International Journal of Stochastic Analysis

Table of Contents: 2008

  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2008
  • - Article ID 104525
  • - Research Article

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

M. Ilić | I. W. Turner | V. Anh
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2008
  • - Article ID 359142
  • - Research Article

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

Elisa Alòs | Jorge A. León | ... | Josep Vives
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2008
  • - Article ID 149483
  • - Research Article

Strong Convergence of Viscosity Methods for Continuous Pseudocontractions in Banach Spaces

Filomena Cianciaruso | Giuseppe Marino | ... | Haiyun Zhou
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2008
  • - Article ID 905721
  • - Research Article

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

Edmond J. Vanderperre
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2008
  • - Article ID 396871
  • - Research Article

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

B. Krishna Kumar | R. Rukmani | V. Thangaraj
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2008
  • - Article ID 367170
  • - Research Article

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

Angelos Dassios | Jiwook Jang
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2008
  • - Article ID 821243
  • - Research Article

A Maximum Principle Approach to Risk Indifference Pricing with Partial Information

Ta Thi Kieu An | Bernt Øksendal | Frank Proske
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2008
  • - Article ID 130940
  • - Research Article

Fredholm Determinant of an Integral Operator Driven by a Diffusion Process

Adrian P. C. Lim
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2008
  • - Article ID 473156
  • - Research Article

Characterisation of Exponential Convergence to Nonequilibrium Limits for Stochastic Volterra Equations

John A. D. Appleby | Siobhán Devin | David W. Reynolds
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2008
  • - Article ID 564601
  • - Research Article

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

A. C. Okoroafor
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2008
  • - Article ID 158193
  • - Research Article

On the Optimality of (𝑠,𝑆) Inventory Policies: A Quasivariational Approach

Lakdere Benkherouf
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2008
  • - Article ID 275217
  • - Research Article

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

N. Josephy | L. Kimball | V. Steblovskaya
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2008
  • - Article ID 518214
  • - Research Article

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

Michel Mandjes | Werner Scheinhardt
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2008
  • - Article ID 474623
  • - Research Article

Pricing Participating Products under a Generalized Jump-Diffusion Model

Tak Kuen Siu | John W. Lau | Hailiang Yang
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2008
  • - Article ID 189675
  • - Research Article

On Different Classes of Algebraic Polynomials with Random Coefficients

K. Farahmand | A. Grigorash | B. McGuinness

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