Table of Contents for Year 2011 [23 articles]

• Multiresolution Hilbert Approach to Multidimensional Gauss-Markov Processes, Thibaud Taillefumier and Jonathan Touboul
  Volume 2011 (2011), Article ID 247329, 89 pages
• Optimal Harvesting When the Exchange Rate Is a Semimartingale, E. R. Offen and E. M. Lungu
  Volume 2011 (2011), Article ID 942478, 19 pages
• Large Deviations for Stochastic Differential Equations on Associated with the Critical Sobolev Brownian Vector Fields, Qinghua Wang
  Volume 2011 (2011), Article ID 840908, 19 pages
• Regime-Switching Risk: To Price or Not to Price?, Tak Kuen Siu
  Volume 2011 (2011), Article ID 843246, 14 pages
• Optimal Selling of an Asset under Incomplete Information, Erik Ekström and Bing Lu
  Volume 2011 (2011), Article ID 543590, 17 pages
• A Class of Bridges of Iterated Integrals of Brownian Motion Related to Various Boundary Value Problems Involving the One-Dimensional Polyharmonic Operator, Aimé Lachal
  Volume 2011 (2011), Article ID 762486, 32 pages
• Existence Results for Stochastic Semilinear Differential Inclusions with Nonlocal Conditions, A. Vinodkumar and A. Boucherif
  Volume 2011 (2011), Article ID 784638, 17 pages
• Control of Dams Using Policies When the Input Process Is a Nonnegative L\primoslcurlybercurlybvy Process, Mohamed Abdel-Hameed
  Volume 2011 (2011), Article ID 916952, 17 pages
• Mild Solutions of Neutral Stochastic Partial Functional Differential Equations, T. E. Govindan
  Volume 2011 (2011), Article ID 186206, 13 pages
• Yule-Walker Estimation for the Moving-Average Model, Chrysoula Dimitriou-Fakalou
  Volume 2011 (2011), Article ID 151823, 20 pages
• Blackwell Spaces and -Approximations of Markov Chains, Giacomo Aletti and Diane Saada
  Volume 2011 (2011), Article ID 801303, 23 pages
• Impulse Control of Proportional Reinsurance with Constraints, Hui Meng and Tak Kuen Siu
  Volume 2011 (2011), Article ID 190603, 13 pages
• Nonconservative Diffusions on with Killing and Branching: Applications to Wright-Fisher Models with or without Selection, Thierry E. Huillet
  Volume 2011 (2011), Article ID 605068, 37 pages
• Weather Derivatives and Stochastic Modelling of Temperature, Fred Espen Benth and Jūratė Šaltytė Benth
  Volume 2011 (2011), Article ID 576791, 21 pages
• Study of Thermodynamically Inspired Quantities for Both Thermal and External Colored Non-Gaussian Noises Driven Dynamical System, Monoj Kumar Sen, Alendu Baura, and Bidhan Chandra Bag
  Volume 2011 (2011), Article ID 721352, 25 pages
• Asymptotics of Negative Exponential Moments for Annealed Brownian Motion in a Renormalized Poisson Potential, Xia Chen and Alexey Kulik
  Volume 2011 (2011), Article ID 803683, 43 pages
• The Cauchy-Dirichlet Problem for a Class of Linear Parabolic Differential Equations with Unbounded Coefficients in an Unbounded Domain, Gerardo Rubio
  Volume 2011 (2011), Article ID 469806, 35 pages
• Pricing Variance Swaps for Stochastic Volatilities with Delay and Jumps, Anatoliy Swishchuk and Li Xu
  Volume 2011 (2011), Article ID 435145, 27 pages
• A Stochastic Analysis of Hard Disk Drives, Field Cady, Yi Zhuang, and Mor Harchol-Balter
  Volume 2011 (2011), Article ID 390548, 21 pages
• Maximizing the Mean Exit Time of a Brownian Motion from an Interval, Mario Lefebvre
  Volume 2011 (2011), Article ID 296259, 5 pages
• A Stochastic Two Species Competition Model: Nonequilibrium Fluctuation and Stability, G. P. Samanta
  Volume 2011 (2011), Article ID 489386, 7 pages
• A-Weibull Counting Process through a Fractional Differential Operator, Kunnummal Muralidharan and Seema S. Nair
  Volume 2011 (2011), Article ID 797656, 14 pages
• First Passage Time Moments of Jump-Diffusions with Markovian Switching, Jun Peng and Zaiming Liu
  Volume 2011 (2011), Article ID 501360, 11 pages