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