1. Risk Sensitive Control of Diffusions with Small Running Cost

   • Anup Biswas

   OriginalPaper 23 November 2010 Pages: 1 - 12

2. Hypoellipticity and Ergodicity of the Wonham Filter as a Diffusion Process

   • Takashi Tamura
   • Yûsuke Watanabe

   OriginalPaper 23 November 2010 Pages: 13 - 36

3. Model Problem for Integro-Differential Zakai Equation with Discontinuous Observation Processes

   • R. Mikulevicius
   • H. Pragarauskas

   OriginalPaper 04 January 2011 Pages: 37 - 69

4. On the Value Function of Weakly Coercive Problems in Nonlinear Stochastic Control

   • Monica Motta
   • Caterina Sartori

   OriginalPaper 26 January 2011 Pages: 71 - 100

5. Markov Jump Processes Approximating a Non-Symmetric Generalized Diffusion

   • Nedžad Limić

   OriginalPaper 23 March 2011 Pages: 101 - 133

6. Multiperiod Mean-Variance Portfolio Optimization via Market Cloning

   • Stefan Ankirchner
   • Azzouz Dermoune

   OriginalPaper 18 March 2011 Pages: 135 - 154