International Journal of Stochastic Analysis

Multiresolution Hilbert Approach to Multidimensional Gauss-Markov Processes

Optimal Harvesting When the Exchange Rate Is a Semimartingale

Large Deviations for Stochastic Differential Equations on Associated with the Critical Sobolev Brownian Vector Fields

Regime-Switching Risk: To Price or Not to Price?

Optimal Selling of an Asset under Incomplete Information

A Class of Bridges of Iterated Integrals of Brownian Motion Related to Various Boundary Value Problems Involving the One-Dimensional Polyharmonic Operator

Existence Results for Stochastic Semilinear Differential Inclusions with Nonlocal Conditions

Control of Dams Using Policies When the Input Process Is a Nonnegative Lévy Process

Mild Solutions of Neutral Stochastic Partial Functional Differential Equations

Yule-Walker Estimation for the Moving-Average Model

Blackwell Spaces and -Approximations of Markov Chains

Impulse Control of Proportional Reinsurance with Constraints

Nonconservative Diffusions on with Killing and Branching: Applications to Wright-Fisher Models with or without Selection

Weather Derivatives and Stochastic Modelling of Temperature

Study of Thermodynamically Inspired Quantities for Both Thermal and External Colored Non-Gaussian Noises Driven Dynamical System

International Journal of Stochastic Analysis

Table of Contents

Table of Contents: 2011

Multiresolution Hilbert Approach to Multidimensional Gauss-Markov Processes

Optimal Harvesting When the Exchange Rate Is a Semimartingale

Large Deviations for Stochastic Differential Equations on Associated with the Critical Sobolev Brownian Vector Fields

Regime-Switching Risk: To Price or Not to Price?

Optimal Selling of an Asset under Incomplete Information

A Class of Bridges of Iterated Integrals of Brownian Motion Related to Various Boundary Value Problems Involving the One-Dimensional Polyharmonic Operator

Existence Results for Stochastic Semilinear Differential Inclusions with Nonlocal Conditions

Control of Dams Using Policies When the Input Process Is a Nonnegative Lévy Process

Mild Solutions of Neutral Stochastic Partial Functional Differential Equations

Yule-Walker Estimation for the Moving-Average Model

Blackwell Spaces and -Approximations of Markov Chains

Impulse Control of Proportional Reinsurance with Constraints

Nonconservative Diffusions on with Killing and Branching: Applications to Wright-Fisher Models with or without Selection

Weather Derivatives and Stochastic Modelling of Temperature

Study of Thermodynamically Inspired Quantities for Both Thermal and External Colored Non-Gaussian Noises Driven Dynamical System