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September 2018, Volume 2018
July 2018, Volume 2018
- 1-15 Regime-Switching Temperature Dynamics Model for Weather Derivatives
by Samuel Asante Gyamerah & Philip Ngare & Dennis Ikpe
March 2017, Volume 2017
- 1-9 Malliavin Differentiability of Solutions of SPDEs with Lévy White Noise
by Raluca M. Balan & Cheikh B. Ndongo
January 2017, Volume 2017
- 1-7 Global Stability of Nonlinear Stochastic SEI Epidemic Model with Fluctuations in Transmission Rate of Disease
by Olusegun Michael Otunuga
February 2017, Volume 2017
- 1-12 Semigroup Solution of Path-Dependent Second-Order Parabolic Partial Differential Equations
by Sixian Jin & Henry Schellhorn
July 2017, Volume 2017
- 1-16 Option Price Decomposition in Spot-Dependent Volatility Models and Some Applications
by Raúl Merino & Josep Vives
August 2016, Volume 2016
- 1-11 A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization
by Francesco Cordoni & Luca Di Persio
March 2016, Volume 2016
- 1-23 Multiserver Queue with Guard Channel for Priority and Retrial Customers
by Kazuki Kajiwara & Tuan Phung-Duc
September 2016, Volume 2016
- 1-6 Generalisation of Hajek’s Stochastic Comparison Results to Stochastic Sums
by Jörg Kampen - 1-10 Asymptotic Time Averages and Frequency Distributions
by Muhammad El-Taha
July 2016, Volume 2016
- 1-10 Optimal Bounds for the Variance of Self-Intersection Local Times
by George Deligiannidis & Sergey Utev - 1-11 Analysis of a Priority Queue with Phase-Type Service and Failures
by Alexander Dudin & Sergei Dudin - 1-15 Stochastic Analysis of Gaussian Processes via Fredholm Representation
by Tommi Sottinen & Lauri Viitasaari
February 2015, Volume 2015
- 1-9 Asymptotic Stabilizability of a Class of Stochastic Nonlinear Hybrid Systems
by Ewelina Seroka - 1-9 A Comparative Numerical Study of the Spectral Theory Approach of Nishimura and the Roots Method Based on the Analysis of BDMMAP/G/1 Queue
by Arunava Maity & U. C. Gupta - 1-21 A General Multidimensional Monte Carlo Approach for Dynamic Hedging under Stochastic Volatility
by Daniel Bonetti & Dorival Leão & Alberto Ohashi & Vinícius Siqueira
June 2015, Volume 2015
- 1-11 A Generic Decomposition Formula for Pricing Vanilla Options under Stochastic Volatility Models
by Raúl Merino & Josep Vives
October 2015, Volume 2015
- 1-15 Large Deviation Analysis of a Droplet Model Having a Poisson Equilibrium Distribution
by Richard S. Ellis & Shlomo Ta’asan
January 2015, Volume 2015
- 1-11 A Stochastic Flows Approach for Asset Allocation with Hidden Economic Environment
by Tak Kuen Siu - 1-23 Yamada-Watanabe Results for Stochastic Differential Equations with Jumps
by Mátyás Barczy & Zenghu Li & Gyula Pap
July 2015, Volume 2015
- 1-5 On Continuous Selection Sets of Non-Lipschitzian Quantum Stochastic Evolution Inclusions
by Sheila Bishop - 1-15 Pricing FX Options in the Heston/CIR Jump-Diffusion Model with Log-Normal and Log-Uniform Jump Amplitudes
by Rehez Ahlip & Ante Prodan
April 2015, Volume 2015
- 1-13 Stochastic Nonlinear Equations Describing the Mesoscopic Voltage-Gated Ion Channels
by Mauricio Tejo
November 2014, Volume 2014
- 1-6 A Note on the Distribution of Multivariate Brownian Extrema
by Marcos Escobar & Julio Hernandez - 1-8 Optimal Foreign Exchange Rate Intervention in Lévy Markets
by Masimba Aspinas Mutakaya & Eriyoti Chikodza & Edward T. Chiyaka
October 2014, Volume 2014
- 1-8 A Discrete-Time Queue with Balking, Reneging, and Working Vacations
by Veena Goswami - 1-10 Limit Properties of Transition Functions of Continuous-Time Markov Branching Processes
by Azam A. Imomov
February 2014, Volume 2014
- 1-22 SPDEs with -Stable Lévy Noise: A Random Field Approach
by Raluca M. Balan
April 2014, Volume 2014
January 2014, Volume 2014
- 1-17 The Relationship between the Stochastic Maximum Principle and the Dynamic Programming in Singular Control of Jump Diffusions
by Farid Chighoub & Brahim Mezerdi
September 2014, Volume 2014
- 1-11 Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems
by Francesco Cordoni & Luca Di Persio - 1-15 A Semigroup Expansion for Pricing Barrier Options
by Takashi Kato & Akihiko Takahashi & Toshihiro Yamada
December 2014, Volume 2014
- 1-5 Adaptive Algorithm for Estimation of Two-Dimensional Autoregressive Fields from Noisy Observations
by Alimorad Mahmoudi - 1-6 Strong Law of Large Numbers for Hidden Markov Chains Indexed by an Infinite Tree with Uniformly Bounded Degrees
by Huilin Huang - 1-7 On Henstock Method to Stratonovich Integral with respect to Continuous Semimartingale
by Haifeng Yang & Tin Lam Toh
May 2014, Volume 2014
- 1-16 A Two-Mode Mean-Field Optimal Switching Problem for the Full Balance Sheet
by Boualem Djehiche & Ali Hamdi
March 2014, Volume 2014
- 1-9 Diffusion Processes Satisfying a Conservation Law Constraint
by J. Bakosi & J. R. Ristorcelli - 1-12 with Setup Time, Bernoulli Vacation, Break Down, and Delayed Repair
by G. Ayyappan & S. Shyamala - 1-49 From Pseudorandom Walk to Pseudo-Brownian Motion: First Exit Time from a One-Sided or a Two-Sided Interval
by Aimé Lachal
July 2014, Volume 2014
- 1-6 Efficient Variable Step Size Approximations for Strong Solutions of Stochastic Differential Equations with Additive Noise and Time Singularity
by Harry Randolph Hughes & Pathiranage Lochana Siriwardena
August 2013, Volume 2013
- 1-5 The LMI Approach for Stabilizing of Linear Stochastic Systems
by Ivan Ivanov
September 2013, Volume 2013
- 1-4 Stability Analysis of a Stochastic SIR Epidemic Model with Specific Nonlinear Incidence Rate
by Jihad Adnani & Khalid Hattaf & Noura Yousfi - 1-6 The BALM Copula
by Boyan Dimitrov & Nikolai Kolev
February 2013, Volume 2013
- 1-13 Time Reversal of Volterra Processes Driven Stochastic Differential Equations
by L. Decreusefond - 1-17 Asymptotic Behavior of Densities for Stochastic Functional Differential Equations
by Akihiro Kitagawa & Atsushi Takeuchi
April 2013, Volume 2013
- 1-7 A Stochastic Diffusion Process for the Dirichlet Distribution
by J. Bakosi & J. R. Ristorcelli - 1-14 The Itô Integral with respect to an Infinite Dimensional Lévy Process: A Series Approach
by Stefan Tappe
December 2013, Volume 2013
- 1-4 Sharp Large Deviation for the Energy of -Brownian Bridge
by Shoujiang Zhao & Qiaojing Liu & Fuxiang Liu & Hong Yin - 1-5 Some Limit Properties of the Harmonic Mean of Transition Probabilities for Markov Chains in Markovian Environments Indexed by Cayley's Trees
by Huilin Huang - 1-16 Measure-Dependent Stochastic Nonlinear Beam Equations Driven by Fractional Brownian Motion
by Mark A. McKibben
November 2013, Volume 2013
- 1-9 Online Stochastic Convergence Analysis of the Kalman Filter
by Matthew B. Rhudy & Yu Gu - 1-14 Analysis of Queue-Length Dependent Vacations and P-Limited Service in BMAP/G/1/ N Systems: Stationary Distributions and Optimal Control
by A. D. Banik - 1-25 Foundations of the Theory of Semilinear Stochastic Partial Differential Equations
by Stefan Tappe
March 2013, Volume 2013
- 1-2 Applications of Stochastic Processes in Biology and Medicine
by Charles J. Mode & Rick Durrett & Fima Klebaner & Peter Olofsson - 1-9 Risk of Infectious Disease Outbreaks by Imported Cases with Application to the European Football Championship 2012
by Attila Dénes & Péter Kevei & Hiroshi Nishiura & Gergely Röst - 1-9 Filtering for Discrete-Time Stochastic Systems with Nonlinear Sensor and Time-Varying Delay
by Mingang Hua & Pei Cheng & Juntao Fei & Jianyong Zhang & Junfeng Chen - 1-10 Modeling Neutral Evolution Using an Infinite-Allele Markov Branching Process
by Xiaowei Wu & Marek Kimmel - 1-23 Simulating the Emergence of Mutations and Their Subsequent Evolution in an Age-Structured Stochastic Self-Regulating Process with Two Sexes
by Charles J. Mode & Candace K. Sleeman & Towfique Raj
October 2012, Volume 2012
- 1-14 Generalized Fractional Master Equation for Self-Similar Stochastic Processes Modelling Anomalous Diffusion
by Gianni Pagnini & Antonio Mura & Francesco Mainardi - 1-15 The First Passage Time and the Dividend Value Function for One-Dimensional Diffusion Processes between Two Reflecting Barriers
by Chuancun Yin & Huiqing Wang - 1-20 General LQG Homing Problems in One Dimension
by Mario Lefebvre & Foued Zitouni
August 2012, Volume 2012
- 1-8 Bayes' Model of the Best-Choice Problem with Disorder
by Vladimir Mazalov & Evgeny Ivashko - 1-13 A Dependent Hidden Markov Model of Credit Quality
by Małgorzata Wiktoria Korolkiewicz - 1-14 Consistent Price Systems in Multiasset Markets
by Florian Maris & Hasanjan Sayit - 1-16 An M/M/2 Queueing System with Heterogeneous Servers Including One with Working Vacation
by A. Krishnamoorthy & C. Sreenivasan - 1-17 Asymptotic Stability of Semi-Markov Modulated Jump Diffusions
by Amogh Deshpande
April 2012, Volume 2012
December 2012, Volume 2012
- 1-8 Optimal Geometric Mean Returns of Stocks and Their Options
by Guoyi Zhang - 1-12 Performance Analysis of Production Systems with Correlated Demand via Diffusion Approximations
by Yingdong Lu - 1-13 A Stability Result for Stochastic Differential Equations Driven by Fractional Brownian Motions
by Bruno Saussereau - 1-17 Probabilistic Solution of the General Robin Boundary Value Problem on Arbitrary Domains
by Khalid Akhlil - 1-20 Birth and Death Processes with Neutral Mutations
by Nicolas Champagnat & Amaury Lambert & Mathieu Richard - 1-20 A Feedback Retrial Queueing System with Two Types of Batch Arrivals
by R. Kalyanaraman - 1-24 Some Refinements of Existence Results for SPDEs Driven by Wiener Processes and Poisson Random Measures
by Stefan Tappe - 1-24 A Decomposable Branching Process in a Markovian Environment
by Vladimir Vatutin & Elena Dyakonova & Peter Jagers & Serik Sagitov - 1-32 Stochastic Methodology for the Study of an Epidemic Decay Phase, Based on a Branching Model
by Sophie Pénisson & Christine Jacob
June 2012, Volume 2012
- 1-14 Application of Stochastic Sensitivity Analysis to Integrated Force Method
by X. F. Wei & S. N. Patnaik
September 2012, Volume 2012
- 1-9 Relations between Stochastic and Partial Differential Equations in Hilbert Spaces
by I. V. Melnikova & V. S. Parfenenkova
November 2012, Volume 2012
- 1-20 Asymptotic Normality of a Hurst Parameter Estimator Based on the Modified Allan Variance
by Alessandra Bianchi & Massimo Campanino & Irene Crimaldi - 1-20 Survival Exponents for Some Gaussian Processes
by G. Molchan - 1-23 Hypothesis Testing in a Fractional Ornstein-Uhlenbeck Model
by Michael Moers
January 2012, Volume 2012
September 2011, Volume 2011
- 1-13 Mild Solutions of Neutral Stochastic Partial Functional Differential Equations
by T. E. Govindan - 1-17 Control of Dams Using Policies When the Input Process Is a Nonnegative Lévy Process
by Mohamed Abdel-Hameed
January 2011, Volume 2011
- 1-19 Optimal Harvesting When the Exchange Rate Is a Semimartingale
by E. R. Offen & E. M. Lungu - 1-19 Large Deviations for Stochastic Differential Equations on Associated with the Critical Sobolev Brownian Vector Fields
by Qinghua Wang
April 2011, Volume 2011
- 1-5 Maximizing the Mean Exit Time of a Brownian Motion from an Interval
by Mario Lefebvre - 1-7 A Stochastic Two Species Competition Model: Nonequilibrium Fluctuation and Stability
by G. P. Samanta - 1-21 A Stochastic Analysis of Hard Disk Drives
by Field Cady & Yi Zhuang & Mor Harchol-Balter
November 2011, Volume 2011
- 1-17 Existence Results for Stochastic Semilinear Differential Inclusions with Nonlocal Conditions
by A. Vinodkumar & A. Boucherif
February 2011, Volume 2011
- 1-89 Multiresolution Hilbert Approach to Multidimensional Gauss-Markov Processes
by Thibaud Taillefumier & Jonathan Touboul
March 2011, Volume 2011
- 1-11 First Passage Time Moments of Jump-Diffusions with Markovian Switching
by Jun Peng & Zaiming Liu - 1-14 A -Weibull Counting Process through a Fractional Differential Operator
by Kunnummal Muralidharan & Seema S. Nair
May 2011, Volume 2011
- 1-27 Pricing Variance Swaps for Stochastic Volatilities with Delay and Jumps
by Anatoliy Swishchuk & Li Xu
December 2011, Volume 2011
- 1-14 Regime-Switching Risk: To Price or Not to Price?
by Tak Kuen Siu - 1-17 Optimal Selling of an Asset under Incomplete Information
by Erik Ekström & Bing Lu - 1-32 A Class of Bridges of Iterated Integrals of Brownian Motion Related to Various Boundary Value Problems Involving the One-Dimensional Polyharmonic Operator
by Aimé Lachal
August 2011, Volume 2011
- 1-13 Impulse Control of Proportional Reinsurance with Constraints
by Hui Meng & Tak Kuen Siu - 1-20 Yule-Walker Estimation for the Moving-Average Model
by Chrysoula Dimitriou-Fakalou - 1-23 Blackwell Spaces and 𠜖 -Approximations of Markov Chains
by Giacomo Aletti & Diane Saada
July 2011, Volume 2011
- 1-21 Weather Derivatives and Stochastic Modelling of Temperature
by Fred Espen Benth & Jūratė Šaltytė Benth - 1-25 Study of Thermodynamically Inspired Quantities for Both Thermal and External Colored Non-Gaussian Noises Driven Dynamical System
by Monoj Kumar Sen & Alendu Baura & Bidhan Chandra Bag - 1-37 Nonconservative Diffusions on [ 0 , 1 ] with Killing and Branching: Applications to Wright-Fisher Models with or without Selection
by Thierry E. Huillet
June 2011, Volume 2011
June 2010, Volume 2010
- 1-24 Stochastic Navier-Stokes Equations with Artificial Compressibility in Random Durations
by Hong Yin - 1-25 Optimal Control with Partial Information for Stochastic Volterra Equations
by Bernt øksendal & Tusheng Zhang
December 2010, Volume 2010
- 1-18 A Markov Regime-Switching Marked Point Process for Short-Rate Analysis with Credit Risk
by Tak Kuen Siu - 1-21 Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas
by Anatoliy Swishchuk & M. Shafiqul Islam
July 2010, Volume 2010
- 1-22 Portfolio Selection with Jumps under Regime Switching
by Lin Zhao
March 2010, Volume 2010
- 1-10 Random Trigonometric Polynomials with Nonidentically Distributed Coefficients
by K. Farahmand & T. Li - 1-16 The Rothe's Method to a Parabolic Integrodifferential Equation with a Nonclassical Boundary Conditions
by Abdelfatah Bouziani & Rachid Mechri - 1-27 Optimal Portfolios in Lévy Markets under State-Dependent Bounded Utility Functions
by José E. Figueroa-López & Jin Ma
May 2010, Volume 2010
- 1-22 Level Sets of Random Fields and Applications: Specular Points and Wave Crests
by Esteban Flores & José R. León R
August 2010, Volume 2010
- 1-7 Stochastic Integration in Abstract Spaces
by J. K. Brooks & J. T. Kozinski
February 2010, Volume 2010
- 1-13 Synchronization of Dissipative Dynamical Systems Driven by Non-Gaussian Lévy Noises
by Xianming Liu & Jinqiao Duan & Jicheng Liu & Peter E. Kloeden - 1-17 General Decay Stability for Stochastic Functional Differential Equations with Infinite Delay
by Yue Liu & Xuejing Meng & Fuke Wu
January 2009, Volume 2009
- 1-37 Spectral Approximation of Infinite-Dimensional Black-Scholes Equations with Memory
by Mou-Hsiung Chang & Roger K. Youree
March 2009, Volume 2009
- 1-18 Implicit Difference Inequalities Corresponding to First-Order Partial Differential Functional Equations
by Z. Kamont & K. Kropielnicka
December 2009, Volume 2009
- 1-13 A Boundary Value Problem with Multivariables Integral Type Condition for Parabolic Equations
by A. L. Marhoune & F. Lakhal
June 2009, Volume 2009
- 1-11 Modified Iterative Algorithms for Nonexpansive Mappings
by Yonghong Yao & Muhammad Aslam Noor & Syed Tauseef Mohyud-Din - 1-26 On Variant Reflected Backward SDEs, with Applications
by Jin Ma & Yusun Wang
July 2009, Volume 2009
- 1-14 Interloss Time in ð ‘€ / ð ‘€ / 1 / 1 Loss System
by Pierpaolo Ferrante - 1-33 Defaultable Game Options in a Hazard Process Model
by Tomasz R. Bielecki & Stéphane Crépey & Monique Jeanblanc & Marek Rutkowski
September 2009, Volume 2009
April 2009, Volume 2009
- 1-6 Algebraic Polynomials with Random Coefficients with Binomial and Geometric Progressions
by K. Farahmand & M. Sambandham
March 2008, Volume 2008
- 1-6 Integral Averages of Two Generalizations of the Poisson Kernel by Haruki and Rassias
by Serap Bulut - 1-11 Unbounded Solutions of a Boundary Value Problem for Abstract n th-Order Differential Equations on an Infinite Interval
by Zhenbin Liu & Lishan Liu & Yonghong Wu & Jing Zhao - 1-15 Weak Approximation of SDEs by Discrete-Time Processes
by Henryk Zähle - 1-16 On the Lower Classes of Some Mixed Fractional Gaussian Processes with Two Logarithmic Factors
by Charles El-Nouty - 1-26 A Numerical Solution Using an Adaptively Preconditioned Lanczos Method for a Class of Linear Systems Related with the Fractional Poisson Equation
by M. Ilić & I. W. Turner & V. Anh
May 2008, Volume 2008
- 1-8 On Different Classes of Algebraic Polynomials with Random Coefficients
by K. Farahmand & A. Grigorash & B. McGuinness - 1-22 Hölder-Type Inequalities for Norms of Wick Products
by Alberto Lanconelli & Aurel I. Stan
July 2008, Volume 2008
- 1-25 A Fluid Model for a Relay Node in an Ad Hoc Network: Evaluation of Resource Sharing Policies
by Michel Mandjes & Werner Scheinhardt - 1-30 Pricing Participating Products under a Generalized Jump-Diffusion Model
by Tak Kuen Siu & John W. Lau & Hailiang Yang
February 2008, Volume 2008
- 1-17 A Hull and White Formula for a General Stochastic Volatility Jump-Diffusion Model with Applications to the Study of the Short-Time Behavior of the Implied Volatility
by Elisa Alòs & Jorge A. León & Monique Pontier & Josep Vives - 1-34 Asymptotic Analysis of a Loss Model with Trunk Reservation I: Trunks Reserved for Fast Traffic
by John A. Morrison & Charles Knessl
September 2008, Volume 2008
- 1-7 The Packing Measure of the Trajectory of a One-Dimensional Symmetric Cauchy Process
by A. C. Okoroafor - 1-9 On the Optimality of ( ð ‘ , 𠑆 ) Inventory Policies: A Quasivariational Approach
by Lakdere Benkherouf - 1-20 A Time-Series Approach to Non-Self-Financing Hedging in a Discrete-Time Incomplete Market
by N. Josephy & L. Kimball & V. Steblovskaya
April 2008, Volume 2008
- 1-18 Central Limit Theorem of the Smoothed Empirical Distribution Functions for Asymptotically Stationary Absolutely Regular Stochastic Processes
by Echarif Elharfaoui & Michel Harel
December 2008, Volume 2008
- 1-11 Strong Convergence of Viscosity Methods for Continuous Pseudocontractions in Banach Spaces
by Filomena Cianciaruso & Giuseppe Marino & Luigi Muglia & Haiyun Zhou - 1-13 On the Survival Time of a Duplex System: A Sokhotski-Plemelj Problem
by Edmond J. Vanderperre - 1-20 Analysis of MAP/PH(1), PH(2)/2 Queue with Bernoulli Vacations
by B. Krishna Kumar & R. Rukmani & V. Thangaraj
October 2008, Volume 2008
- 1-27 Characterisation of Exponential Convergence to Nonequilibrium Limits for Stochastic Volterra Equations
by John A. D. Appleby & Siobhán Devin & David W. Reynolds
November 2008, Volume 2008
- 1-14 The Distribution of the Interval between Events of a Cox Process with Shot Noise Intensity
by Angelos Dassios & Jiwook Jang - 1-15 A Maximum Principle Approach to Risk Indifference Pricing with Partial Information
by Ta Thi Kieu An & Bernt Øksendal & Frank Proske - 1-17 Fredholm Determinant of an Integral Operator Driven by a Diffusion Process
by Adrian P. C. Lim
January 2007, Volume 2007
- 1-6 Laws of Large Numbers for Asymmetrical Cauchy Random Variables
by André Adler - 1-7 On Zeros of Self-Reciprocal Random Algebraic Polynomials
by K. Farahmand - 1-7 Common Fixed Points of Mappings and Set-Valued Mappings in Symmetric Spaces with Application to Probabilistic Spaces
by M. Aamri & A. Bassou & S. Bennani & D. El Moutawakil - 1-8 On the Lower Bound for the Number of Real Roots of a Random Algebraic Equation
by Takashi Uno - 1-12 Continuous Interpolation of Solution Sets of Lipschitzian Quantum Stochastic Differential Inclusions
by E. O. Ayoola & John O. Adeyeye - 1-14 Hölder Continuity up to the Boundary of Minimizers for Some Integral Functionals with Degenerate Integrands
by S. Bonafede & V. Cataldo & S. D'Asero - 1-23 Comparison of Inventory Systems with Service, Positive Lead-Time, Loss, and Retrial of Customers
by A. Krishnamoorthy & K. P. Jose - 1-25 Hereditary Portfolio Optimization with Taxes and Fixed Plus Proportional Transaction Costs—Part II
by Mou-Hsiung Chang - 1-33 Hereditary Portfolio Optimization with Taxes and Fixed Plus Proportional Transaction Costs—Part I
by Mou-Hsiung Chang
October 2007, Volume 2007
- 1-6 Nonlinear Vector Variational Inequality Problems for η -Pseudomonotone Maps
by A. P. Farajzadeh - 1-19 Jump Telegraph Processes and Financial Markets with Memory
by Nikita Ratanov
August 2007, Volume 2007
- 1-19 A Family of Non-Gaussian Martingales with Gaussian Marginals
by Kais Hamza & Fima C. Klebaner - 1-19 Fluid Limits of Optimally Controlled Queueing Networks
by Guodong Pang & Martin V. Day - 1-26 On a Class of Measure-Dependent Stochastic Evolution Equations Driven by fBm
by Eduardo Hernandez & David N. Keck & Mark A. McKibben
December 2007, Volume 2007
- 1-10 Random Three-Step Iteration Scheme and Common Random Fixed Point of Three Operators
by Somyot Plubtieng & Poom Kumam & Rabian Wangkeeree
May 2007, Volume 2007
- 1-33 On a Class of Forward-Backward Stochastic Differential Systems in Infinite Dimensions
by Giuseppina Guatteri
March 2007, Volume 2007
- 1-14 L p Solutions of BSDEs with Stochastic Lipschitz Condition
by Jiajie Wang & Qikang Ran & Qihong Chen
June 2007, Volume 2007
- 1-9 Some Local Asymptotic Laws for the Cauchy Process on the Line
by A. Chukwuemeka Okoroafor
February 2007, Volume 2007
- 1-12 Monotonicity of Harnack Inequality for Positive Invariant Harmonic Functions
by Yifei Pan & Mei Wang
July 2006, Volume 2006
- 1-8 Existence of solutions of a special class of fuzzy integral equations
by K. Balachandran & K. Kanagarajan - 1-12 Attractivity of nonlinear impulsive delay differential equations
by Zhichun Yang & Daoyi Xu - 1-17 Locally periodic homogenization of reflected diffusion
by Aboubakary Diakhaby & Youssef Ouknine - 1-20 Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching
by Xuerong Mao & Aubrey Truman & Chenggui Yuan - 1-22 Abstract semilinear stochastic Itó-Volterra integrodifferential equations
by David N. Keck & Mark A. McKibben - 1-22 Existence and uniqueness of constrained globally optimal feedback controls in a linear-quadratic framework
by Yashan Xu - 1-27 Optimal contracts in continuous-time models
by Jakša Cvitanić & Xuhu Wan & Jianfeng Zhang
February 2006, Volume 2006
- 1-6 Real zeros of random algebraic polynomials with binomial elements
by A. Nezakati & K. Farahmand - 1-10 Sample-path analysis of the proportional relation and its constant for discrete-time single-server queues
by Fumio Ishizaki & Naoto Miyoshi - 1-16 Exact transient solution of a state-dependent birth-death process
by P. R. Parthasarathy & R. Sudhesh - 1-18 Explicit solutions of some fractional partial differential equations via stable subordinators
by Latifa Debbi - 1-26 Linear filtering of systems with memory and application to finance
by A. Inoue & Y. Nakano & V. Anh - 1-28 Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator
by S. Hamadène & I. Hdhiri
November 2006, Volume 2006
- 1-8 Random fixed points of multivalued inward random operators
by A. R. Khan & A. A. Domlo
May 2006, Volume 2006
- 1-6 A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient
by Nikolaos Halidias & P. E. Kloeden - 1-7 On fuzzy ϕ ψ -continuous multifunction
by M. Alimohammady & M. Roohi - 1-8 Mixed quasi-equilibrium-like problems
by Muhammad Aslam Noor - 1-9 Sensitivity analysis for relaxed cocoercive nonlinear quasivariational inclusions
by Ram U. Verma - 1-13 Invariant densities of random maps have lower bounds on their supports
by Paweł Góra & Abraham Boyarsky & Md Shafiqul Islam - 1-16 Stability of retrial queues with versatile retrial policy
by Tewfik Kernane & Amar Aïssani - 1-17 Viscosity solution of linear regulator quadratic for degenerate diffusions
by Md. Azizul Baten - 1-17 On covariance generating functions and spectral densities of periodically correlated autoregressive processes
by Z. Shishebor & A. R. Nematollahi & A. R. Soltani - 1-18 Operator self-similar processes on Banach spaces
by Mihaela T. Matache & Valentin Matache - 1-19 Bond portfolio's duration and investment term-structure management problem
by Daobai Liu - 1-20 A scalarization technique for computing the power and exponential moments of Gaussian random matrices
by Igor Vladimirov & Bevan Thompson - 1-23 Sumudu transform fundamental properties investigations and applications
by Fethi Bin Muhammed Belgacem & Ahmed Abdullatif Karaballi - 1-23 Solution of a transmission problem for semilinear parabolic-hyperbolic equations by the time-discretization method
by Abdelfatah Bouziani - 1-23 Likely path to extinction in simple branching models with large initial population
by F. C. Klebaner & R. Liptser
April 2006, Volume 2006
- 1-4 Multivalued H -essential maps of acyclic type on Hausdorff topological spaces
by Donal O'Regan - 1-6 Stability of invariant sets of Itô stochastic differential equations with Markovian switching
by Jiaowan Luo - 1-7 Chover-type laws of the iterated logarithm for weighted sums of ρ ∗ -mixing sequences
by Guang-hui Cai - 1-8 A semimartingale characterization of average optimal stationary policies for Markov decision processes
by Quanxin Zhu & Xianping Guo