International Journal of Stochastic Analysis

Yule-Walker Estimation for the Moving-Average Model

Blackwell Spaces and -Approximations of Markov Chains

Impulse Control of Proportional Reinsurance with Constraints

Bayes' Model of the Best-Choice Problem with Disorder

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

Asymptotics of Negative Exponential Moments for Annealed Brownian Motion in a Renormalized Poisson Potential

The Cauchy-Dirichlet Problem for a Class of Linear Parabolic Differential Equations with Unbounded Coefficients in an Unbounded Domain

Pricing Variance Swaps for Stochastic Volatilities with Delay and Jumps

A Stochastic Analysis of Hard Disk Drives

Maximizing the Mean Exit Time of a Brownian Motion from an Interval

A Stochastic Two Species Competition Model: Nonequilibrium Fluctuation and Stability

A-Weibull Counting Process through a Fractional Differential Operator

First Passage Time Moments of Jump-Diffusions with Markovian Switching

International Journal of Stochastic Analysis

Table of Contents

Table of Contents

Yule-Walker Estimation for the Moving-Average Model

Blackwell Spaces and -Approximations of Markov Chains

Impulse Control of Proportional Reinsurance with Constraints

Bayes' Model of the Best-Choice Problem with Disorder

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

Asymptotics of Negative Exponential Moments for Annealed Brownian Motion in a Renormalized Poisson Potential

The Cauchy-Dirichlet Problem for a Class of Linear Parabolic Differential Equations with Unbounded Coefficients in an Unbounded Domain

Pricing Variance Swaps for Stochastic Volatilities with Delay and Jumps

A Stochastic Analysis of Hard Disk Drives

Maximizing the Mean Exit Time of a Brownian Motion from an Interval

A Stochastic Two Species Competition Model: Nonequilibrium Fluctuation and Stability

A-Weibull Counting Process through a Fractional Differential Operator

First Passage Time Moments of Jump-Diffusions with Markovian Switching

International Journal of Stochastic Analysis

Table of Contents

Table of Contents

Yule-Walker Estimation for the Moving-Average Model

Blackwell Spaces and -Approximations of Markov Chains

Impulse Control of Proportional Reinsurance with Constraints

Bayes' Model of the Best-Choice Problem with Disorder

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

Asymptotics of Negative Exponential Moments for Annealed Brownian Motion in a Renormalized Poisson Potential

The Cauchy-Dirichlet Problem for a Class of Linear Parabolic Differential Equations with Unbounded Coefficients in an Unbounded Domain

Pricing Variance Swaps for Stochastic Volatilities with Delay and Jumps

A Stochastic Analysis of Hard Disk Drives

Maximizing the Mean Exit Time of a Brownian Motion from an Interval

A Stochastic Two Species Competition Model: Nonequilibrium Fluctuation and Stability

A -Weibull Counting Process through a Fractional Differential Operator

First Passage Time Moments of Jump-Diffusions with Markovian Switching

A-Weibull Counting Process through a Fractional Differential Operator