|
[1]T.Arai,Mean-variance hedging for discontinuous semimartingales,Tokyo Journal of
Mathematics 25(2002)435-452.
[2]T.Arai,Mean-variance hedging for general semimartingales,in preparation.
[3]T.Fujiwara and Y.Miyahara,The minimal entropy martingale measures for
geometric L'evy processes,to appear in Finance and Stochastics(2003).
[4]K.Inoue,Multiparameter additive processes of mixture type,submitted to Proceedings of the
ICAAA2002,Hanoi.
[5]Y.Ishikawa,Small deviations and its application,Mini-proceeding of the 2nd
MaPhySto conference on Levy processes,MaPhySto,Aarhus,2002,149--154.
[6]Y.Ishikawa,Optimal control problem associated with jump processes,preprint 2002.
[7]M.Maejima and J.Rosi'nski,Type $G$ distribtuions on ${old R}^d$,J.Theoret.Probab.,15
(2002),323--341.
[8]P.Embrechts and M.Maejima,Selfsimlar Processes,Princeton University Press,2002.
[9]K.Akita and M.Maejima,On certain self-decomposable self-similar processes with independent
incerements,Statist.Probab.Letters 59(2002),53--59.
[10]M.Maejima,Limit theorems for infinite variance sequences,Long-Range Dependence,2002,
157--164.
[11]P.Cheridito,H.Kawaguchi and M.Maejima,Fractional Ornstein-Uhlenbeck processes,to
appear in Electron.J.Probab.
[12]M.Maejima and K.Sato,Semi-L'evy processes,semi-selfsimilar additive processes,and
semi-stationary Ornstein-Uhlenbeck type processes,KSTS/RR-02/010,Research Report,
Department of Mathematics,Keio University.
[13]M.Maejima and K.Yamamoto,Long-memory stable Ornstein-Uhlenbeck processes,preprint.
[14]Y.Miyahara,Estimation of L'evy Processes,Discussion Papers in Economics,Nagoya City
University No.318(2002),pp.1-36.
[15]K.Kamizono and H.Morimoto,On a variational inequality associated with a stopping game
combined with a control,Stoch.Stoch.Rep.73(2002),99-123.
[16]Y.Kasahara and N.Kosugi,Remarks on Tauberian theorem of exponential type and
Fenchel-Legendre transform,Osaka Journal of Mathematics 39(2002),613--619.
[17]H.Morimoto and K.Kawaguchi,Optimal exploitation of renewable resources by the viscosity
solution method,Stoch.Anal.Appl.20(2002),927-946.
[18]H.Morimoto,Variational inequalities for combined control and stopping,to appear in SIAM J.
Control and Optim.
[19]J.Pedersen and K.Sato,Cone-parameter convolution semigroups and their
subordination,preprint 2002.
[20]J.Pedersen and K.Sato,Relations between cone-parameter L'{e}vy
processes and convolution semigroups,preprint 2002.
[21]J.Pedersen and K.Sato,Semigroups and processes with parameter in cone,
preprint 2002.
[22]K.Sato,Stochastic integrals in additive processes and application to
semi-L'{e}vy processes,preprint 2002.
[22]K.Sato and T.Watanabe,Moments of last exit times for L'{e}vy
processes.preprint 2002.
[23]Y.Sato,Examples of Chentsov type stationary stable prosesses in Rosinski's
representation,preprint 2003.
[24]S.Takenaka,Linearly additive random fields with independent
increments ontime-like curves,to appear in Probabilty and Mathematical Statistics
[26]J.K.Misiewicz and S.Takenaka,Some ramarks on $Salpha S$,$eta$-substable random
vectors,to appear in Probability and Mathematical Statistics.
|