International Journal of Stochastic Analysis

A Numerical Solution Using an Adaptively Preconditioned Lanczos Method for a Class of Linear Systems Related with the Fractional Poisson Equation

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

Strong Convergence of Viscosity Methods for Continuous Pseudocontractions in Banach Spaces

On the Survival Time of a Duplex System: A Sokhotski-Plemelj Problem

Analysis of MAP/PH(1), PH(2)/2 Queue with Bernoulli Vacations

The Distribution of the Interval between Events of a Cox Process with Shot Noise Intensity

A Maximum Principle Approach to Risk Indifference Pricing with Partial Information

Fredholm Determinant of an Integral Operator Driven by a Diffusion Process

Characterisation of Exponential Convergence to Nonequilibrium Limits for Stochastic Volterra Equations

The Packing Measure of the Trajectory of a One-Dimensional Symmetric Cauchy Process

On the Optimality of Inventory Policies: A Quasivariational Approach

A Time-Series Approach to Non-Self-Financing Hedging in a Discrete-Time Incomplete Market

Pricing Participating Products under a Generalized Jump-Diffusion Model

A Fluid Model for a Relay Node in an Ad Hoc Network: Evaluation of Resource Sharing Policies

On Different Classes of Algebraic Polynomials with Random Coefficients

International Journal of Stochastic Analysis

Table of Contents

Table of Contents: 2008

A Numerical Solution Using an Adaptively Preconditioned Lanczos Method for a Class of Linear Systems Related with the Fractional Poisson Equation

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

Strong Convergence of Viscosity Methods for Continuous Pseudocontractions in Banach Spaces

On the Survival Time of a Duplex System: A Sokhotski-Plemelj Problem

Analysis of MAP/PH(1), PH(2)/2 Queue with Bernoulli Vacations

The Distribution of the Interval between Events of a Cox Process with Shot Noise Intensity

A Maximum Principle Approach to Risk Indifference Pricing with Partial Information

Fredholm Determinant of an Integral Operator Driven by a Diffusion Process

Characterisation of Exponential Convergence to Nonequilibrium Limits for Stochastic Volterra Equations

The Packing Measure of the Trajectory of a One-Dimensional Symmetric Cauchy Process

On the Optimality of Inventory Policies: A Quasivariational Approach

A Time-Series Approach to Non-Self-Financing Hedging in a Discrete-Time Incomplete Market

Pricing Participating Products under a Generalized Jump-Diffusion Model

A Fluid Model for a Relay Node in an Ad Hoc Network: Evaluation of Resource Sharing Policies

On Different Classes of Algebraic Polynomials with Random Coefficients