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Communications on Stochastic Analysis
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Home > Journals > COSA > Vol. 7 (2013) > No. 2

 

Volume 7, Number 2 (2013)

Article

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Meromorphic Lévy-Khintchine exponents with poles of order two
Guillaume Coqueret

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Partially Gaussian stationary stochastic processes in discrete time
K R Parthasarathy

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CRRA utility maximization under dynamic risk constraints
Santiago Moreno-Bromberg, Traian A Pirvu, and Anthony Reveillac

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A converse comparison theorem for discrete-time finite-state BSDEs and risk measures using g-expectation
Robert Elliott, Yin Lin, and Hailiang Yang

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Linear stochastic differential equations with anticipating initial conditions
Narjess Khalifa, Hui-Hsiung Kuo, Habib Ouerdiane, and Benedykt Szozda

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Nonparametric regression with non-Gaussian long memory
Mariela Sued, Soledad Torres, and Ciprian A. Tudor

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Asymptotic spectral distributions of distance-k graphs of Hamming graphs
Yuji Hibino

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Fluctuation properties of compound Poisson-Erlang Lévy processes
Richard B Paris and Vladimir Vinogradov

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Anticipated backward stochastic differential equations with continuous coefficients
Zhe Yang and Robert J Elliott

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A Hull and White formula for a stochastic volatility Lévy model with infinite activity
Hossein Jafari and Josep Vives

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Asymptotic and geometric properties of compactly perturbed Wiener process and self-intersection local time
Andrey A Dorogovtsev and Olga L Izyumtseva

 
 
 
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ISSN: 2688-6669

 
 
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