• Home
  • Search
  • Browse Collections
  • My Account
  • About
  • DC Network Digital Commons Network™
Skip to main content
Communications on Stochastic Analysis
  • Home
  • About
  • Policies
  • FAQ
  • My Account
  • Search
  •  
  •  

Home > Journals > COSA > Vol. 9 (2015) > No. 1

 

Volume 9, Number 1 (2015)

Article

PDF

Comparing the G-normal distribution to its classical counterpart
Erhan Bayraktar and Alexander Munk

PDF

Convergence of scheme for decoupled forward backward stochastic differential equation
Hani Abidi and Habib Ouerdiane

PDF

Branching particle systems and compound Poisson processes related to Pólya-Aeppli distributions
Richard B Paris and Vladimir Vinogradov

PDF

On a nonsymmetric Ornstein-Uhlenbeck semigroup and its generator
Yong Chen

PDF

Hitting times for Bessel processes
Gerardo Hernández-del-Valle and Carlos G Pacheco

PDF

Existence of Lévy's area and pathwise integration
Peter Imkeller and David J Prömel

PDF

Mathematical formulation of an optimal execution problem with uncertain market impact
Kensuke Ishitani and Takashi Kato

PDF

Analysing systemic risk contribution using a closed formula for conditional value at risk through copula
Brice Hakwa, Manfred Jäger-Ambrożewicz, and Barbara Rüdiger

 
 
 
  • Journal Home
  • Editorial Board
  • Instructions for Authors
  • Most Popular Papers
  • Receive Email Notices or RSS

 

Search

Advanced Search

ISSN: 2688-6669

 
 
Elsevier - Digital Commons

Home | About | FAQ | My Account | Accessibility Statement

Privacy Copyright