Optimal investment under stochastic volatility and power type utility function

2000 Mathematics Subject Classification: 37F21, 70H20, 37L40, 37C40, 91G80, 93E20.

Limit Theorems for Branching Processes with Random Migration Components

The classical Bienaymé-Galton-Watson (BGW) branching process can be interpreted as mathematical model of population dynamics when the members of an isolated population reproduce themselves independently of each other according to a stochastic law.