International Journal of Stochastic Analysis

Defaultable Game Options in a Hazard Process Model

Interloss Time in Loss System

On Variant Reflected Backward SDEs, with Applications

Modified Iterative Algorithms for Nonexpansive Mappings

Algebraic Polynomials with Random Coefficients with Binomial and Geometric Progressions

Implicit Difference Inequalities Corresponding to First-Order Partial Differential Functional Equations

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

International Journal of Stochastic Analysis

Table of Contents

Table of Contents

Defaultable Game Options in a Hazard Process Model

Interloss Time in Loss System

On Variant Reflected Backward SDEs, with Applications

Modified Iterative Algorithms for Nonexpansive Mappings

Algebraic Polynomials with Random Coefficients with Binomial and Geometric Progressions

Implicit Difference Inequalities Corresponding to First-Order Partial Differential Functional Equations

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