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Citations to this Journal [2,016 citations: 101–200 of 1,757 articles]

Articles published in International Journal of Stochastic Analysis have been cited 2,016 times. The following is a list of the 1,757 articles that have cited the articles published in International Journal of Stochastic Analysis.

  • Javad Balooee, “General Nonlinear Random Set-Valued Variational Inclusion Problems With Random Fuzzy Mappings In Banach Spaces,” Communications of the Korean Mathematical Society, vol. 28, no. 2, pp. 243–267, 2013. View at Publisher · View at Google Scholar
  • Michel Harel, and Fy Mamenosoa Ravelomanantsoa, “Comportement asymptotique de lʼestimateur non paramétrique de la fonction de renouvellement associée à des variables aléatoires positives indépendantes et non stationnaires,” Comptes Rendus Mathematique, 2013. View at Publisher · View at Google Scholar
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  • Abdur Raheem, and Dhirendra Bahuguna, “A Study of Delay Integrodifferential Parabolic Problems,” Differential Equations and Dynamical Systems, 2013. View at Publisher · View at Google Scholar
  • Pradeep Kumar, Dwijendra N. Pandey, and D. Bahuguna, “Approximations of Solutions to a Fractional Differential Equation with a Deviating Argument,” Differential Equations and Dynamical Systems, 2013. View at Publisher · View at Google Scholar
  • Georgios T. Kossioris, and Georgios E. Zouraris, “Finite element approximations for a linear Cahn-Hilliard-Cook equation driven by the space derivative of a space-time white noise,” Discrete and Continuous Dynamical Systems - Series B, vol. 18, no. 7, pp. 1845–1872, 2013. View at Publisher · View at Google Scholar
  • Gani Tr. Stamov, and Ivanka M. Stamova, “Almost periodic solutions for impulsive fractional differential equations,” Dynamical Systems, pp. 1–14, 2013. View at Publisher · View at Google Scholar
  • Yang Shen, and Tak Kuen Siu, “Pricing bond options under a Markovian regime-switching Hull–White model,” Economic Modelling, vol. 30, pp. 933–940, 2013. View at Publisher · View at Google Scholar
  • Stefan Tappe, “The Yamada-Watanabe theorem for mild solutions to stochastic partial differ ential equations,” Electronic Communications in Probability, vol. 18, pp. 1–13, 2013. View at Publisher · View at Google Scholar
  • Andreas Löpker, and Zbigniew Palmowski, “On time reversal of piecewise deterministic Markov processes,” Electronic Journal of Probability, vol. 18, 2013. View at Publisher · View at Google Scholar
  • Che Mohd Imran Che Taib, “On the speed towards the mean for continuous time autoregressive moving ave rage processes with applications to energy markets,” Energy Economics, vol. 40, pp. 259–268, 2013. View at Publisher · View at Google Scholar
  • A. Lorton, M. Fouladirad, and A. Grall, “A methodology for probabilistic model-based prognosis,” European Journal of Operational Research, vol. 225, no. 3, pp. 443–454, 2013. View at Publisher · View at Google Scholar
  • Areerat Arunchai, and Somyot Plubtieng, “Random fixed point theorem of Krasnoselskii type for the sum of two operators,” Fixed Point Theory and Applications, vol. 2013, no. 1, pp. 142, 2013. View at Publisher · View at Google Scholar
  • Gianni Pagnini, “The M-Wright function as a generalization of the Gaussian density for fractional diffusion processes,” Fractional Calculus and Applied Analysis, vol. 16, no. 2, pp. 436–453, 2013. View at Publisher · View at Google Scholar
  • Charles J. Mode, Candace K. Sleeman, and Towfique Raj, “On the inclusion of self regulating branching processes in the working paradigm of evolutionary and population genetics,” Frontiers in Genetics, vol. 4, 2013. View at Publisher · View at Google Scholar
  • Alexandru Mihai Bica, “One-sided fuzzy numbers and applications to integral equations from epidemiology,” Fuzzy Sets and Systems, vol. 219, pp. 27–48, 2013. View at Publisher · View at Google Scholar
  • Björn Sprungk, and K. Gerald van den Boogaart, “Stochastic differential equations with fuzzy drift and diffusion,” Fuzzy Sets and Systems, 2013. View at Publisher · View at Google Scholar
  • Alexandru Mihai Bica, and Constantin Popescu, “Approximating the solution of nonlinear Hammerstein fuzzy integral equations,” Fuzzy Sets and Systems, 2013. View at Publisher · View at Google Scholar
  • Monica Patriche, “Bayesian abstract fuzzy economies, random quasi-variational inequalities with random fuzzy mappings and random fixed point theorems,” Fuzzy Sets and Systems, 2013. View at Publisher · View at Google Scholar
  • Leslie Murray, Héctor Cancela, and Gerardo Rubino, “A splitting algorithm for network reliability estimation,” IIE Transactions, vol. 45, no. 2, pp. 177–189, 2013. View at Publisher · View at Google Scholar
  • Norma B. Lozada-Castillo, Hussain Alazki, and Alexander S. Poznyak, “Robust control design through the attractive ellipsoid technique for a class of linear stochastic models with multiplicative and additive noises,” IMA Journal of Mathematical Control and Information, vol. 30, no. 1, pp. 1–19, 2013. View at Publisher · View at Google Scholar
  • Zdzislaw Brzeźniak, Erich Carelli, and Andreas Prohl, “Finite-element-based discretizations of the incompressible Navier-Stokes equations with multiplicative random forcing,” IMA Journal of Numerical Analysis, vol. 33, no. 3, pp. 771–824, 2013. View at Publisher · View at Google Scholar
  • Alberto Lanconelli, and Aurel I. Stan, “A Hölder Inequality For Norms Of Poissonian Wick Products,” Infinite Dimensional Analysis, Quantum Probability and Related Topics, vol. 16, no. 03, pp. 1350022, 2013. View at Publisher · View at Google Scholar
  • Alexandru Mihai Bica, and Constantin Popescu, “Numerical solutions of the nonlinear fuzzy Hammerstein–Volterra delay integral equations,” Information Sciences, vol. 223, pp. 236–255, 2013. View at Publisher · View at Google Scholar
  • Josef Šlapal, “Graphs with a path partition for structuring digital spaces,” Information Sciences, vol. 233, pp. 305–312, 2013. View at Publisher · View at Google Scholar
  • Yang Shen, “Stochastic differential game, Esscher transform and general equilibrium und er a Markovian regime-switching Levy model,” Insurance Mathematics & Economics, vol. 53, no. 3, pp. 757–768, 2013. View at Publisher · View at Google Scholar
  • Hui Meng, Tak Kuen Siu, and Hailiang Yang, “Optimal dividends with debts and nonlinear insurance risk processes,” Insurance: Mathematics and Economics, vol. 53, no. 1, pp. 110–121, 2013. View at Publisher · View at Google Scholar
  • R. A. Rashwan, P. K. Jhade, and Dhekra Mohammed Al-Baqeri, “On Common Random Fixed Points of a New Iteration with Errors for Nonself Asymptotically Quasi-Nonexpansive Type Random Mappings,” International Journal of Analysis, vol. 2013, pp. 1–10, 2013. View at Publisher · View at Google Scholar
  • Taki-Eddine Oussaeif, and Abdelfatah Bouziani, “Mixed Problem with an Integral Two-Space-Variables Condition for a Class of Hyperbolic Equations,” International Journal of Analysis, vol. 2013, pp. 1–8, 2013. View at Publisher · View at Google Scholar
  • Haydar Akça, Jamal Benbourenane, and Valéry Covachev, “Existence Theorem for Semilinear Impulsive Functional Differential Equations with Nonlocal Conditions,” International Journal of Applied Physics and Mathematics, pp. 182–187, 2013. View at Publisher · View at Google Scholar
  • Junfei Zhang, and Shoumei Li, “Maximal (Minimal) Conditional Expectation and European Option Pricing with Ambiguous Return Rate and Volatility,” International Journal of Approximate Reasoning, vol. 54, no. 3, pp. 393–403, 2013. View at Publisher · View at Google Scholar
  • Md Shafiqul Islam, “Invariant Measures For Random Maps Via Interpolation,” International Journal of Bifurcation and Chaos, vol. 23, no. 02, pp. 1350025, 2013. View at Publisher · View at Google Scholar
  • Xiang-Tuan Xiong, and Yan Li, “Method Of Fundamental Solution For An Inverse Heat Conduction Problem With Variable Coefficients,” International Journal of Computational Methods, vol. 10, no. 2, 2013. View at Publisher · View at Google Scholar
  • Josef Šlapal, “ A Jordan curve theorem with respect to a pretopology on ℤ 2 ,” International Journal of Computer Mathematics, pp. 1–11, 2013. View at Publisher · View at Google Scholar
  • Xianlong Fu, Jianhai Lu, and Yuncheng You, “Approximate controllability of semilinear neutral evolution systems with delay,” International Journal of Control, pp. 1–17, 2013. View at Publisher · View at Google Scholar
  • Mokhtar Hafayed, “A mean-field maximum principle for optimal control of forward–backward stochastic differential equations with Poisson jump processes,” International Journal of Dynamics and Control, 2013. View at Publisher · View at Google Scholar
  • R. Sudhesh, and L. Francis Raj, “Stationary and transient solution of Markovian queues-an alternate approach,” International Journal of Mathematics in Operational Research, vol. 5, no. 3, pp. 407–421, 2013. View at Publisher · View at Google Scholar
  • Shoukat Ali, “A Transformation Formula For The Kampé De Fériet Function,” International Journal of Modern Physics: Conference Series, vol. 22, pp. 713–719, 2013. View at Publisher · View at Google Scholar
  • Mingwu Liu, Mengying Feng, and Chee Yew Wong, “Flexible service policies for a Markov inventory system with two demand classes,” International Journal of Production Economics, 2013. View at Publisher · View at Google Scholar
  • A. D. Banik, “Analysis of Queue-Length Dependent Vacations and P-Limited Service in BMAP/G/1/N Systems: Stationary Distributions and Optimal Control,” International Journal of Stochastic Analysis, vol. 2013, pp. 1–14, 2013. View at Publisher · View at Google Scholar
  • Stefan Tappe, “Foundations of the Theory of Semilinear Stochastic Partial Differential Equations,” International Journal of Stochastic Analysis, vol. 2013, pp. 1–25, 2013. View at Publisher · View at Google Scholar
  • Mark A. McKibben, “Measure-Dependent Stochastic Nonlinear Beam Equations Driven by Fractional Brownian Motion,” International Journal of Stochastic Analysis, vol. 2013, pp. 1–16, 2013. View at Publisher · View at Google Scholar
  • John Driffill, Turalay Kenc, and Martin Sola, “Real options with priced regime-switching risk,” International Journal of Theoretical and Applied Finance, vol. 16, no. 5, 2013. View at Publisher · View at Google Scholar
  • Ionut Florescu, Ruihua Liu, Maria Cristina Mariani, and Granville Sewell, “Numerical Schemes For Option Pricing In Regime-Switching Jump Diffusion Models,” International Journal of Theoretical and Applied Finance, pp. 1350046, 2013. View at Publisher · View at Google Scholar
  • Stefano Pagliarani, and Andrea Pascucci, “Local Stochastic Volatility With Jumps: Analytical Approximations,” International Journal of Theoretical and Applied Finance, pp. 1350050, 2013. View at Publisher · View at Google Scholar
  • Tsvetelin S. Zaevski, Young Shin Kim, and Frank J. Fabozzi, “Option Pricing under Stochastic Volatility and Tempered Stable Lévy Jumps,” International Review of Financial Analysis, 2013. View at Publisher · View at Google Scholar
  • Kirk D Blazek, Christiaan Stolk, and William W Symes, “A mathematical framework for inverse wave problems in heterogeneous media,” Inverse Problems, vol. 29, no. 6, pp. 065001, 2013. View at Publisher · View at Google Scholar
  • Abdelhak Mezghiche, and Lotfi Tadj, “Note on a Binomial Schedule for an MX/G/1 Queueing System with an Unreliable Server,” ISRN Probability and Statistics, vol. 2013, pp. 1–6, 2013. View at Publisher · View at Google Scholar
  • Yuri Kifer, “Dynkin's Games and Israeli Options,” ISRN Probability and Statistics, vol. 2013, pp. 1–17, 2013. View at Publisher · View at Google Scholar
  • Muzaffer Ateş, “On the Global Stability Properties and Boundedness Results of Solutions of Third-Order Nonlinear Differential Equations,” Journal of Applied Mathematics, vol. 2013, pp. 1–4, 2013. View at Publisher · View at Google Scholar
  • R. Nawaz, H. Ullah, S. Islam, and M. Idrees, “Application of Optimal Homotopy Asymptotic Method to Burger Equations,” Journal of Applied Mathematics, vol. 2013, pp. 1–8, 2013. View at Publisher · View at Google Scholar
  • Arthit Intarasit, “Markov Regime Switching of Stochastic Volatility Lévy Model on Approximation Mode,” Journal of Applied Mathematics, vol. 2013, pp. 1–9, 2013. View at Publisher · View at Google Scholar
  • Sandile S. Motsa, and Precious Sibanda, “On Extending the Quasilinearization Method to Higher Order Convergent Hybrid Schemes Using the Spectral Homotopy Analysis Method,” Journal of Applied Mathematics, vol. 2013, pp. 1–9, 2013. View at Publisher · View at Google Scholar
  • Lazhar Bougoffa, “An efficient method for solving nonlocal initial-boundary value problems for linear and nonlinear first-order hyperbolic partial differential equations,” Journal of Applied Mathematics and Computing, 2013. View at Publisher · View at Google Scholar
  • Carl Lindberg, “Optimal Closing Of A Momentum Trade,” Journal Of Applied Probability, vol. 50, no. 2, pp. 374–387, 2013. View at Publisher · View at Google Scholar
  • Antonio Di Crescenzo, Antonella Iuliano, Barbara Martinucci, and Shelemyahu Zacks, “Generalized telegraph process with random jumps,” Journal of Applied Probability, vol. 50, no. 2, pp. 450–463, 2013. View at Publisher · View at Google Scholar
  • Michael R. Tehranchi, “On the uniqueness of martingales with certain prescribed marginals,” Journal of Applied Probability, vol. 50, no. 2, pp. 557–575, 2013. View at Publisher · View at Google Scholar
  • K. Yu. Zhernovyi, and Yu. V. Zhernovyi, “An Mθ/G/1 system with hysteretic switching of the service intensity,” Journal of Communications Technology and Electronics, vol. 58, no. 6, pp. 602–612, 2013. View at Publisher · View at Google Scholar
  • K. Yu. Zhernovyi, and Yu. V. Zhernovyi, “M θ/G/1/m and M θ/G/1 systems with the service time dependent on the queue length,” Journal of Communications Technology and Electronics, vol. 58, no. 12, pp. 1267–1275, 2013. View at Publisher · View at Google Scholar
  • R.H. Liu, and J.L. Zhao, “A lattice method for option pricing with two underlying assets in the regime-switching model,” Journal of Computational and Applied Mathematics, vol. 250, pp. 96–106, 2013. View at Publisher · View at Google Scholar
  • Claudio Fontana, and Juan Miguel A. Montes, “A unified approach to pricing and risk management of equity and credit risk,” Journal of Computational and Applied Mathematics, 2013. View at Publisher · View at Google Scholar
  • E. M. Bonotto, and K. A. G. Azevedo, “On asymptotic stability in impulsive semidynamical systems,” Journal of Dynamical and Control Systems, 2013. View at Publisher · View at Google Scholar
  • Kehua Li, Changming Ding, Fengyang Wang, and Jianjun Hu, “Limit Set Maps in Impulsive Semidynamical Systems,” Journal of Dynamical and Control Systems, 2013. View at Publisher · View at Google Scholar
  • Christian-Oliver Ewald, Olaf Menkens, and Sai Hung Marten Ting, “Asian and Australian options: A common perspective,” Journal of Economic Dynamics and Control, vol. 37, no. 5, pp. 1001–1018, 2013. View at Publisher · View at Google Scholar
  • Chao Fang, and Franck Marle, “Dealing with project complexity by matrix-based propagation modelling for project risk analysis,” Journal of Engineering Design, vol. 24, no. 4, pp. 239–256, 2013. View at Publisher · View at Google Scholar
  • A. Farajzadeh, and Salahuddin, “Sensitivity Analysis for Nonlinear Set-Valued Variational Equations in Banach Framework,” Journal of Function Spaces and Applications, vol. 2013, pp. 1–6, 2013. View at Publisher · View at Google Scholar
  • Jung-Chan Chang, and Hsiang Liu, “Existence of Solutions in Some Interpolation Spaces for a Class of Semilinear Evolution Equations with Nonlocal Initial Conditions,” Journal of Function Spaces and Applications, vol. 2013, pp. 1–11, 2013. View at Publisher · View at Google Scholar
  • Yue Liang, Yu Ma, and Xiaoyan Gao, “Positive Solutions for the Initial Value Problems of Fractional Evolution Equation,” Journal of Function Spaces and Applications, vol. 2013, pp. 1–8, 2013. View at Publisher · View at Google Scholar
  • Yang Shen, Kun Fan, and Tak Kuen Siu, “Option Valuation Under a Double Regime-Switching Model,” Journal of Futures Markets, 2013. View at Publisher · View at Google Scholar
  • Muhammad Noor, and Khalida Noor, “Sensitivity analysis of general nonconvex variational inequalities,” Journal of Inequalities and Applications, vol. 2013, no. 1, pp. 302, 2013. View at Publisher · View at Google Scholar
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  • Chao Song, and Gang Li, “Existence Of Solutions For Volterra Integral Inclusions,” Journal of Integral Equations and Applications, vol. 25, no. 4, pp. 587–598, 2013. View at Publisher · View at Google Scholar
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