Stochastic Modeling and Applications

Vol.18, No. 2,December  2014


1.  Almost any state of any amplitude Markov chain is recurrent

Luigi Accardi and Hiromichi Ohno

2.       The characterization of a class of probability measures by multiplicative renormalization

Izumi Kubo, Hui-Hsiung Kuo, and Suat Namli

3.       Existence and uniqueness of solutions to the backward stochastic Lorenz system

P Sundar and Hong Yin

4.       Krawtchouk-Griffiths systems II: as Bernoulli systems

Author: Philip Feinsilver

5.       A general Itô formula for adapted and instantly independent stochastic processes

Chii-Ruey Hwang, Hui-Hsiung Kuo, Kimiaki Saitô, and Jiayu Zhai

6.       Path functionals of a class of Lévy insurance risk processes

Ekaterina T Kolkovska and Ehyter M Martin-González