Online Stochastic Convergence Analysis of the Kalman Filter
Author(s): Matthew B. Rhudy | Yu Gu
Volume: 2013
Year: 2013
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
Author(s): J. Bakosi | J. R. Ristorcelli Volume: 2013 Year: 2013
Asymptotic Behavior of Densities for Stochastic Functional Differential Equations
Author(s): Akihiro Kitagawa | Atsushi Takeuchi
Volume: 2013
Year: 2013
Author(s): Akihiro Kitagawa | Atsushi Takeuchi Volume: 2013 Year: 2013
Analysis of Queue-Length Dependent Vacations and P-Limited Service in BMAP/G/1/N Systems: Stationary Distributions and Optimal Control
Author(s): A. D. Banik
Volume: 2013
Year: 2013
Author(s): A. D. Banik Volume: 2013 Year: 2013
Simulating the Emergence of Mutations and Their Subsequent Evolution in an Age-Structured Stochastic Self-Regulating Process with Two Sexes
Author(s): Charles J. Mode | Candace K. Sleeman | Towfique Raj
Volume: 2013
Year: 2013
Author(s): Charles J. Mode | Candace K. Sleeman | Towfique Raj Volume: 2013 Year: 2013
Time Reversal of Volterra Processes Driven Stochastic Differential Equations
Author(s): L. Decreusefond
Volume: 2013
Year: 2013
Author(s): L. Decreusefond Volume: 2013 Year: 2013
Hypothesis Testing in a Fractional Ornstein-Uhlenbeck Model
Author(s): Michael Moers
Volume: 2012
Year: 2012
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
Author(s): Alessandra Bianchi | Massimo Campanino | Irene Crimaldi Volume: 2012 Year: 2012
Consistent Price Systems in Multiasset Markets
Author(s): Florian Maris | Hasanjan Sayit
Volume: 2012
Year: 2012
Author(s): Florian Maris | Hasanjan Sayit Volume: 2012 Year: 2012
Optimal Geometric Mean Returns of Stocks and Their Options
Author(s): Guoyi Zhang
Volume: 2012
Year: 2012
Author(s): Guoyi Zhang 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
Author(s): Gianni Pagnini | Antonio Mura | Francesco Mainardi Volume: 2012 Year: 2012
A Stability Result for Stochastic Differential Equations Driven by Fractional Brownian Motions
Author(s): Bruno Saussereau
Volume: 2012
Year: 2012
Author(s): Bruno Saussereau 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
Author(s): Sophie Pénisson | Christine Jacob 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
Author(s): A. Krishnamoorthy | C. Sreenivasan Volume: 2012 Year: 2012
On Stochastic Equations with Measurable Coefficients Driven by Symmetric Stable Processes
Author(s): V. P. Kurenok
Volume: 2012
Year: 2012
Author(s): V. P. Kurenok Volume: 2012 Year: 2012
Some Refinements of Existence Results for SPDEs Driven by Wiener Processes and Poisson Random Measures
Author(s): Stefan Tappe
Volume: 2012
Year: 2012
Author(s): Stefan Tappe Volume: 2012 Year: 2012
A Feedback Retrial Queueing System with Two Types of Batch Arrivals
Author(s): R. Kalyanaraman
Volume: 2012
Year: 2012
Author(s): R. Kalyanaraman Volume: 2012 Year: 2012
Performance Analysis of Production Systems with Correlated Demand via Diffusion Approximations
Author(s): Yingdong Lu
Volume: 2012
Year: 2012
Author(s): Yingdong Lu Volume: 2012 Year: 2012
Probabilistic Solution of the General Robin Boundary Value Problem on Arbitrary Domains
Author(s): Khalid Akhlil
Volume: 2012
Year: 2012
Author(s): Khalid Akhlil 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
Author(s): Vladimir Vatutin | Elena Dyakonova | Peter Jagers | Serik Sagitov Volume: 2012 Year: 2012
Birth and Death Processes with Neutral Mutations
Author(s): Nicolas Champagnat | Amaury Lambert | Mathieu Richard
Volume: 2012
Year: 2012
Author(s): Nicolas Champagnat | Amaury Lambert | Mathieu Richard Volume: 2012 Year: 2012
The First Passage Time and the Dividend Value Function for One-Dimensional Diffusion Processes between Two Reflecting Barriers
Author(s): Chuancun Yin | Huiqing Wang
Volume: 2012
Year: 2012
Author(s): Chuancun Yin | Huiqing Wang 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
Author(s): I. V. Melnikova | V. S. Parfenenkova Volume: 2012 Year: 2012
Necessary Conditions for Optimal Control of Forward-Backward Stochastic Systems with Random Jumps
Author(s): Jingtao Shi
Volume: 2012
Year: 2012
Author(s): Jingtao Shi Volume: 2012 Year: 2012
A Dependent Hidden Markov Model of Credit Quality
Author(s): Małgorzata Wiktoria Korolkiewicz
Volume: 2012
Year: 2012
Author(s): Małgorzata Wiktoria Korolkiewicz Volume: 2012 Year: 2012
General LQG Homing Problems in One Dimension
Author(s): Mario Lefebvre | Foued Zitouni
Volume: 2012
Year: 2012
Author(s): Mario Lefebvre | Foued Zitouni Volume: 2012 Year: 2012
First Passage Time Moments of Jump-Diffusions with Markovian Switching
Author(s): Jun Peng | Zaiming Liu
Volume: 2011
Year: 2011
Author(s): Jun Peng | Zaiming Liu Volume: 2011 Year: 2011
A Stochastic Analysis of Hard Disk Drives
Author(s): Field Cady | Yi Zhuang | Mor Harchol-Balter
Volume: 2011
Year: 2011
Author(s): Field Cady | Yi Zhuang | Mor Harchol-Balter Volume: 2011 Year: 2011
Pricing Variance Swaps for Stochastic Volatilities with Delay and Jumps
Author(s): Anatoliy Swishchuk | Li Xu
Volume: 2011
Year: 2011
Author(s): Anatoliy Swishchuk | Li Xu Volume: 2011 Year: 2011
Large Deviations for Stochastic Differential Equations on Sd Associated with the Critical Sobolev Brownian Vector Fields
Author(s): Qinghua Wang
Volume: 2011
Year: 2011
Author(s): Qinghua Wang 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
Author(s): E. R. Offen | E. M. Lungu Volume: 2011 Year: 2011
Multiresolution Hilbert Approach to Multidimensional Gauss-Markov Processes
Author(s): Thibaud Taillefumier | Jonathan Touboul
Volume: 2011
Year: 2011
Author(s): Thibaud Taillefumier | Jonathan Touboul Volume: 2011 Year: 2011
The Cauchy-Dirichlet Problem for a Class of Linear Parabolic Differential Equations with Unbounded Coefficients in an Unbounded Domain
Author(s): Gerardo Rubio
Volume: 2011
Year: 2011
Author(s): Gerardo Rubio Volume: 2011 Year: 2011
A Stochastic Two Species Competition Model: Nonequilibrium Fluctuation and Stability
Author(s): G. P. Samanta
Volume: 2011
Year: 2011
Author(s): G. P. Samanta Volume: 2011 Year: 2011
Weather Derivatives and Stochastic Modelling of Temperature
Author(s): Fred Espen Benth | Jūratė Šaltytė Benth
Volume: 2011
Year: 2011
Author(s): Fred Espen Benth | Jūratė Šaltytė Benth Volume: 2011 Year: 2011
Existence Results for Stochastic Semilinear Differential Inclusions with Nonlocal Conditions
Author(s): A. Vinodkumar | A. Boucherif
Volume: 2011
Year: 2011
Author(s): A. Vinodkumar | A. Boucherif 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
Author(s): Monoj Kumar Sen | Alendu Baura | Bidhan Chandra Bag Volume: 2011 Year: 2011
Maximizing the Mean Exit Time of a Brownian Motion from an Interval
Author(s): Mario Lefebvre
Volume: 2011
Year: 2011
Author(s): Mario Lefebvre Volume: 2011 Year: 2011
Asymptotics of Negative Exponential Moments for Annealed Brownian Motion in a Renormalized Poisson Potential
Author(s): Xia Chen | Alexey Kulik
Volume: 2011
Year: 2011
Author(s): Xia Chen | Alexey Kulik Volume: 2011 Year: 2011
Nonconservative Diffusions on [0,1] with Killing and Branching: Applications to Wright-Fisher Models with or without Selection
Author(s): Thierry E. Huillet
Volume: 2011
Year: 2011
Author(s): Thierry E. Huillet Volume: 2011 Year: 2011
Optimal Selling of an Asset under Incomplete Information
Author(s): Erik Ekström | Bing Lu
Volume: 2011
Year: 2011
Author(s): Erik Ekström | Bing Lu Volume: 2011 Year: 2011
A Class of Bridges of Iterated Integrals of Brownian Motion Related to Various Boundary Value Problems Involving the One-Dimensional Polyharmonic Operator
Author(s): Aimé Lachal
Volume: 2011
Year: 2011
Author(s): Aimé Lachal Volume: 2011 Year: 2011
Mild Solutions of Neutral Stochastic Partial Functional Differential Equations
Author(s): T. E. Govindan
Volume: 2011
Year: 2011
Author(s): T. E. Govindan Volume: 2011 Year: 2011
Control of Dams Using Pλ,τM Policies When the Input Process Is a Nonnegative Lévy Process
Author(s): Mohamed Abdel-Hameed
Volume: 2011
Year: 2011
Author(s): Mohamed Abdel-Hameed Volume: 2011 Year: 2011
A Markov Regime-Switching Marked Point Process for Short-Rate Analysis with Credit Risk
Author(s): Tak Kuen Siu
Volume: 2010
Year: 2010
Author(s): Tak Kuen Siu Volume: 2010 Year: 2010
Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas
Author(s): Anatoliy Swishchuk | M. Shafiqul Islam
Volume: 2010
Year: 2010
Author(s): Anatoliy Swishchuk | M. Shafiqul Islam 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
Author(s): José E. Figueroa-López | Jin Ma Volume: 2010 Year: 2010