Stochastics, Volume 84, Issue 2-3 (2012)

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Stochastics, Volume 84, Issue 2-3 (2012)

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Stochastic Analysis: papers from the International Conference on Stochastic Analysis and Applications, October 12–17, 2009. Hammamet, Tunisi

Preface

Introduction
Stochastic Analysis: papers from the International Conference on Stochastic Analysis and Applications, October 12–17, 2009. Hammamet, Tunisia
Giulia Di Nunno, Bernt Øksendal & Habib Ouerdiane
Page: 135
Published online: 18 Apr 2012
CitationforStochastic Analysis: papers from the International Conference on Stochastic Analysis and Applications, October 12–17, 2009. Hammamet, Tunisia | Full Text | PDF (36.2 KB)
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Free Access

Original Articles

Article
A maximum principle for stochastic differential games with g-expectations and partial information
Ta Thi Kieu An & Bernt Øksendal
Pages: 137-155
Published online: 03 Oct 2011
AbstractforA maximum principle for stochastic differential games with g-expectations and partial information | Full Text | References | PDF (157.5 KB)
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Article
A note on admissibility when the credit line is infinite
Sara Biagini & Mihai Sîrbu
Pages: 157-169
Published online: 28 Sep 2011
AbstractforA note on admissibility when the credit line is infinite | Full Text | References | PDF (126.5 KB)
  • 120 Views
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Article
On a new probabilistic representation for the solution of the heat equation
Paolo Da Pelo & Alberto Lanconelli
Pages: 171-181
Published online: 28 Sep 2011
AbstractforOn a new probabilistic representation for the solution of the heat equation | Full Text | References | PDF (107.9 KB)
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Article
Credit risk with asymmetric information on the default threshold
Caroline Hillairet & Ying Jiao
Pages: 183-198
Published online: 07 Dec 2011
AbstractforCredit risk with asymmetric information on the default threshold | Full Text | References | PDF (465.5 KB)
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Article
Optimal selection portfolio problem: a semi-linear PDE approach
Amina Bouzguenda Zeghal & Mohamed Mnif
Pages: 199-215
Published online: 27 May 2011
AbstractforOptimal selection portfolio problem: a semi-linear PDE approach | Full Text | References | PDF (161.8 KB)
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Article
Simulation of stochastic partial differential equations using finite element methods
Andrea Barth & Annika Lang
Pages: 217-231
Published online: 09 Jun 2011
AbstractforSimulation of stochastic partial differential equations using finite element methods | Full Text | References | PDF (1.3 MB)
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Article
On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control†
Khaled Bahlali, Farid Chighoub & Brahim Mezerdi
Pages: 233-249
Published online: 09 Jun 2011
AbstractforOn the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control† | Full Text | References | PDF (154.7 KB)
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Article
An extension of the Clark–Ocone formula under benchmark measure for Lévy processes
Yeliz Yolcu Okur
Pages: 251-272
Published online: 10 Mar 2011
AbstractforAn extension of the Clark–Ocone formula under benchmark measure for Lévy processes | Full Text | References | PDF (193.1 KB)
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Article
Quantum detailed balance conditions with time reversal: three-level systems
Franco Fagnola & Veronica Umanità
Pages: 273-293
Published online: 09 Jun 2011
AbstractforQuantum detailed balance conditions with time reversal: three-level systems | Full Text | References | PDF (192.4 KB)
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Article
Stochastic quantization of finite dimensional systems with electromagnetic interactions
Laura M. Morato & Stefania Ugolini
Pages: 295-306
Published online: 30 Mar 2011
AbstractforStochastic quantization of finite dimensional systems with electromagnetic interactions | Full Text | References | PDF (113.4 KB)
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Article
Relationships between usual and exotic Hida–Kubo–Takenaka spaces
Kei Harada
Pages: 307-313
Published online: 08 Jun 2011
AbstractforRelationships between usual and exotic Hida–Kubo–Takenaka spaces | Full Text | References | PDF (89.8 KB)
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Article
Uniform asymptotic bounds for the heat kernel and the trace of a stochastic geodesic flow
Sergio Albeverio, Astrid Hilbert & Vassily Kolokoltsov
Pages: 315-333
Published online: 09 Jun 2011
AbstractforUniform asymptotic bounds for the heat kernel and the trace of a stochastic geodesic flow | Full Text | References | PDF (185.3 KB)
  • 127 Views
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Article
Rotation invariance of quantum Laplacians
Samah Horrigue & Habib Ouerdiane
Pages: 335-345
Published online: 04 Jul 2011
AbstractforRotation invariance of quantum Laplacians | Full Text | References | PDF (135.2 KB)
  • 74 Views
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Article
The complex scaled Feynman–Kac formula for singular initial distributions
Martin Grothaus, Ludwig Streit & Anna Vogel
Pages: 347-366
Published online: 09 Aug 2010
AbstractforThe complex scaled Feynman–Kac formula for singular initial distributions | Full Text | References | PDF (170.3 KB)
  • 97 Views
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Article
Stochastic Lagrangian flows on some compact manifolds
Marc Arnaudon & Ana Bela Cruzeiro
Pages: 367-381
Published online: 07 Dec 2011
AbstractforStochastic Lagrangian flows on some compact manifolds | Full Text | References | PDF (144.2 KB)
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Article
One-mode interacting Fock spaces and random walks on graphs
Nobuaki Obata
Pages: 383-392
Published online: 10 Mar 2011
AbstractforOne-mode interacting Fock spaces and random walks on graphs | Full Text | References | PDF (108.4 KB)
  • 110 Views
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Article
Quantum Lévy–Itô algebras and non-commutative stochastic analysis
V. P. Belavkin
Pages: 393-405
Published online: 21 Nov 2011
AbstractforQuantum Lévy–Itô algebras and non-commutative stochastic analysis | Full Text | References | PDF (154.8 KB)
  • 88 Views
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Article
White noise analysis and class II subgroups of the infinite dimensional rotation group
Takeyuki Hida
Pages: 407-416
Published online: 29 Nov 2011
AbstractforWhite noise analysis and class II subgroups of the infinite dimensional rotation group | Full Text | References | PDF (99.2 KB)
  • 67 Views
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Article
The singular coupling limit for a simple pure number process
Wilhelm von Waldenfels
Pages: 417-423
Published online: 09 Jun 2011
AbstractforThe singular coupling limit for a simple pure number process | Full Text | References | PDF (78.5 KB)
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Article
Some aspects of random utility, extreme value theory and multinomial logit models
Jonas Andersson & Jan Ubøe
Pages: 425-435
Published online: 02 Dec 2011
AbstractforSome aspects of random utility, extreme value theory and multinomial logit models | Full Text | References | PDF (106.8 KB)
  • 345 Views
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Article
Impulse control problem with switching technology
Rim Amami
Pages: 437-460
Published online: 15 Mar 2012
AbstractforImpulse control problem with switching technology | Full Text | References | PDF (210.2 KB)
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