Acta applicandae mathematicae

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  Año 2010, Vol. 111, Número 3

  • Seleccionado

    Stochastic Control Methods: Hedging in a Market Described by Pure Jump Processes

    Anna Gerardi, Paola Tardelli

    págs. 233-255

    
  • Seleccionado

    Semiorthogonal Multiresolution Analysis Frames in Higher Dimensions

    Xiaojiang Yu

    págs. 257-286

    
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    On the Rational Recursive Sequence xn+1=Axn+Bxn-k+(Betaxn+Yxn-k/Cxn+Dxn-k)

    E. M. E. Zayed, M. A. El-Moneam

    págs. 287-301

    
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    Existence Results for Impulsive Neutral Stochastic Functional Integro-Differential Equations with Infinite Delays

    Lanying Hu, Yong Ren

    págs. 303-317

    
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    Essential Spectra, Matrix Operator and Applications

    Salma Charfi, Aref Jeribi, Ines Walha

    págs. 319-337

    
  • Seleccionado

    Controllability and Hedgibility of Black-Scholes Equations with N Stocks

    K. Sakthivel, J.-H. Kim

    págs. 339-363

    
  • Seleccionado

    Erratum to: Controllability and Hedgibility of Black-Scholes Equations with N Stocks

    K. Sakthivel, J.-H. Kim

    pág. 365