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[1]T.Arai,Minimal martingale measures for jump di.usion processes,J.Appl.Prob.,41
(2004),263-270.
[2]T.Arai,An extension of mean-variance hedging to the discontinuous case,Fin.Stoch.,
9(2005),129-139.
[3]T.Arai,Some remarks on mean-variance hedging for discontinuous asset price
processes,to appear in Intern.J.Theor.Appl.Fin.,2004.
[4]T.Arai,Some properties of the variance-optimal martingale measure for
discontinuous semimartingales,submitted,2004.
[5]O.E.Barndorff-Nielsen,M.Maejima and K.Sato,Infinite divisibility for stochastic
processes and time change,Research Report,Department of Mathematics,Keio
University,2004.
[6]O.E.Barndorff-Nielsen,M.Maejima and K.Sato,Some classes of multivariate
infinitely divisible distributions admitting stochastic integral representation,to appear
in Bernoulli.
[7]Y.Ishikawa,Optimal control problem associated with jump processes,Appl.Math.
Optim.50(2004),21--65.
[8]Y.Ishikawa,Analysis of jump processes and its application to optimal control,
Stochastic processes and applications to mathematical finance,J.Akahori,S.Ogawa,S.
Watanabe eds.,World Scientific,Singapore,2004.
[9]林聡美、竹中茂夫 "裾の重い分布に従う乱数の発生" 岡山理科大学紀要 39号A
(2004)掲載確定。
[10]S.Kaji,On tail distributions of supremum and quadratic variation of cadlag local
martingales,preprint.
[11]H.Kaneko and K.Yasuda,Capacities associated with Dirichlet space on an infinite
extension of a local field,to appear in Forum Math.
[12]Y.Kasahara and Y.Yano,On a generalized arc-sine law for one-dimensional
diffusion processes,Osaka J.Math.42(2005),to appear.
[13]K.Kojo,Two-dimensional symmetric stable distributions and their projections,
submitted.
[14]M.Maejima and R.Shah,Moments and projections of semistable probability
measures on p-adic vector spaces,to appear in J.Theoret.Probab.
[15]J.Pedersen and K.Sato,Relations between cone-parameter L'{e}vy processes and
convolution semigroups,J.Math.Soc.Japan,56-2(2004),541-559.
[16]J.Pedersen and K.Sato,Semigroups and processes with parameter in a cone,
"Abstract and Applied Analysis,Proceedings of the International Conference"(edited by
N.M.Chuong et al),World Scientific,2004,pp499-513.
[17]T.Saigo and H.Takahashi,Limit theorems related to a class of operator
semi-selfsimilar processes,To appear in Journal of Mathematical Sciences,The
University of Tokyo.
[18]T.Saigo and Y.Tamura,Operator semi-selfsimilar processes and their classes of
space scaling matrices,Submitted to Statistics & Probability Letters.
[19]K.Sato,Stochastic integrals in additive processes and application to semi-L'{e}vy
processes,Osaka J.Math.Vol.41,No.1(2004),211-236.
[20]K.Sato and T.Watanabe,Moments of last exit times for L'{e}vy processes,
Annales de l'Insitut Henri Poincar'{e},Probabilit'{e}s et Statistiques,Vol.40(2004),
207-225.
[21]K.Sato and T.Watanabe,Last exit times for transient semistable processes,to
appear inAnnales de l'Insitut Henri Poincar'{e},Probabilit'{e}s et Statistiques.
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