León
Stationary distributions of the Bernoulli type Galton-Watson branching process with immigration
Yoshinori Uchimura and Kimiaki Saitô
Twin MRM-triples in multiplicative renormalization method
Izumi Kubo and Hui-Hsiung Kuo
Weak convergence for approximation of American option prices
Weiping Li and Mei Xing
Short-time asymptotics of one-dimensional Harris flows
Alexander Shamov
Risk indifference pricing of functional claims of the yield surface in the presence of partial information
Ta Thi Kieu An, Frank Proske, and Mark Rubtsov
A stochastic Lagrangian particle model and nonlinear filtering for three dimensional Euler flow with jumps
Sivaguru S Sritharan and Meng Xu
General alpha-Wiener bridges
Mátyás Barczy and Peter Kern
Cornish-Fisher expansions for Poisson and negative binomial processes
Christopher S Withers and Saralees Nadarajah