Volume 7, Number 2 (2013)
Article
Meromorphic Lévy-Khintchine exponents with poles of order two
Guillaume Coqueret
Partially Gaussian stationary stochastic processes in discrete time
K R Parthasarathy
CRRA utility maximization under dynamic risk constraints
Santiago Moreno-Bromberg, Traian A Pirvu, and Anthony Reveillac
A converse comparison theorem for discrete-time finite-state BSDEs and risk measures using g-expectation
Robert Elliott, Yin Lin, and Hailiang Yang
Linear stochastic differential equations with anticipating initial conditions
Narjess Khalifa, Hui-Hsiung Kuo, Habib Ouerdiane, and Benedykt Szozda
Nonparametric regression with non-Gaussian long memory
Mariela Sued, Soledad Torres, and Ciprian A. Tudor
Fluctuation properties of compound Poisson-Erlang Lévy processes
Richard B Paris and Vladimir Vinogradov
Anticipated backward stochastic differential equations with continuous coefficients
Zhe Yang and Robert J Elliott
A Hull and White formula for a stochastic volatility Lévy model with infinite activity
Hossein Jafari and Josep Vives
Asymptotic and geometric properties of compactly perturbed Wiener process and self-intersection local time
Andrey A Dorogovtsev and Olga L Izyumtseva