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Home > Journals > COSA > Vol. 11 (2017) > No. 3

 

Volume 11, Number 3 (2017)

Article

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An Optimal Execution Problem with S-shaped Market Impact Functions
Takashi Kato

PDF

AR(1) Sequence with Random Coefficients:Regenerative Properties and its Application
Krishna B. Athreya, Koushik Saha, and Radhendushka Srivastava

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The Moments of Lévy's Area Using a Sticky Shuffle Hopf Algebra
Robin Hudson, Uwe Schauz, and Yue Wu

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Essential Sets for Random Operators Constructed from an Arratia Flow
Andrey A. Dorogovtsev and Ia. A. Korenovska

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A Note on Time-Dependent Additive Functionals
Adrien Barrasso and Francesco Russo

PDF

Perpetual Integral Functionals of Brownian Motion and Blowup of Semilinear Systems of SPDEs
Eugenio Guerrero and José Alfredo López-Mindela

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One Dimensional Complex Ornstein-Uhlenbeck Operator
Yong Chen

 
 
 
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ISSN: 2688-6669

 
 
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