Stochastic models

E. Nummelin: Entropy and economic equilibrium, T. Schmidt and W. Stute: Credit risk-A survey, M. Galea, J. Ma, and S. Torres: Price calculation for power exponential jump-diffusion models--A Hermite-series approach, J. C. Garcia and R. Quezada: Conditions for nonconservativity in quantum dynamical semigroups, J. M. Gonzalez-Barrios: Some notes on a dependency measure, J. Gonzalez-Hernandez: An example of an averaged Markov decision process without stable policies, E. Gordienko, M. Mendieta, and J. Ruiz de Chavez: Closeness estimates for sums of independent random variables, C. Houdre and J. Villa: An example of infinite dimensional quasi-helix, J. A. Leon and M. Sarra: A non-homogeneous wave equation driven by a Poisson process, J. A. Lopez-Mimbela and J. Villa: Existence of self-intersection local time of the multitype Dawson-Watanabe superprocess,. Part 5: Perez.Abreu and A. Rocha-Arteaga: Levy processes in Banach spaces: Distributional properties and subordination, L. A. Rincon: Phase space path integral representation for the solution of a stochastic Schrodinger equation, A. Talarczyk: A note on covariance characterization of some generalized Gaussian random fields, C. Tudor: On two-parameter Stieltjes integrals for functions in Besov-Liouville spaces and stochastic integrals