Works in International Journal of Stochastic Analysis, 2012

Results: 24

The First Passage Time and the Dividend Value Function for One-Dimensional Diffusion Processes between Two Reflecting Barriers.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/971212

By:

Chuancun Yin;
Huiqing Wang

Publication type:

Article

Asymptotic Normality of a Hurst Parameter Estimator Based on the Modified Allan Variance.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/905082

By:

Bianchi, Alessandra;
Campanino, Massimo;
Crimaldi, Irene

Publication type:

Article

Relations between Stochastic and Partial Differential Equations in Hilbert Spaces.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/858736

By:

Melnikova, I. V.;
Parfenenkova, V. S.

Publication type:

Article

General LQG Homing Problems in One Dimension.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/803724

By:

Lefebvre, Mario;
Zitouni, Foued

Publication type:

Article

A Dependent Hidden Markov Model of Credit Quality.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/719237

By:

Korolkiewicz, Małgorzata Wiktoria

Publication type:

Article

Bayes' Model of the Best-Choice Problem with Disorder.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/697458

By:

Mazalov, Vladimir;
Ivashko, Evgeny

Publication type:

Article

A Decomposable Branching Process in a Markovian Environment.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/694285

By:

Vatutin, Vladimir;
Dyakonova, Elena;
Jagers, Peter;
Sagitov, Serik

Publication type:

Article

Consistent Price Systems in Multiasset Markets.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/687376

By:

Maris, Florian;
Sayit, Hasanjan

Publication type:

Article

A Feedback Retrial Queueing System with Two Types of Batch Arrivals.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/673642

By:

Kalyanaraman, R.

Publication type:

Article

Stochastic Methodology for the Study of an Epidemic Decay Phase, Based on a Branching Model.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/598701

By:

Pénisson, Sophie;
Jacob, Christine

Publication type:

Article

Birth and Death Processes with Neutral Mutations.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/569081

By:

Champagnat, Nicolas;
Lambert, Amaury;
Richard, Mathieu

Publication type:

Article

Optimal Geometric Mean Returns of Stocks and Their Options.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/498050

By:

Guoyi Zhang

Publication type:

Article

Generalized Fractional Master Equation for Self-Similar Stochastic Processes Modelling Anomalous Diffusion.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/427383

By:

Pagnini, Gianni;
Mura, Antonio;
Mainardi, Francesco

Publication type:

Article

A Stability Result for Stochastic Differential Equations Driven by Fractional Brownian Motions.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/281474

By:

Saussereau, Bruno

Publication type:

Article

Hypothesis Testing in a Fractional Ornstein-Uhlenbeck Model.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/268568

By:

Moers, Michael

Publication type:

Article

Necessary Conditions for Optimal Control of Forward-Backward Stochastic Systems with Random Jumps.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/258674

By:

Jingtao Shi

Publication type:

Article

On Stochastic Equations with Measurable Coefficients Driven by Symmetric Stable Processes.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/258415

By:

Kurenok, V. P.

Publication type:

Article

Application of Stochastic Sensitivity Analysis to Integrated Force Method.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/249201

By:

X. F. Wei;
Patnaik, S. N.

Publication type:

Article

Some Refinements of Existence Results for SPDEs Driven by Wiener Processes and Poisson Random Measures.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/236327

By:

Tappe, Stefan

Publication type:

Article

Asymptotic Stability of Semi-Markov Modulated Jump Diffusions.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/185474

By:

Deshpande, Amogh

Publication type:

Article

Probabilistic Solution of the General Robin Boundary Value Problem on Arbitrary Domains.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/163096

By:

Akhlil, Khalid

Publication type:

Article

An M/M/2 Queueing System with Heterogeneous Servers Including One with Working Vacation.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/145867

By:

Krishnamoorthy, A.;
Sreenivasan, C.

Publication type:

Article

Survival Exponents for Some Gaussian Processes.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/137271

By:

Molchan, G.

Publication type:

Article

Performance Analysis of Production Systems with Correlated Demand via Diffusion Approximations.

Published in:

International Journal of Stochastic Analysis, 2012, p. 1, doi. 10.1155/2012/109417

By:

Yingdong Lu

Publication type:

Article