Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching

In this paper, some criteria on pth moment stability and almost sure stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching are obtained. Two examples are presented to illustrate our theories.     

SL(m,C)-equivariant and translation covariant continuous tensor valuations

The space of continuous, $\mathrm{SL}(m,\mathbb{C})$-equivariant, $m\ge 2$, and translation covariant valuations taking values in the space of real symmetric tensors on ${\mathbb{C}}^m?{\mathbb{R}}^{2m}$ of rank $r\ge 0$ is completely described. The classification involves the moment tensor valuation for $r\ge 1$ and is analogous to the known classification of the corresponding tensor valuations that are $\mathrm{SL}(2m,\mathbb{R})$-equivariant, although the method of proof cannot be adapted.     

Gaussian stochastic volatility models: Scaling regimes,large deviations,and moment explosions

In this paper, we establish sample path large and moderate deviation principles for log-price processes in Gaussian stochastic volatility models, and study the asymptotic behavior of exit probabilities, call pricing functions, and the implied volatility. In addition, we prove that if the volatility function in an uncorrelated Gaussian model grows faster than linearly, then, for the asset price process, all the moments of order greater than one are infinite. Similar moment explosion results are obtained for correlated models.