Table of Contents [26–50 of 779 articles]

• First Passage Time Moments of Jump-Diffusions with Markovian Switching, Jun Peng and Zaiming Liu
  Volume 2011 (2011), Article ID 501360, 11 pages
• Table of Contents for Year 2010
• 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
• Table of Contents for Year 2009
• Spectral Approximation of Infinite-Dimensional Black-Scholes Equations with Memory, Mou-Hsiung Chang and Roger K. Youree
  Volume 2009 (2009), Article ID 782572, 37 pages
• A Boundary Value Problem with Multivariables Integral Type Condition for Parabolic Equations, A. L. Marhoune and F. Lakhal
  Volume 2009 (2009), Article ID 975601, 13 pages
• On Modelling Long Term Stock Returns with Ergodic Diffusion Processes: Arbitrage and Arbitrage-Free Specifications, Bernard Wong
  Volume 2009 (2009), Article ID 215817, 16 pages
• Defaultable Game Options in a Hazard Process Model, Tomasz R. Bielecki, Stéphane Crépey, Monique Jeanblanc, and Marek Rutkowski
  Volume 2009 (2009), Article ID 695798, 33 pages
• Interloss Time in M/M/1/1 Loss System, Pierpaolo Ferrante
  Volume 2009 (2009), Article ID 308025, 14 pages
• On Variant Reflected Backward SDEs, with Applications, Jin Ma and Yusun Wang
  Volume 2009 (2009), Article ID 854768, 26 pages
• Modified Iterative Algorithms for Nonexpansive Mappings, Yonghong Yao, Muhammad Aslam Noor, and Syed Tauseef Mohyud-Din
  Volume 2009 (2009), Article ID 320820, 11 pages
• Algebraic Polynomials with Random Coefficients with Binomial and Geometric Progressions, K. Farahmand and M. Sambandham
  Volume 2009 (2009), Article ID 725260, 6 pages
• Implicit Difference Inequalities Corresponding to First-Order Partial Differential Functional Equations, Z. Kamont and K. Kropielnicka
  Volume 2009 (2009), Article ID 254720, 18 pages
• Table of Contents for Year 2008
• A Numerical Solution Using an Adaptively Preconditioned Lanczos Method for a Class of Linear Systems Related with the Fractional Poisson Equation, M. Ilić, I. W. Turner, and V. Anh
  Volume 2008 (2008), Article ID 104525, 26 pages
• A Hull and White Formula for a General Stochastic Volatility Jump-Diffusion Model with Applications to the Study of the Short-Time Behavior of the Implied Volatility, Elisa Alòs, Jorge A. León, Monique Pontier, and Josep Vives
  Volume 2008 (2008), Article ID 359142, 17 pages
• Strong Convergence of Viscosity Methods for Continuous Pseudocontractions in Banach Spaces, Filomena Cianciaruso, Giuseppe Marino, Luigi Muglia, and Haiyun Zhou
  Volume 2008 (2008), Article ID 149483, 11 pages