E-LIB Suche - Ergebnisse für: CHOU, CHING-SUNG

1

ON CHARACTERIZING THE REPRESENTATION FOR A REVERSED POINT M..:

Cheng, Tsung-Lin ; 鄭宗琳 ; Chou, Ching-Sung.
Taiwanese Journal of Mathematics. 12 (2008) 7 - p. 1781-1790 , 2008

Link: https://www.jstor.org/st..

2

Pricing model for zero coupon bonds driven by Bessel-square..:

Chou, Ching-Sung ; Lin, Hsien-Jen
Statistics & Probability Letters. 77 (2007) 5 - p. 475-482 , 2007

Link: https://doi.org/10.1016/..

3

Asian options with jumps:

Chou, Ching-Sung ; Lin, Hsien-Jen
Statistics & Probability Letters. 76 (2006) 18 - p. 1983-1993 , 2006

Link: https://doi.org/10.1016/..

4

Some Properties of CIR Processes:

Chou, Ching-Sung ; Lin, Hsien-Jen
Stochastic Analysis and Applications. 24 (2006) 4 - p. 901-912 , 2006

Link: https://doi.org/10.1080/..

5

ANTICIPATIVE STOCHASTIC INTEGRALS EQUATIONS DRIVEN BY SEMIM..:

Chao, Tsung-Ming ; Chou, Ching-Sung
Stochastic Analysis and Applications. 20 (2002) 4 - p. 755-782 , 2002

Link: https://doi.org/10.1081/..

6

GIRSANOV TRANSFORMATION AND ITS APPLICATION TO THE THEORY O..:

Chao, Tsung-Ming ; Chou, Ching-Sung
Stochastic Analysis and Applications. 19 (2001) 3 - p. 439-454 , 2001

Link: https://doi.org/10.1081/..

7

On Some Inequalities of Local Times for Azéma Martingales:

Chao, Tsung-Ming ; Chou, Ching-Sung
Bernoulli. 6 (2000) 3 - p. 435-445 , 2000

Link: https://www.jstor.org/st..

8

On some inequalities of multiple stochastic integrals for n..:

Chad, Tsung-Ming ; Chou, Ching-sung
Stochastics and Stochastic Reports. 64 (1998) 3-4 - p. 161-176 , 1998

Link: https://doi.org/10.1080/..

9

Sur l'extension d'une identité en loi entre le pont brownie..:

Chou, Ching-Sung
Stochastic Processes and their Applications. 49 (1994) 2 - p. 217-225 , 1994

Link: https://doi.org/10.1016/..

10

INEQUALITY OF MULTIPLE STOCHASTIC INTEGRAL FOR SEMIMARTINGA..:

CHOU, CHING-SUNG ; 周青松
Chinese Journal of Mathematics. 22 (1994) 4 - p. 309-320 , 1994

Link: https://www.jstor.org/st..

11

LA FORMULE D′ INTÉGRATION PAR PARTIES DE L′ INTEGRATION STO..:

CHOU, CHING-SUNG ; 周膏松
Chinese Journal of Mathematics. 20 (1992) 3 - p. 205-215 , 1992

Link: https://www.jstor.org/st..

12

On some inequalities of semimartingales:

Chou, Ching-Sung
Stochastic Processes and their Applications. 26 (1987) - p. 216-217 , 1987

Link: https://doi.org/10.1016/..

13

Extension au cas continu d'un theoreme de L.E. Dubins:

, In: Lecture Notes in Mathematics; Séminaire de Probabilités XII,

Chou, Ching-Sung - p. 132-133 , 1978

Link: https://doi.org/10.1007/..

14

Sur la Representation des Martingales comme Integrales Stoc..:

, In: Séminaire de probabilités 1967 - 1980; Lecture Notes in Mathematics,

Ching-Sung, Chou ; Meyer, P. A. - p. 417-427 , 2002

Link: https://doi.org/10.1007/..

15

On some inequalities of local time:

Ching-Sung, Chou
Journal of Theoretical Probability. 8 (1995) 1 - p. 17-22 , 1995

Link: https://doi.org/10.1007/..