International Journal of Stochastic Analysis

Table of Contents: 2015

  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2015
  • - Article ID 287450
  • - Research Article

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

Richard S. Ellis | Shlomo Ta’asan
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2015
  • - Article ID 834194
  • - Research Article

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

Sheila Bishop
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2015
  • - Article ID 258217
  • - Research Article

Pricing FX Options in the Heston/CIR Jump-Diffusion Model with Log-Normal and Log-Uniform Jump Amplitudes

Rehez Ahlip | Ante Prodan
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2015
  • - Article ID 103647
  • - Research Article

A Generic Decomposition Formula for Pricing Vanilla Options under Stochastic Volatility Models

Raúl Merino | Josep Vives
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2015
  • - Article ID 658342
  • - Research Article

Stochastic Nonlinear Equations Describing the Mesoscopic Voltage-Gated Ion Channels

Mauricio Tejo
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2015
  • - Article ID 958730
  • - Research Article

A Comparative Numerical Study of the Spectral Theory Approach of Nishimura and the Roots Method Based on the Analysis of BDMMAP/G/1 Queue

Arunava Maity | U. C. Gupta
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2015
  • - Article ID 231214
  • - Research Article

Asymptotic Stabilizability of a Class of Stochastic Nonlinear Hybrid Systems

Ewelina Seroka
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2015
  • - Article ID 863165
  • - Research Article

A General Multidimensional Monte Carlo Approach for Dynamic Hedging under Stochastic Volatility

Daniel Bonetti | Dorival Leão | ... | Vinícius Siqueira
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2015
  • - Article ID 462524
  • - Research Article

A Stochastic Flows Approach for Asset Allocation with Hidden Economic Environment

Tak Kuen Siu
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2015
  • - Article ID 460472
  • - Research Article

Yamada-Watanabe Results for Stochastic Differential Equations with Jumps

Mátyás Barczy | Zenghu Li | Gyula Pap

Article of the Year Award: Outstanding research contributions of 2020, as selected by our Chief Editors. Read the winning articles.