Volume 4, Number 1 (2010)
Article
On the existence of weak variational solutions to stochastic differential equations
L Gawarecki and V Mandrekar
Some solvable classes of filtering problem with Ornstein-Uhlenbeck noise
Zhicheng Liu and Jie Xiong
Risk-based indifference pricing under a stochastic volatility model
Robert J Elliott and Tak Kuen Siu
Inverse stochastic transfer principle
Matthew Linn and Anna Amirdjanova
Some asymptotic results for near critical branching processes
Amarjit Budhiraja and Dominik Reinhold
Uniqueness of solution to the Kolmogorov forward equation: applications to white noise theory of filtering
Abhay G Bhatt and Rajeeva L Karandikar
Quasi-exact approximation of hidden Markov chain filters
Eckhard Platen and Renata Rendek