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Stochastic Processes and their Applications

Articles from the last few issues of Stochastic Processes and their Applications © Elsevier
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  • Time to absorption in discounted reinforcement models
    Stochastic Processes and their Applications, Vol. 109, No. 1. (January 2004), pp. 1-12.
    by R Pemantle, B Skyrms
  • On small masses in self-similar fragmentations
    Stochastic Processes and their Applications, Vol. 109, No. 1. (January 2004), pp. 13-22.
    by J Bertoin
  • Approximation of quantiles of components of diffusion processes
    Stochastic Processes and their Applications, Vol. 109, No. 1. (January 2004), pp. 23-46.
    by D Talay, Z Zheng
  • Gaussian moving averages, semimartingales and option pricing
    Stochastic Processes and their Applications, Vol. 109, No. 1. (January 2004), pp. 47-68.
    by P Cheridito
  • On the martingale framework for futures prices
    Stochastic Processes and their Applications, Vol. 109, No. 1. (January 2004), pp. 69-77.
    by V Pozdnyakov, JM Steele
  • Russian and American put options under exponential phase-type Levy models
    Stochastic Processes and their Applications, Vol. 109, No. 1. (January 2004), pp. 79-111.
    by S Asmussen, F Avram, MR Pistorius
  • On weighted branching processes in random environment
    Stochastic Processes and their Applications, Vol. 109, No. 1. (January 2004), pp. 113-144.
    by D Kuhlbusch
  • Local empirical spectral measure of multivariate processes with long range dependence
    Stochastic Processes and their Applications, Vol. 109, No. 1. (January 2004), pp. 145-166.
    by Orregaard
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