Stochastics, Volume 81, Issue 3-4 (2009)

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Stochastics, Volume 81, Issue 3-4 (2009)

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Stochastic Analysis

Miscellany

Preface to the special issue on Stochastic Analysis
Page: 199
Published online: 23 Jul 2009
CitationforPreface to the special issue on Stochastic Analysis | Full Text | PDF (23.3 KB)
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Free Access

Original Articles

Article
Analytic central extensions of infinite dimensional white noise *–Lie algebras
Luigi Accardi & Andreas Boukas
Pages: 201-218
Published online: 23 Jul 2009
AbstractforAnalytic central extensions of infinite dimensional white noise *–Lie algebras | Full Text | References | PDF (164 KB)
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Article
Analytical functionals and application to Poissonian and harmonic analysis
Sonia Chaari & Habib Ouerdiane
Pages: 219-240
Published online: 23 Jul 2009
AbstractforAnalytical functionals and application to Poissonian and harmonic analysis | Full Text | References | PDF (228.2 KB)
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Article
Pricing with non-smooth utility function
Jaleleddine Ben Amor & Abdelhamid Trad
Pages: 241-258
Published online: 23 Jul 2009
AbstractforPricing with non-smooth utility function | Full Text | References | PDF (168.8 KB)
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Article
Probabilistic embedding of discrete sets as continuous metric spaces
Ph. Blanchard & D. Volchenkov
Pages: 259-268
Published online: 23 Jul 2009
AbstractforProbabilistic embedding of discrete sets as continuous metric spaces | Full Text | References | PDF (292.4 KB)
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Article
Optimal strategies in a risky debt context
Diana Dorobantu, Maria Elvira Mancino & Monique Pontier
Pages: 269-277
Published online: 23 Jul 2009
AbstractforOptimal strategies in a risky debt context | Full Text | References | PDF (107.6 KB)
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Article
Stochastic solutions of some nonlinear partial differential equations
R. Vilela Mendes
Pages: 279-297
Published online: 23 Jul 2009
AbstractforStochastic solutions of some nonlinear partial differential equations | Full Text | References | PDF (238.1 KB)
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Article
Milne's equation for polarized light and a related Markov process
Wilhelm von Waldenfels
Pages: 299-301
Published online: 23 Jul 2009
AbstractforMilne's equation for polarized light and a related Markov process | Full Text | References | PDF (64.4 KB)
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Article
Optimal portfolio, partial information and Malliavin calculus
Giulia Di Nunno & Bernt Øksendal
Pages: 303-322
Published online: 23 Jul 2009
AbstractforOptimal portfolio, partial information and Malliavin calculus | Full Text | References | PDF (196 KB)
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Article
Pascal white noise calculus
Abdessatar Barhoumi, Habib Ouerdiane & Anis Riahi
Pages: 323-343
Published online: 23 Jul 2009
AbstractforPascal white noise calculus | Full Text | References | PDF (207.8 KB)
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Article
On subordination of resolvents and application to right processes
Farida Hmissi & Mohamed Hmissi
Pages: 345-353
Published online: 23 Jul 2009
AbstractforOn subordination of resolvents and application to right processes | Full Text | References | PDF (114 KB)
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Article
Evolution equation associated to the powers of the quantum Gross Laplacian
Soumaya Gheryani, Samah Horrigue & Habib Ouerdiane
Pages: 355-366
Published online: 23 Jul 2009
AbstractforEvolution equation associated to the powers of the quantum Gross Laplacian | Full Text | References | PDF (155.4 KB)
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Article
Quantum stochastic integral representations of Fock space operators
Un Cig Ji & Nobuaki Obata
Pages: 367-384
Published online: 23 Jul 2009
AbstractforQuantum stochastic integral representations of Fock space operators | Full Text | References | PDF (187 KB)
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Article
Renormalized stochastic calculus of variations for a renormalized infinite-dimensional Brownian motion
Ana Bela Cruzeiro & Paul Malliavin
Pages: 385-399
Published online: 23 Jul 2009
AbstractforRenormalized stochastic calculus of variations for a renormalized infinite-dimensional Brownian motion | Full Text | References | PDF (148.6 KB)
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Article
Logarithmic Sobolev inequalities: Regularizing effect of Lévy operators and asymptotic convergence in the Lévy–Fokker–Planck equation
Ivan Gentil & Cyril Imbert
Pages: 401-414
Published online: 23 Jul 2009
AbstractforLogarithmic Sobolev inequalities: Regularizing effect of Lévy operators and asymptotic convergence in the Lévy–Fokker–Planck equation | Full Text | References | PDF (149.8 KB)
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Article
Aspects of large random Markov kernels
Djalil Chafaï
Pages: 415-429
Published online: 23 Jul 2009
AbstractforAspects of large random Markov kernels | Full Text | References | PDF (270 KB)
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