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