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Communications on Stochastic Analysis
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Home > Journals > COSA > Vol. 5 (2011) > No. 3

 

Volume 5, Number 3 (2011)

Article

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Approximations of fractional stochastic differential equations by means of transport processes
Johanna Garzón, Luis G Gorostiza, and Jorge A León

PDF

Stationary distributions of the Bernoulli type Galton-Watson branching process with immigration
Yoshinori Uchimura and Kimiaki Saitô

PDF

Twin MRM-triples in multiplicative renormalization method
Izumi Kubo and Hui-Hsiung Kuo

PDF

Weak convergence for approximation of American option prices
Weiping Li and Mei Xing

PDF

Short-time asymptotics of one-dimensional Harris flows
Alexander Shamov

PDF

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

PDF

A stochastic Lagrangian particle model and nonlinear filtering for three dimensional Euler flow with jumps
Sivaguru S Sritharan and Meng Xu

PDF

General alpha-Wiener bridges
Mátyás Barczy and Peter Kern

PDF

Cornish-Fisher expansions for Poisson and negative binomial processes
Christopher S Withers and Saralees Nadarajah

 
 
 
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ISSN: 0973-9599

 
 
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