Stochastics, Volume 82, Issue 1 (2010)

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Stochastics, Volume 82, Issue 1 (2010)

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Special issue on Filtering and Stochastic Control

Miscellany

Preface to the special issue of Stochastics on filtering and stochastic control
Page: 1
Published online: 16 Feb 2010
CitationforPreface to the special issue of Stochastics on filtering and stochastic control | Full Text | PDF (26.1 KB)
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Original Articles

Article
A SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets
Ta Thi Kieu An, Frank Proske & Mark Rubtsov
Pages: 3-23
Published online: 16 Feb 2010
AbstractforA SPDE maximum principle for stochastic differential games under partial information with application to optimal portfolios on fixed income markets | Full Text | References | PDF (176.8 KB)
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Article
On discrete time ergodic filters with wrong initial data, 2
M.L. Kleptsyna & A.Yu. Veretennikov
Pages: 25-40
Published online: 16 Feb 2010
AbstractforOn discrete time ergodic filters with wrong initial data, 2 | Full Text | References | PDF (162.3 KB)
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Article
On Bellman's equations for mean and variance control of a Markov diffusion
G. Aivaliotis & A.Yu. Veretennikov
Pages: 41-51
Published online: 16 Feb 2010
AbstractforOn Bellman's equations for mean and variance control of a Markov diffusion | Full Text | References | PDF (122.7 KB)
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Article
Approximate McKean–Vlasov representations for a class of SPDEs
Dan Crisan & Jie Xiong
Pages: 53-68
Published online: 06 Nov 2009
AbstractforApproximate McKean–Vlasov representations for a class of SPDEs | Full Text | References | PDF (169.8 KB)
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Article
The explicit solution to a sequential switching problem with non-smooth data
Timothy C. Johnson & Mihail Zervos
Pages: 69-109
Published online: 16 Feb 2010
AbstractforThe explicit solution to a sequential switching problem with non-smooth data | Full Text | References | PDF (312.8 KB)
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Article
Stock market insider trading in continuous time with imperfect dynamic information
Albina Danilova
Pages: 111-131
Published online: 16 Feb 2010
AbstractforStock market insider trading in continuous time with imperfect dynamic information | Full Text | References | PDF (189.7 KB)
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