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International Journal of Stochastic Analysis

ISSN: 2090--3332
Publisher: Hindawi Publishing Corporation


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Online Stochastic Convergence Analysis of the Kalman Filter

Author(s): Matthew B. Rhudy | Yu Gu
Volume: 2013
Year: 2013
A Stochastic Diffusion Process for the Dirichlet Distribution

Author(s): J. Bakosi | J. R. Ristorcelli
Volume: 2013
Year: 2013
Time Reversal of Volterra Processes Driven Stochastic Differential Equations

Author(s): L. Decreusefond
Volume: 2013
Year: 2013
Asymptotic Behavior of Densities for Stochastic Functional Differential Equations

Author(s): Akihiro Kitagawa | Atsushi Takeuchi
Volume: 2013
Year: 2013
Optimal Geometric Mean Returns of Stocks and Their Options

Author(s): Guoyi Zhang
Volume: 2012
Year: 2012
Birth and Death Processes with Neutral Mutations

Author(s): Nicolas Champagnat | Amaury Lambert | Mathieu Richard
Volume: 2012
Year: 2012
A Decomposable Branching Process in a Markovian Environment

Author(s): Vladimir Vatutin | Elena Dyakonova | Peter Jagers | Serik Sagitov
Volume: 2012
Year: 2012
A Feedback Retrial Queueing System with Two Types of Batch Arrivals

Author(s): R. Kalyanaraman
Volume: 2012
Year: 2012
Hypothesis Testing in a Fractional Ornstein-Uhlenbeck Model

Author(s): Michael Moers
Volume: 2012
Year: 2012
Asymptotic Normality of a Hurst Parameter Estimator Based on the Modified Allan Variance

Author(s): Alessandra Bianchi | Massimo Campanino | Irene Crimaldi
Volume: 2012
Year: 2012
Survival Exponents for Some Gaussian Processes

Author(s): G. Molchan
Volume: 2012
Year: 2012
Stochastic Methodology for the Study of an Epidemic Decay Phase, Based on a Branching Model

Author(s): Sophie Pénisson | Christine Jacob
Volume: 2012
Year: 2012
Generalized Fractional Master Equation for Self-Similar Stochastic Processes Modelling Anomalous Diffusion

Author(s): Gianni Pagnini | Antonio Mura | Francesco Mainardi
Volume: 2012
Year: 2012
Relations between Stochastic and Partial Differential Equations in Hilbert Spaces

Author(s): I. V. Melnikova | V. S. Parfenenkova
Volume: 2012
Year: 2012
General LQG Homing Problems in One Dimension

Author(s): Mario Lefebvre | Foued Zitouni
Volume: 2012
Year: 2012
Consistent Price Systems in Multiasset Markets

Author(s): Florian Maris | Hasanjan Sayit
Volume: 2012
Year: 2012
An M/M/2 Queueing System with Heterogeneous Servers Including One with Working Vacation

Author(s): A. Krishnamoorthy | C. Sreenivasan
Volume: 2012
Year: 2012
A Dependent Hidden Markov Model of Credit Quality

Author(s): Małgorzata Wiktoria Korolkiewicz
Volume: 2012
Year: 2012
Multiresolution Hilbert Approach to Multidimensional Gauss-Markov Processes

Author(s): Thibaud Taillefumier | Jonathan Touboul
Volume: 2011
Year: 2011
Pricing Variance Swaps for Stochastic Volatilities with Delay and Jumps

Author(s): Anatoliy Swishchuk | Li Xu
Volume: 2011
Year: 2011
Study of Thermodynamically Inspired Quantities for Both Thermal and External Colored Non-Gaussian Noises Driven Dynamical System

Author(s): Monoj Kumar Sen | Alendu Baura | Bidhan Chandra Bag
Volume: 2011
Year: 2011
Weather Derivatives and Stochastic Modelling of Temperature

Author(s): Fred Espen Benth | Jūratė Šaltytė Benth
Volume: 2011
Year: 2011
Regime-Switching Risk: To Price or Not to Price?

Author(s): Tak Kuen Siu
Volume: 2011
Year: 2011
Optimal Harvesting When the Exchange Rate Is a Semimartingale

Author(s): E. R. Offen | E. M. Lungu
Volume: 2011
Year: 2011
Existence Results for Stochastic Semilinear Differential Inclusions with Nonlocal Conditions

Author(s): A. Vinodkumar | A. Boucherif
Volume: 2011
Year: 2011
Optimal Selling of an Asset under Incomplete Information

Author(s): Erik Ekström | Bing Lu
Volume: 2011
Year: 2011
Stochastic Integration in Abstract Spaces

Author(s): J. K. Brooks | J. T. Kozinski
Volume: 2010
Year: 2010
Level Sets of Random Fields and Applications: Specular Points and Wave Crests

Author(s): Esteban Flores | José R. León R
Volume: 2010
Year: 2010
Random Trigonometric Polynomials with Nonidentically Distributed Coefficients

Author(s): K. Farahmand | T. Li
Volume: 2010
Year: 2010
Synchronization of Dissipative Dynamical Systems Driven by Non-Gaussian Lévy Noises

Author(s): Xianming Liu | Jinqiao Duan | Jicheng Liu | Peter E. Kloeden
Volume: 2010
Year: 2010
Optimal Portfolios in Lévy Markets under State-Dependent Bounded Utility Functions

Author(s): José E. Figueroa-López | Jin Ma
Volume: 2010
Year: 2010
First Passage Time Moments of Jump-Diffusions with Markovian Switching

Author(s): Jun Peng | Zaiming Liu
Volume: 2011
Year: 2011
Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas

Author(s): Anatoliy Swishchuk | M. Shafiqul Islam
Volume: 2010
Year: 2010
Portfolio Selection with Jumps under Regime Switching

Author(s): Lin Zhao
Volume: 2010
Year: 2010
Optimal Control with Partial Information for Stochastic Volterra Equations

Author(s): Bernt øksendal | Tusheng Zhang
Volume: 2010
Year: 2010
General Decay Stability for Stochastic Functional Differential Equations with Infinite Delay

Author(s): Yue Liu | Xuejing Meng | Fuke Wu
Volume: 2010
Year: 2010
Maximizing the Mean Exit Time of a Brownian Motion from an Interval

Author(s): Mario Lefebvre
Volume: 2011
Year: 2011
A Stochastic Analysis of Hard Disk Drives

Author(s): Field Cady | Yi Zhuang | Mor Harchol-Balter
Volume: 2011
Year: 2011
The Rothe's Method to a Parabolic Integrodifferential Equation with a Nonclassical Boundary Conditions

Author(s): Abdelfatah Bouziani | Rachid Mechri
Volume: 2010
Year: 2010
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