Stochastics, Volume 89, Issue 6-7 (2017)

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Stochastics, Volume 89, Issue 6-7 (2017)

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Proceedings of the Hammamet Conference, 19-23 October 2015

Introduction

Introduction
Stochastic analysis: papers from the International Conference on Stochastic Analysis and Applications, October 19–23, 2015. Hammamet,Tunisia
Bernt Øksendal, Habib Ouerdiane, Mete Soner & Nizar Touzi
Page: 817
Published online: 24 Oct 2017
CitationforStochastic analysis: papers from the International Conference on Stochastic Analysis and Applications, October 19–23, 2015. Hammamet,Tunisia | Full Text | PDF (103.9 KB)
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Articles

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Solution of the Hudson–Parthasarathy equation by ordered products
Wilhelm von Waldenfels
Pages: 818-842
Published online: 12 Jul 2016
AbstractforSolution of the Hudson–Parthasarathy equation by ordered products | Full Text | References | PDF (1.8 MB)
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Article
Perron’s method for viscosity solutions of semilinear path dependent PDEs
Zhenjie Ren
Pages: 843-867
Published online: 03 Aug 2016
AbstractforPerron’s method for viscosity solutions of semilinear path dependent PDEs | Full Text | References | PDF (1.9 MB)
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Jacobi sequences of squares of random variables
Luigi Accardi, Abdessatar Barhoumi & Mohamed Rhaima
Pages: 868-882
Published online: 03 Nov 2016
AbstractforJacobi sequences of squares of random variables | Full Text | References | PDF (1.2 MB)
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Strong approximation of stochastic processes at random times and application to their exact simulation
Emmanuel Gobet & Mohamed Mrad
Pages: 883-895
Published online: 22 Dec 2016
AbstractforStrong approximation of stochastic processes at random times and application to their exact simulation | Full Text | References | PDF (1.1 MB)
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Superprocesses on ultradistributions
R. Vilela Mendes
Pages: 896-909
Published online: 25 Dec 2016
AbstractforSuperprocesses on ultradistributions | Full Text | References | PDF (1.1 MB)
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On quantum versions of the classical Wasserstein distance
J. Agredo & F. Fagnola
Pages: 910-922
Published online: 03 Jan 2017
AbstractforOn quantum versions of the classical Wasserstein distance | Full Text | References | PDF (1 MB)
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Article
Global-in-time regularity via duality for congestion-penalized Mean Field Games
Adam Prosinski & Filippo Santambrogio
Pages: 923-942
Published online: 13 Feb 2017
AbstractforGlobal-in-time regularity via duality for congestion-penalized Mean Field Games | Full Text | References | PDF (1.5 MB)
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Article
Asymptotic optimal tracking: feedback strategies
Jiatu Cai, Mathieu Rosenbaum & Peter Tankov
Pages: 943-966
Published online: 16 Feb 2017
AbstractforAsymptotic optimal tracking: feedback strategies | Full Text | References | PDF (1.8 MB)
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Article
An approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space
Rani Basna, Astrid Hilbert & Vassili N. Kolokoltsov
Pages: 967-993
Published online: 15 Mar 2017
AbstractforAn approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space | Full Text | References | PDF (2 MB)
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Singular recursive utility
K. R. Dahl & B. Øksendal
Pages: 994-1014
Published online: 24 Mar 2017
AbstractforSingular recursive utility | Full Text | References | PDF (1.6 MB)
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Optimal contract with moral hazard for Public Private Partnerships
Ishak Hajjej, Caroline Hillairet, Mohamed Mnif & Monique Pontier
Pages: 1015-1038
Published online: 28 Mar 2017
AbstractforOptimal contract with moral hazard for Public Private Partnerships | Full Text | References | PDF (2.2 MB)
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Article
Infinite horizon impulse control problem with continuous costs, numerical solutions
Hani Abidi, Rim Amami & Monique Pontier
Pages: 1039-1060
Published online: 10 Apr 2017
AbstractforInfinite horizon impulse control problem with continuous costs, numerical solutions | Full Text | References | PDF (1.9 MB)
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Article
One dimensional BSDEs with logarithmic growth application to PDEs
Khaled Bahlali, Omar Kebiri, Nabil Khelfallah & Hadjer Moussaoui
Pages: 1061-1081
Published online: 10 Apr 2017
AbstractforOne dimensional BSDEs with logarithmic growth application to PDEs | Full Text | References | PDF (1.6 MB)
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On the existence of shadow prices for optimal investment with random endowment
Lingqi Gu, Yiqing Lin & Junjian Yang
Pages: 1082-1103
Published online: 12 Jul 2017
AbstractforOn the existence of shadow prices for optimal investment with random endowment | Full Text | References | PDF (1.8 MB)
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Open Access
Article
P(𝜙)1-process for the spin-boson model and a functional central limit theorem for associated additive functionals
Soumaya Gheryani, Fumio Hiroshima, József Lőrinczi, Achref Majid & Habib Ouerdiane
Pages: 1104-1115
Published online: 04 Sep 2017
AbstractforP(𝜙)1-process for the spin-boson model and a functional central limit theorem for associated additive functionals | Full Text | References | PDF (1 MB)
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Review
Existence and upper bound for the density of solutions of stochastic differential equations driven by generalized grey noise
José Luís da Silva & Mohamed Erraoui
Pages: 1116-1126
Published online: 28 Feb 2017
AbstractforExistence and upper bound for the density of solutions of stochastic differential equations driven by generalized grey noise | Full Text | References | PDF (939.8 KB)
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