Wydawnictwa / Banach Center Publications / Wszystkie tomy

Zawartość tomu 105

• Research problems of Jerzy Zabczyk Szymon Peszat, Łukasz Stettner Banach Center Publications 105 (2015), 9-32 MSC: Primary 93E20; Secondary 60H30. DOI: 10.4064/bc105-0-1
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• Conditional Markov chains – construction and properties Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski Banach Center Publications 105 (2015), 33-42 MSC: Primary 60J27; Secondary 60G55, 60G44, 60J75. DOI: 10.4064/bc105-0-2
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• A note on $\gamma$-radonifying and summing operators Zdzisław Brzeźniak, Hongwei Long Banach Center Publications 105 (2015), 43-57 MSC: Primary 60H15, 35R60; Secondary 37H10, 34F05. DOI: 10.4064/bc105-0-3
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• Exponential ergodicity of semilinear equations driven by Lévy processes in Hilbert spaces Anna Chojnowska-Michalik, Beniamin Goldys Banach Center Publications 105 (2015), 59-72 MSC: Primary 60G51, 60H15. DOI: 10.4064/bc105-0-4
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• Existence of explosive solutions to some nonlinear parabolic Itô equations Pao-Liu Chow Banach Center Publications 105 (2015), 73-80 MSC: Primary 60H15; Secondary 60H05. DOI: 10.4064/bc105-0-5
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• Pathwise uniqueness for stochastic PDEs Giuseppe Da Prato Banach Center Publications 105 (2015), 81-89 MSC: 35R60, 60H15. DOI: 10.4064/bc105-0-6
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• Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion Tyrone E. Duncan, B. Maslowski, B. Pasik-Duncan Banach Center Publications 105 (2015), 91-102 MSC: Primary 60H15, 93E20; Secondary 60G15, 60G22. DOI: 10.4064/bc105-0-7
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• Dynamic programming for an investment/consumption problem in illiquid markets with regime-switching Paul Gassiat, Fausto Gozzi, Huyên Pham Banach Center Publications 105 (2015), 103-118 MSC: Primary 49K22, 49L25; Secondary 60J75, 91B28, 93E20. DOI: 10.4064/bc105-0-8
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• Explicit formulae of distributions and densities of characteristics of a dynamic advertising and pricing model Kurt L. Helmes, Torsten Templin Banach Center Publications 105 (2015), 119-142 MSC: Primary 60K10, 60K30; Secondary 91B24, 91B70. DOI: 10.4064/bc105-0-9
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• Comparison principle approach to utility maximization Peter Imkeller, Victor Nzengang Banach Center Publications 105 (2015), 143-158 MSC: Primary 60H07, 91G10; secondary 60G44, 60H07, 60H15, 93E03, 93E20. DOI: 10.4064/bc105-0-10
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• Robust estimates of certain large deviation probabilities for controlled semi-martingales Hideo Nagai Banach Center Publications 105 (2015), 159-192 MSC: 35J60, 35J15, 35K55, 35K10, 60H20, 60F10, 91G80, 91G10, 93E20. DOI: 10.4064/bc105-0-11
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• Stochastic flow for SDEs with jumps and irregular drift term Enrico Priola Banach Center Publications 105 (2015), 193-210 MSC: 60H10, 35B65, 60J75, 34F05. DOI: 10.4064/bc105-0-12
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• Dynamic term structure modelling with default and mortality risk: new results on existence and monotonicity Thorsten Schmidt, Stefan Tappe Banach Center Publications 105 (2015), 211-238 MSC: Primary 60H30; Secondary 91G30. DOI: 10.4064/bc105-0-13
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• State estimation under non-Gaussian Lévy noise: A modified Kalman filtering method Xu Sun, Jinqiao Duan, Xiaofan Li, Xiangjun Wang Banach Center Publications 105 (2015), 239-246 MSC: Primary 93E11; Secondary 60G35. DOI: 10.4064/bc105-0-14
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