International Journal of Stochastic Analysis

Table of Contents

Table of Contents: 2010

  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2010
  • - Article ID 347105
  • - Research Article

Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas

Anatoliy Swishchuk | M. Shafiqul Islam
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2010
  • - Article ID 870516
  • - Research Article

A Markov Regime-Switching Marked Point Process for Short-Rate Analysis with Credit Risk

Tak Kuen Siu
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2010
  • - Article ID 217372
  • - Research Article

Stochastic Integration in Abstract Spaces

J. K. Brooks | J. T. Kozinski
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2010
  • - Article ID 697257
  • - Research Article

Portfolio Selection with Jumps under Regime Switching

Lin Zhao
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2010
  • - Article ID 730492
  • - Research Article

Stochastic Navier-Stokes Equations with Artificial Compressibility in Random Durations

Hong Yin
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2010
  • - Article ID 329185
  • - Research Article

Optimal Control with Partial Information for Stochastic Volterra Equations

Bernt øksendal | Tusheng Zhang
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2010
  • - Article ID 621038
  • - Research Article

Level Sets of Random Fields and Applications: Specular Points and Wave Crests

Esteban Flores | José R. León R
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2010
  • - Article ID 931565
  • - Research Article

Random Trigonometric Polynomials with Nonidentically Distributed Coefficients

K. Farahmand | T. Li
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2010
  • - Article ID 519684
  • - Research Article

The Rothe's Method to a Parabolic Integrodifferential Equation with a Nonclassical Boundary Conditions

Abdelfatah Bouziani | Rachid Mechri
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2010
  • - Article ID 236587
  • - Research Article

Optimal Portfolios in Lévy Markets under State-Dependent Bounded Utility Functions

José E. Figueroa-López | Jin Ma
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2010
  • - Article ID 502803
  • - Research Article

Synchronization of Dissipative Dynamical Systems Driven by Non-Gaussian Lévy Noises

Xianming Liu | Jinqiao Duan | ... | Peter E. Kloeden
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2010
  • - Article ID 875908
  • - Research Article

General Decay Stability for Stochastic Functional Differential Equations with Infinite Delay

Yue Liu | Xuejing Meng | Fuke Wu

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