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Stochastic Models
About this Title
José M. González-Barrios, Jorge A. León and Ana Meda, Editors
Publication: Contemporary Mathematics
Publication Year:
2003; Volume 336
ISBNs: 978-0-8218-3466-4 (print); 978-0-8218-7926-9 (online)
DOI: https://doi.org/10.1090/conm/336
MathSciNet review: 2037155
Table of Contents
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Front/Back Matter
- David Nualart – Stochastic integration with respect to fractional Brownian motion and applications [MR 2037156]
- Esa Nummelin – Entropy and economic equilibrium [MR 2037157]
- Thorsten Schmidt and Winfried Stute – Credit risk—a survey [MR 2037158]
- Netzahualcóyotl Castañeda-Leyva and Daniel Hernández-Hernández – Optimal investment in incomplete financial markets with stochastic volatility [MR 2037159]
- Manuel Galea, Jin Ma and Soledad Torres – Price calculation for power exponential jump-diffusion models—a Hermite-series approach [MR 2037160]
- Julio C. García and Roberto Quezada – Conditions for nonconservativity in quantum dynamical semigroups [MR 2037161]
- José M. González-Barrios – Some notes on a dependency measure [MR 2037162]
- Juan González-Hernández – An example of an averaged Markov decision process without stable policies [MR 2037163]
- Evgueni Gordienko, Mario Mendieta and Juan Ruiz de Chávez – Closeness estimates for sums of independent random variables [MR 2037164]
- Christian Houdré and José Villa – An example of infinite dimensional quasi-helix [MR 2037165]
- Jorge A. León and Mònica Sarrà – A non-homogeneous wave equation driven by a Poisson process [MR 2037166]
- José Alfredo López-Mimbela and José Villa – Existence of self-intersection local time of the multitype Dawson-Watanabe superprocess [MR 2037167]
- Víctor Pérez-Abreu and Alfonso Rocha-Arteaga – Lévy processes in Banach spaces: distributional properties and subordination [MR 2037168]
- Luis A. Rincón – Phase space path integral representation for the solution of a stochastic Schrödinger equation [MR 2037169]
- Anna Talarczyk – A note on covariance characterization of some generalized Gaussian random fields [MR 2037170]
- Constantin Tudor – On two-parameter Stieltjes integrals for functions in Besov-Liouville spaces and stochastic integrals [MR 2037171]