Stochastic Analysis and Applications v.29 n.5 2011

ISSN 0736-2994

Portfolio Optimization with Stochastic Volatilities: A Backward Approach

Amina Bouzguenda Zeghal & Mohamed Mnif
pages 723-748

Itô-Type Stochastic Parabolic Partial Differential Equations in Hilbert Spaces: Stability and Convergence Results via Lyapunov-Like Functions

Mahmoud Anabtawi & S. Sathananthan
pages 749-768

Poisson Approximation of Impulsive Recurrent Process with Semi-Markov Switching

V. S. Koroliuk, N. Limnios & I. V. Samoilenko
pages 769-778

Almost Sure Local Limit Theorems with Rate

Rita Giuliano-Antonini & Michel Weber
pages 779-798

A Criterion for Stationary Solutions of Retarded Linear Equations with Additive Noise

Kai Liu
pages 799-823

Default Times in a Continuous-Time Markovian Regime Switching Model

Robert J. Elliott & Tak Kuen Siu
pages 824-837

Critical Homogenization of SDEs Driven by a Levy Process in Random Medium

Rémi Rhodes & Ahmadou Bamba Sow
pages 838-859

A Markov Process Modeling and Analysis of Indifference Pricing of Insurance Contracts for Home Reversion Plan for a Pair of Insureds

Lina Ma, Jingxiao Zhang & D. Kannan
pages 860-880

Berry-Esséen Bounds for Long Memory Moving Averages via Stein's Method and Malliavin Calculus

Solesne Bourguin & Ciprian A. Tudor
pages 881-905