Stochastics: An International Journal of Probability and Stochastic Processes

Stochastic Analysis: papers from the International Conference on Stochastic Analysis and Applications, October 12–17, 2009. Hammamet, Tunisia
pp. 135-135(1)
Authors: Di Nunno, Giulia; Øksendal, Bernt; Ouerdiane, Habib

A maximum principle for stochastic differential games with g-expectations and partial information
pp. 137-155(19)
Authors: An, Ta Thi Kieu; Øksendal, Bernt

A note on admissibility when the credit line is infinite
pp. 157-169(13)
Authors: Biagini, Sara; Sîrbu, Mihai

On a new probabilistic representation for the solution of the heat equation
pp. 171-181(11)
Authors: Da Pelo, Paolo; Lanconelli, Alberto

Credit risk with asymmetric information on the default threshold
pp. 183-198(16)
Authors: Hillairet, Caroline; Jiao, Ying

Optimal selection portfolio problem: a semi-linear PDE approach
pp. 199-215(17)
Authors: Zeghal, Amina Bouzguenda; Mnif, Mohamed

Simulation of stochastic partial differential equations using finite element methods
pp. 217-231(15)
Authors: Barth, Andrea; Lang, Annika

On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control^†
pp. 233-249(17)
Authors: Bahlali, Khaled; Chighoub, Farid; Mezerdi, Brahim

An extension of the Clark–Ocone formula under benchmark measure for Lévy processes
pp. 251-272(22)
Author: Yolcu Okur, Yeliz

Quantum detailed balance conditions with time reversal: three-level systems
pp. 273-293(21)
Authors: Fagnola, Franco; Umanità, Veronica

Stochastic quantization of finite dimensional systems with electromagnetic interactions
pp. 295-306(12)
Authors: Morato, Laura M.; Ugolini, Stefania

Relationships between usual and exotic Hida–Kubo–Takenaka spaces
pp. 307-313(7)
Author: Harada, Kei

Uniform asymptotic bounds for the heat kernel and the trace of a stochastic geodesic flow
pp. 315-333(19)
Authors: Albeverio, Sergio; Hilbert, Astrid; Kolokoltsov, Vassily

Rotation invariance of quantum Laplacians
pp. 335-345(11)
Authors: Horrigue, Samah; Ouerdiane, Habib

The complex scaled Feynman–Kac formula for singular initial distributions
pp. 347-366(20)
Authors: Grothaus, Martin; Streit, Ludwig; Vogel, Anna

Stochastic Lagrangian flows on some compact manifolds
pp. 367-381(15)
Authors: Arnaudon, Marc; Cruzeiro, Ana Bela

One-mode interacting Fock spaces and random walks on graphs
pp. 383-392(10)
Author: Obata, Nobuaki

Quantum Lévy–Itô algebras and non-commutative stochastic analysis
pp. 393-405(13)
Author: Belavkin, V. P.

White noise analysis and class II subgroups of the infinite dimensional rotation group
pp. 407-416(10)
Author: Hida, Takeyuki

The singular coupling limit for a simple pure number process
pp. 417-423(7)
Author: von Waldenfels, Wilhelm

Some aspects of random utility, extreme value theory and multinomial logit models
pp. 425-435(11)
Authors: Andersson, Jonas; Ubøe, Jan

Impulse control problem with switching technology
pp. 437-460(24)
Author: Amami, Rim