stochastic processes and their applications
Volume 112, Number 1, July 2004
CONTENTS
P. Cheridito, F. Delbaen and M. Kupper, Coherent and convex monetary risk measures for bounded cadlag processes 1 Y. Hu and J. Ma, Nonlinear Feynman-Kac formula and
discrete-functional-type BSDEs with continuous coefficients 23 J. Cat, Ruin probabilities and penalty functions with
stochastic rates of interest 53 V.S. Borkar and A. Budhiraja, A further remark on
dynamic programming for partially observed Markov processes 79 H. Zahle, Heat equation with strongly inhomogeneous
noise 95 J. Fontbona, Uniqueness for a weak nonlinear evolution
equation and large deviations for diffusing particles with electrostatic repulsion 119 D. Piau, Further scaling exponents of random walks in
random sceneries 145 M. Braverman, Tail probabilities of subadditive func-
tionals on stable processes with continuous and discrete time 157
