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Table of Contents for Year 2010
[12 articles]
Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas
, Anatoliy Swishchuk and M. Shafiqul Islam
Volume 2010 (2010), Article ID 347105, 21 pages
A Markov Regime-Switching Marked Point Process for Short-Rate Analysis with Credit Risk
, Tak Kuen Siu
Volume 2010 (2010), Article ID 870516, 18 pages
Stochastic Integration in Abstract Spaces
, J. K. Brooks and J. T. Kozinski
Volume 2010 (2010), Article ID 217372, 7 pages
Portfolio Selection with Jumps under Regime Switching
, Lin Zhao
Volume 2010 (2010), Article ID 697257, 22 pages
Stochastic Navier-Stokes Equations with Artificial Compressibility in Random Durations
, Hong Yin
Volume 2010 (2010), Article ID 730492, 24 pages
Optimal Control with Partial Information for Stochastic Volterra Equations
, Bernt øksendal and Tusheng Zhang
Volume 2010 (2010), Article ID 329185, 25 pages
Level Sets of Random Fields and Applications: Specular Points and Wave Crests
, Esteban Flores and José R. León R
Volume 2010 (2010), Article ID 621038, 22 pages
Random Trigonometric Polynomials with Nonidentically Distributed Coefficients
, K. Farahmand and T. Li
Volume 2010 (2010), Article ID 931565, 10 pages
The Rothe's Method to a Parabolic Integrodifferential Equation with a Nonclassical Boundary Conditions
, Abdelfatah Bouziani and Rachid Mechri
Volume 2010 (2010), Article ID 519684, 16 pages
Optimal Portfolios in Lévy Markets under State-Dependent Bounded Utility Functions
, José E. Figueroa-López and Jin Ma
Volume 2010 (2010), Article ID 236587, 27 pages
Synchronization of Dissipative Dynamical Systems Driven by Non-Gaussian Lévy Noises
, Xianming Liu, Jinqiao Duan, Jicheng Liu, and Peter E. Kloeden
Volume 2010 (2010), Article ID 502803, 13 pages
General Decay Stability for Stochastic Functional Differential Equations with Infinite Delay
, Yue Liu, Xuejing Meng, and Fuke Wu
Volume 2010 (2010), Article ID 875908, 17 pages