International Journal of Stochastic Analysis - oalib

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International Journal of Stochastic Analysis

ISSN Print: 1048-9533

ISSN Online:

主页: http://www.hindawi.com/journals/ijsa/

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The Relationship between the Stochastic Maximum Principle and the Dynamic Programming in Singular Control of Jump Diffusions

Farid Chighoub,Brahim Mezerdi

Time Reversal of Volterra Processes Driven Stochastic Differential Equations

L. Decreusefond

Sharp Large Deviation for the Energy of -Brownian Bridge

Shoujiang Zhao,Qiaojing Liu,Fuxiang Liu,Hong Yin

Measure-Dependent Stochastic Nonlinear Beam Equations Driven by Fractional Brownian Motion

Mark A. McKibben

Foundations of the Theory of Semilinear Stochastic Partial Differential Equations

Stefan Tappe

Some Limit Properties of the Harmonic Mean of Transition Probabilities for Markov Chains in Markovian Environments Indexed by Cayley's Trees

Huilin Huang

Analysis of Queue-Length Dependent Vacations and P-Limited Service in BMAP/G/1/N Systems: Stationary Distributions and Optimal Control

A. D. Banik

Online Stochastic Convergence Analysis of the Kalman Filter

Matthew B. Rhudy,Yu Gu

Stability Analysis of a Stochastic SIR Epidemic Model with Specific Nonlinear Incidence Rate

Jihad Adnani,Khalid Hattaf,Noura Yousfi

A Stochastic Diffusion Process for the Dirichlet Distribution

J. Bakosi,J. R. Ristorcelli

The LMI Approach for Stabilizing of Linear Stochastic Systems

Ivan Ivanov

Risk of Infectious Disease Outbreaks by Imported Cases with Application to the European Football Championship 2012

Attila Dénes,Péter Kevei,Hiroshi Nishiura,Gergely R？st

Filtering for Discrete-Time Stochastic Systems with Nonlinear Sensor and Time-Varying Delay

Mingang Hua,Pei Cheng,Juntao Fei,Jianyong Zhang,Junfeng Chen

The It？ Integral with respect to an Infinite Dimensional Lévy Process: A Series Approach

Stefan Tappe

The BALM Copula

Boyan Dimitrov,Nikolai Kolev

Modeling Neutral Evolution Using an Infinite-Allele Markov Branching Process

Xiaowei Wu,Marek Kimmel

Simulating the Emergence of Mutations and Their Subsequent Evolution in an Age-Structured Stochastic Self-Regulating Process with Two Sexes

Charles J. Mode,Candace K. Sleeman,Towfique Raj

Asymptotic Behavior of Densities for Stochastic Functional Differential Equations

Akihiro Kitagawa,Atsushi Takeuchi

Applications of Stochastic Processes in Biology and Medicine

Charles J. Mode,Rick Durrett,Fima Klebaner,Peter Olofsson

On Stochastic Equations with Measurable Coefficients Driven by Symmetric Stable Processes

V. P. Kurenok

The First Passage Time and the Dividend Value Function for One-Dimensional Diffusion Processes between Two Reflecting Barriers

Chuancun Yin,Huiqing Wang

Asymptotic Stability of Semi-Markov Modulated Jump Diffusions

Amogh Deshpande

Necessary Conditions for Optimal Control of Forward-Backward Stochastic Systems with Random Jumps

Jingtao Shi

Asymptotic Normality of a Hurst Parameter Estimator Based on the Modified Allan Variance

Alessandra Bianchi,Massimo Campanino,Irene Crimaldi

Generalized Fractional Master Equation for Self-Similar Stochastic Processes Modelling Anomalous Diffusion

Gianni Pagnini,Antonio Mura,Francesco Mainardi

Relations between Stochastic and Partial Differential Equations in Hilbert Spaces

I. V. Melnikova,V. S. Parfenenkova

Hypothesis Testing in a Fractional Ornstein-Uhlenbeck Model

Michael Moers

Survival Exponents for Some Gaussian Processes

G. Molchan

Bayes' Model of the Best-Choice Problem with Disorder

Vladimir Mazalov,Evgeny Ivashko

Consistent Price Systems in Multiasset Markets

Florian Maris,Hasanjan Sayit

A Dependent Hidden Markov Model of Credit Quality

Ma？gorzata Wiktoria Korolkiewicz

General LQG Homing Problems in One Dimension

Mario Lefebvre,Foued Zitouni

Application of Stochastic Sensitivity Analysis to Integrated Force Method

X. F. Wei,S. N. Patnaik

An M/M/2 Queueing System with Heterogeneous Servers Including One with Working Vacation

A. Krishnamoorthy,C. Sreenivasan

Birth and Death Processes with Neutral Mutations

Nicolas Champagnat,Amaury Lambert,Mathieu Richard

Probabilistic Solution of the General Robin Boundary Value Problem on Arbitrary Domains

Khalid Akhlil

Some Refinements of Existence Results for SPDEs Driven by Wiener Processes and Poisson Random Measures

Stefan Tappe

Optimal Geometric Mean Returns of Stocks and Their Options

Guoyi Zhang

A Feedback Retrial Queueing System with Two Types of Batch Arrivals

R. Kalyanaraman

A Stability Result for Stochastic Differential Equations Driven by Fractional Brownian Motions

Bruno Saussereau

Stochastic Methodology for the Study of an Epidemic Decay Phase, Based on a Branching Model

Sophie Pénisson,Christine Jacob

Performance Analysis of Production Systems with Correlated Demand via Diffusion Approximations

Yingdong Lu

A Decomposable Branching Process in a Markovian Environment

Vladimir Vatutin,Elena Dyakonova,Peter Jagers,Serik Sagitov

A Stochastic Two Species Competition Model: Nonequilibrium Fluctuation and Stability

G. P. Samanta

Pricing Variance Swaps for Stochastic Volatilities with Delay and Jumps

Anatoliy Swishchuk,Li Xu

Optimal Harvesting When the Exchange Rate Is a Semimartingale

E. R. Offen,E. M. Lungu

Nonconservative Diffusions on with Killing and Branching: Applications to Wright-Fisher Models with or without Selection

Thierry E. Huillet

First Passage Time Moments of Jump-Diffusions with Markovian Switching

Jun Peng,Zaiming Liu

A Class of Bridges of Iterated Integrals of Brownian Motion Related to Various Boundary Value Problems Involving the One-Dimensional Polyharmonic Operator

Aimé Lachal

Regime-Switching Risk: To Price or Not to Price?

Tak Kuen Siu

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