Stochastic Modeling and Applications

Vol.18, No. 1, June 2014

1.  A random change of variables and applications to the stochastic porous medium equation with multiplicative time noise

Author: S V Lototsky

2.   Portfolio optimization with consumption in a fractional Black-Scholes market

Author: Yalçin Sarol, Frederi G Viens, and Tao Zhang

3.   Markov semigroups and estimating functions, with applications to some financial models

Author: Jerome A Goldstein, Rosa Maria Mininni, and Silvia Romanelli

4.  Local theorems related to Lévy-type branching mechanism

Author: Vladimir Vinogradov

5.  Functional limit theorems for trace processes in a Dyson Brownian motion

Author: Victor Pérez-Abreu and Constantin Tudor

6.  Schrödinger type equation associated with the Lévy and Volterra Laplacians

Author: Kazuyoshi Sakabe