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Stochastic Analysis and Applications, Volume 27 Issue 1 2009

ISSN: 1532-9356 (electronic) 0736-2994 (paper)
Publication Frequency: 6 issues per year
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Original Articles
On Stochastic Representation for Solutions of the Dirichlet Problem for Elliptic Equations in Divergence Form
Andrzej Rozkosz
Pages 1 – 15
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An Explicit Density Function for a Generalized Stochastic Food Chain of the Lotka–Volterra–Yeung Type
David W. K. Yeung
Pages 16 – 23
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Testing the Cointegrating Rank with Uncorrelated but Dependent Errors
Hamdi Raïssi
Pages 24 – 50
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Convergence of Finite-Dimensional Laws of the Weighted Quadratic Variations Process for Some Fractional Brownian Sheets
Anthony Réveillac
Pages 51 – 73
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On Parabolic Volterra Equations Disturbed by Fractional Brownian Motions
Stefan Sperlich
Pages 74 – 94
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The Dynamic q-Valuation of a Contingent Claim in a Continuous Market Model
Dewen Xiong; Michael Kohlmann
Pages 95 – 124
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Stochastic Control System for Mortality Benefits
Athanasios A. Pantelous; Alexandros A. Zimbidis
Pages 125 – 148
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Q-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market
W. Grecksch;  C. Roth; V. V. Anh
Pages 149 – 175
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Perpetual Bermudan Continuity Corrections and a Multi-Dimensional Wiener–Hopf Type Result
Frederik S. Herzberg
Pages 176 – 195
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Self-Interacting Markov Chains: Some Asymptotics
D. Kannan; Jingxiao Zhang
Pages 196 – 219
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