Table of Contents [1–25 of 852 articles]

• Table of Contents for Year 2016
• Generalisation of Hajek’s Stochastic Comparison Results to Stochastic Sums, Jörg Kampen
  Volume 2016 (2016), Article ID 1018509, 6 pages
• Asymptotic Time Averages and Frequency Distributions, Muhammad El-Taha
  Volume 2016 (2016), Article ID 2741214, 10 pages
• A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization, Francesco Cordoni and Luca Di Persio
  Volume 2016 (2016), Article ID 1059303, 11 pages
• Stochastic Analysis of Gaussian Processes via Fredholm Representation, Tommi Sottinen and Lauri Viitasaari
  Volume 2016 (2016), Article ID 8694365, 15 pages
• Optimal Bounds for the Variance of Self-Intersection Local Times, George Deligiannidis and Sergey Utev
  Volume 2016 (2016), Article ID 5370627, 10 pages
• Analysis of a Priority Queue with Phase-Type Service and Failures, Alexander Dudin and Sergei Dudin
  Volume 2016 (2016), Article ID 9152701, 11 pages
• Multiserver Queue with Guard Channel for Priority and Retrial Customers, Kazuki Kajiwara and Tuan Phung-Duc
  Volume 2016 (2016), Article ID 7168359, 23 pages
• Table of Contents for Year 2015
• Large Deviation Analysis of a Droplet Model Having a Poisson Equilibrium Distribution, Richard S. Ellis and Shlomo Ta’asan
  Volume 2015 (2015), Article ID 287450, 15 pages
• On Continuous Selection Sets of Non-Lipschitzian Quantum Stochastic Evolution Inclusions, Sheila Bishop
  Volume 2015 (2015), Article ID 834194, 5 pages
• Pricing FX Options in the Heston/CIR Jump-Diffusion Model with Log-Normal and Log-Uniform Jump Amplitudes, Rehez Ahlip and Ante Prodan
  Volume 2015 (2015), Article ID 258217, 15 pages
• A Generic Decomposition Formula for Pricing Vanilla Options under Stochastic Volatility Models, Raúl Merino and Josep Vives
  Volume 2015 (2015), Article ID 103647, 11 pages
• Stochastic Nonlinear Equations Describing the Mesoscopic Voltage-Gated Ion Channels, Mauricio Tejo
  Volume 2015 (2015), Article ID 658342, 13 pages
• A Comparative Numerical Study of the Spectral Theory Approach of Nishimura and the Roots Method Based on the Analysis of BDMMAP/G/1 Queue, Arunava Maity and U. C. Gupta
  Volume 2015 (2015), Article ID 958730, 9 pages
• Asymptotic Stabilizability of a Class of Stochastic Nonlinear Hybrid Systems, Ewelina Seroka
  Volume 2015 (2015), Article ID 231214, 9 pages
• A General Multidimensional Monte Carlo Approach for Dynamic Hedging under Stochastic Volatility, Daniel Bonetti, Dorival Leão, Alberto Ohashi, and Vinícius Siqueira
  Volume 2015 (2015), Article ID 863165, 21 pages
• A Stochastic Flows Approach for Asset Allocation with Hidden Economic Environment, Tak Kuen Siu
  Volume 2015 (2015), Article ID 462524, 11 pages
• Yamada-Watanabe Results for Stochastic Differential Equations with Jumps, Mátyás Barczy, Zenghu Li, and Gyula Pap
  Volume 2015 (2015), Article ID 460472, 23 pages
• Table of Contents for Year 2014
• Adaptive Algorithm for Estimation of Two-Dimensional Autoregressive Fields from Noisy Observations, Alimorad Mahmoudi
  Volume 2014 (2014), Article ID 247274, 5 pages
• On Henstock Method to Stratonovich Integral with respect to Continuous Semimartingale, Haifeng Yang and Tin Lam Toh
  Volume 2014 (2014), Article ID 534864, 7 pages
• Strong Law of Large Numbers for Hidden Markov Chains Indexed by an Infinite Tree with Uniformly Bounded Degrees, Huilin Huang
  Volume 2014 (2014), Article ID 628321, 6 pages
• Optimal Foreign Exchange Rate Intervention in Lévy Markets, Masimba Aspinas Mutakaya, Eriyoti Chikodza, and Edward T. Chiyaka
  Volume 2014 (2014), Article ID 746815, 8 pages
• A Note on the Distribution of Multivariate Brownian Extrema, Marcos Escobar and Julio Hernandez
  Volume 2014 (2014), Article ID 575270, 6 pages
• A Discrete-Time Queue with Balking, Reneging, and Working Vacations, Veena Goswami
  Volume 2014 (2014), Article ID 358529, 8 pages
• Limit Properties of Transition Functions of Continuous-Time Markov Branching Processes, Azam A. Imomov
  Volume 2014 (2014), Article ID 409345, 10 pages
• A Semigroup Expansion for Pricing Barrier Options, Takashi Kato, Akihiko Takahashi, and Toshihiro Yamada
  Volume 2014 (2014), Article ID 268086, 15 pages