Contents of Volume 105
Stochastic Analysis. Special volume in honour of Jerzy Zabczyk
Editors: Anna Chojnowska-Michalik, Szymon Peszat, Łukasz Stettner
ISBN: 978-83-86806-28-7
Editors: Anna Chojnowska-Michalik, Szymon Peszat, Łukasz Stettner
ISBN: 978-83-86806-28-7
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Research problems of Jerzy Zabczyk 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 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 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 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 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 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 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 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 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 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 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 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 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 Banach Center Publications 105 (2015), 239-246 MSC: Primary 93E11; Secondary 60G35. DOI: 10.4064/bc105-0-14
