Stochastics and Stochastics Reports,volume 74,issue 3-4  (01-2004)

Period of time： 2004年3-4期

Publisher： Taylor & Francis Ltd

Founded in： 1973

Total resources： 8

ISSN： 1045-1129

Subject： O Mathematical Sciences and Chemical

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Stochastics and Stochastics Reports,volume 74,issue 3-4

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Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs

By Benth Fred Espen in (2002)

Stochastics and Stochastics Reports,volume 74,issue 3-4 , Vol. 74, Iss. 3-4, 2002-01 , pp. 517-569

Taylor & Francis Ltd

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Reflected BSDE's with discontinuous barrier and application

By Hamadène S. in (2002)

Stochastics and Stochastics Reports,volume 74,issue 3-4 , Vol. 74, Iss. 3-4, 2002-01 , pp. 571-596

Taylor & Francis Ltd

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Besov regularity for the indefinite Skorohod integral with respect to the fractional Brownian motion: the singular case

By Lakhel Hassan in (2002)

Stochastics and Stochastics Reports,volume 74,issue 3-4 , Vol. 74, Iss. 3-4, 2002-01 , pp. 597-615

Taylor & Francis Ltd

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Bessel functions of third order and the distribution of cyclic planar motions with three directions

By Orsingher Enzo in (2002)

Stochastics and Stochastics Reports,volume 74,issue 3-4 , Vol. 74, Iss. 3-4, 2002-01 , pp. 617-631

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Regularity of the value function and viscosity solutions in optimal stopping problems for general Markov processes

By Bassan Bruno in (2002)

Stochastics and Stochastics Reports,volume 74,issue 3-4 , Vol. 74, Iss. 3-4, 2002-01 , pp. 633-649

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Dynamic programming in stochastic control of systems with delay

By Larssen Bjrnar in (2002)

Stochastics and Stochastics Reports,volume 74,issue 3-4 , Vol. 74, Iss. 3-4, 2002-01 , pp. 651-673

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Total 6 item(s)