S. Peszat and L. Stettner, Research problems of Jerzy
Zabczyk ................................................... 9-32
T.R. Bielecki, J. Jakubowski and M. Nieweglowski,
Conditional Markov chains - construction and properties .. 33-42
Z. Brzeźniak and H. Long, A note on γ-radonifying and
summing operators ........................................ 43-57
A. Chojnowska-Michalik and B. Goldys, Exponential
ergodicity of semilinear equations driven by Levy
processes in Hilbert spaces .............................. 59-72
P.-L. Chow, Existence of explosive solutions to some
nonlinear parabolic Ito equations ........................ 73-80
G. Da Prato, Pathwise uniqueness for stochastic PDEs ........ 81-89
Т.E. Duncan, B. Maslowski and B. Pasik-Duncan, Ergodic
control of linear stochastic equations in a Hilbert
space with fractional Brownian motion ................... 91-102
P. Gassiat, F. Gozzi and H. Pham, Dynamic programming for
an investment/consumption problem in illiquid markets
with regime-switching .................................. 103-118
K. Helmes and T. Templin, Explicit formulae of
distributions and densities of characteristics of
a dynamic advertising and pricing model ................ 119-142
P. Imkeller and V. Nzengang, Comparison principle
approach to utility maximization ....................... 143-158
H. Nagai, Robust estimates of certain large deviation
probabilities for controlled semimartingales ........... 159-192
E. Priola, Stochastic flow for SDEs with jumps and
irregular drift term ................................... 193-210
T. Schmidt and S. Tappe, Dynamic term structure
modelling with default and mortality risk: new results
on existence and monotonicity .......................... 211-238
X. Sun, J. Duan, X. Li and X. Wang, State estimation
under non-Gaussian Levy noise: A modified Kaiman
filtering method ....................................... 239-246
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