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Communications on Stochastic Analysis
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Home > Journals > COSA > Vol. 7 (2013) > No. 3

 

Volume 7, Number 3 (2013)

Article

PDF

Stein's method for Brownian approximations
L Coutin and L Decreusefond

PDF

The generalized sub-fractional Brownian motion
Aissa Sghir

PDF

A Clark-Ocone type formula under change of measure for Lévy processes with L^2-Lévy measure
Ryoichi Suzuki

PDF

Positive Harris recurrence of the CIR process and its applications
Peng Jin, Vidyadhar Mandrekar, Barbara Rüdiger, and Chiraz Trabelsi

PDF

Identities and inequalities for CDO tranche sensitivities
Claas Becker and Ambar N Sengupta

PDF

Itô formula and Girsanov theorem for anticipating stochastic integrals
Hui-Hsiung Kuo, Yun Peng, and Benedykt Szozda

PDF

A Bochner-type representation of positive definite mappings on the dual of a compact group
Herbert Heyer

PDF

On optimal proportional reinsurance and investment in a partial Markovian regime-switching economy
Xin Zhang

 
 
 
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ISSN: 2688-6669

 
 
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