International Journal of Stochastic Analysis

Performance Analysis of Production Systems with Correlated Demand via Diffusion Approximations

A Decomposable Branching Process in a Markovian Environment

Birth and Death Processes with Neutral Mutations

Probabilistic Solution of the General Robin Boundary Value Problem on Arbitrary Domains

Some Refinements of Existence Results for SPDEs Driven by Wiener Processes and Poisson Random Measures

Optimal Geometric Mean Returns of Stocks and Their Options

A Feedback Retrial Queueing System with Two Types of Batch Arrivals

A Stability Result for Stochastic Differential Equations Driven by Fractional Brownian Motions

Stochastic Methodology for the Study of an Epidemic Decay Phase, Based on a Branching Model

Survival Exponents for Some Gaussian Processes

Asymptotic Normality of a Hurst Parameter Estimator Based on the Modified Allan Variance

Hypothesis Testing in a Fractional Ornstein-Uhlenbeck Model

The First Passage Time and the Dividend Value Function for One-Dimensional Diffusion Processes between Two Reflecting Barriers

Generalized Fractional Master Equation for Self-Similar Stochastic Processes Modelling Anomalous Diffusion

General LQG Homing Problems in One Dimension

International Journal of Stochastic Analysis

Table of Contents

Table of Contents: 2012

Performance Analysis of Production Systems with Correlated Demand via Diffusion Approximations

A Decomposable Branching Process in a Markovian Environment

Birth and Death Processes with Neutral Mutations

Probabilistic Solution of the General Robin Boundary Value Problem on Arbitrary Domains

Some Refinements of Existence Results for SPDEs Driven by Wiener Processes and Poisson Random Measures

Optimal Geometric Mean Returns of Stocks and Their Options

A Feedback Retrial Queueing System with Two Types of Batch Arrivals

A Stability Result for Stochastic Differential Equations Driven by Fractional Brownian Motions

Stochastic Methodology for the Study of an Epidemic Decay Phase, Based on a Branching Model

Survival Exponents for Some Gaussian Processes

Asymptotic Normality of a Hurst Parameter Estimator Based on the Modified Allan Variance

Hypothesis Testing in a Fractional Ornstein-Uhlenbeck Model

The First Passage Time and the Dividend Value Function for One-Dimensional Diffusion Processes between Two Reflecting Barriers

Generalized Fractional Master Equation for Self-Similar Stochastic Processes Modelling Anomalous Diffusion

General LQG Homing Problems in One Dimension