Stochastics: An International Journal of Probability and Stochastic Processes

Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition
pp. 1-36(36)
Authors: Li, Juan; Li, Wenqiang

Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition
pp. 1-36(36)
Authors: Li, Juan; Li, Wenqiang

The implied volatility of Forward-Start options: ATM short-time level, skew and curvature
pp. 37-51(15)
Authors: Alòs, Elisa; Jacquier, Antoine; León, Jorge A.

Hyperfinite construction of G-expectation
pp. 52-66(15)
Authors: Fadina, Tolulope; Herzberg, Frederik

Finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates
pp. 67-95(29)
Authors: Huang, Yonghui; Guo, Xianping

On representations of the set of supermartingale measures and applications in continuous time
pp. 96-113(18)
Author: Berkaoui, Abdelkarem

On representations of the set of supermartingale measures and applications in continuous time
pp. 96-113(18)
Author: Berkaoui, Abdelkarem

Ergodicity of a Galerkin approximation of three-dimensional magnetohydrodynamics system forced by a degenerate noise
pp. 114-142(29)
Author: Yamazaki, Kazuo

Hilbert-valued self-intersection local times for planar Brownian motion
pp. 143-154(12)
Authors: Dorogovtsev, Andrey; Izyumtseva, Olga