International Journal of Stochastic Analysis

Stochastic Temporal Data Upscaling Using the Generalized k-Nearest Neighbor Algorithm

Regime-Switching Temperature Dynamics Model for Weather Derivatives

Option Price Decomposition in Spot-Dependent Volatility Models and Some Applications

Malliavin Differentiability of Solutions of SPDEs with Lévy White Noise

Semigroup Solution of Path-Dependent Second-Order Parabolic Partial Differential Equations

Global Stability of Nonlinear Stochastic SEI Epidemic Model with Fluctuations in Transmission Rate of Disease

Generalisation of Hajek’s Stochastic Comparison Results to Stochastic Sums

Asymptotic Time Averages and Frequency Distributions

A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization

Stochastic Analysis of Gaussian Processes via Fredholm Representation

Optimal Bounds for the Variance of Self-Intersection Local Times

Analysis of a Priority Queue with Phase-Type Service and Failures

Multiserver Queue with Guard Channel for Priority and Retrial Customers

Large Deviation Analysis of a Droplet Model Having a Poisson Equilibrium Distribution

On Continuous Selection Sets of Non-Lipschitzian Quantum Stochastic Evolution Inclusions

International Journal of Stochastic Analysis

Table of Contents

Table of Contents

Stochastic Temporal Data Upscaling Using the Generalized k-Nearest Neighbor Algorithm

Regime-Switching Temperature Dynamics Model for Weather Derivatives

Option Price Decomposition in Spot-Dependent Volatility Models and Some Applications

Malliavin Differentiability of Solutions of SPDEs with Lévy White Noise

Semigroup Solution of Path-Dependent Second-Order Parabolic Partial Differential Equations

Global Stability of Nonlinear Stochastic SEI Epidemic Model with Fluctuations in Transmission Rate of Disease

Generalisation of Hajek’s Stochastic Comparison Results to Stochastic Sums

Asymptotic Time Averages and Frequency Distributions

A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization

Stochastic Analysis of Gaussian Processes via Fredholm Representation

Optimal Bounds for the Variance of Self-Intersection Local Times

Analysis of a Priority Queue with Phase-Type Service and Failures

Multiserver Queue with Guard Channel for Priority and Retrial Customers

Large Deviation Analysis of a Droplet Model Having a Poisson Equilibrium Distribution

On Continuous Selection Sets of Non-Lipschitzian Quantum Stochastic Evolution Inclusions