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Stochastic Analysis and Applications, Volume 26 Issue 4 2008

ISSN: 1532-9356 (electronic) 0736-2994 (paper)
Publication Frequency: 6 issues per year
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Original Articles
Optimal Cross Hedging of Insurance Derivatives
Stefan Ankirchner;  Peter Imkeller; Alexandre Popier
Pages 679 – 709
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Stability of Stochastic Delay Differential Equation with a Small Parameter
K. M. Ramachandran
Pages 710 – 723
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On the Ergodicity of Slow-Varying Nonstationary Markov Chains
Jinn-Wen Wu; Kuo-Chih Chen
Pages 724 – 737
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Random Walk Analysis in Antagonistic Stochastic Games
Jewgeni H. Dshalalow
Pages 738 – 783
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On the Geometric Densities of Random Closed Sets
Vincenzo Capasso; Elena Villa
Pages 784 – 808
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A More General Valuation and Arbitrage Theory for Itô Processes
Jaime A. Londoño
Pages 809 – 831
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Exercisability Randomization of the American Option
Guillaume Leduc
Pages 832 – 855
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A Non-Linear Filter
Robert J. Elliott;  Henry Leung; Jia Deng
Pages 856 – 862
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Singular Perturbation of Kolmogorov Equation in Gauss–Sobolev Space
Pao-Liu Chow
Pages 863 – 876
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Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain
Federica Masiero
Pages 877 – 902
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Study of Dependence for Some Stochastic Processes
Tomasz R. Bielecki;  Jacek Jakubowski;  Andrea Vidozzi; Luca Vidozzi
Pages 903 – 924
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