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Communications on Stochastic Analysis
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Home > Journals > COSA > Vol. 5 (2011) > No. 2

 

Volume 5, Number 2 (2011)

Article

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Characterization of mass-stationarity by Bernoulli and Cox transports
Günter Last and Hermann Thorisson

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A general theorem for portfolio generating functions
Olivier Menoukeu Pamen

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Robustness of option prices and their deltas in markets modelled by jump-diffusions
Fred Espen Benth, Giulia Di Nunno, and Asma Khedher

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Asymptotic properties of stochastic partial differential equations in Hilbert spaces driven by non-Gaussian noise
V Mandrekar and Li Wang

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An extension of bifractional Brownian motion
Xavier Bardina and Khalifa Es-Sebaiy

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On the value of stochastic differential games
Wendell H Fleming and Daniel Hernández-Hernández

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Evolution systems of measures for non-autonomous Ornstein-Uhlenbeck processes with Lévy noise
Robert Wooster

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Dynamics of a stochastic predator-prey model with the Beddington-DeAngelis functional response
Ta Viet Ton and Atsushi Yagi

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CDO tranche sensitivities in the Gaussian copula model
Chao Meng and Ambar N Sengupta

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Integration by parts formula and the Stein lemma on abstract Wiener space
Hui-Hsiung Kuo and Yuh-Jia Lee

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Stochastic Jacobians in affine term-structure models: a local property
Cody Blaine Hyndman

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Erratum: Absolute continuity of laws for semilinear stochastic equations with additive noise (COSA, Vol. 2, no. 2 (2008) 209–227) [MR2446690]
Benedetta Ferrario

 
 
 
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ISSN: 2688-6669

 
 
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