Banach center publications. Vol.105: Stochastic analysis: special volume in honour of Jerzy Zabczyk (Warszawa, 2015). - ОГЛАВЛЕНИЕ / CONTENTS

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ОбложкаBanach center publications. Vol.105: Stochastic analysis: special volume in honour of Jerzy Zabczyk: [papers of the Banach Center conf. on stochastic analysis and control, held in Bedlewo from May 6th till May 10th, 2013] / eds. of the vol.: A.Chojnowska-Michalik, S.Peszat, Ł.Stettner. - Warszawa: Inst. mat. PAN, 2015. - 246 p.: ill. - Incl. bibl. ref. - ISBN 978-83-86806-28-7; ISSN 0137-6934
 

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Оглавление / Contents
 
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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