Stochastic calculus for Markov processes associated with non-symmetric Dirichlet forms ChuanZhong ChenLi MaWei Sun Articles 10 November 2012 Pages: 2195 - 2203
Large deviation principle for diffusion processes under a sublinear expectation ZengJing ChenJie Xiong Articles 10 November 2012 Pages: 2205 - 2216
On intersections of independent anisotropic Gaussian random fields ZhenLong ChenYiMin Xiao Articles 10 November 2012 Pages: 2217 - 2232
An L 2-theory for a class of SPDEs driven by Lévy processes Zhen-Qing ChenKyeongHun Kim Articles 10 November 2012 Pages: 2233 - 2246
A new look at the Lagrange method for continuous-time stochastic optimization Xue ChengJiaAn Yan Articles 10 November 2012 Pages: 2247 - 2258
Small value probabilities for continuous state branching processes with immigration WeiJuan ChuWenBo V. LiYanXia Ren Articles 10 November 2012 Pages: 2259 - 2271
Moderate deviations and hypothesis testing for signal detection problem FuQing GaoShouJiang Zhao Articles 10 November 2012 Pages: 2273 - 2284
Stochastic quantization and ergodic theorem for density of diffusions YaoZhong Hu Articles 10 November 2012 Pages: 2285 - 2296
Self-normalized moderate deviations for independent random variables BingYi JingHanYing LiangWang Zhou Articles 10 November 2012 Pages: 2297 - 2315
Uniform boundary Harnack principle for rotationally symmetric Lévy processes in general open sets Panki KimRenMing SongZoran Vondraček Articles 10 November 2012 Pages: 2317 - 2333
Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk LinYi QianRongMing WangShuai Wang Articles 10 November 2012 Pages: 2335 - 2346
Asymptotics of the variance of the number of real roots of random trigonometric polynomials ZhongGen SuQiMan Shao Articles 10 November 2012 Pages: 2347 - 2366
The Gaussian approximation for generalized Friedman’s urn model with heterogeneous and unbalanced updating LiXin Zhang Articles 10 November 2012 Pages: 2379 - 2404
Nonzero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates WenZhao ZhangXianPing Guo Articles 10 November 2012 Pages: 2405 - 2416