Random Trigonometric Polynomials with Nonidentically Distributed Coefficients.
- Published in:
- International Journal of Stochastic Analysis, 2010, v. 2010, p. 1, doi. 10.1155/2010/931565
- By:
- Publication type:
- Article
Works matching IS 20903332 AND DT 2010 AND VI 2010
Results: 12
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2
General Decay Stability for Stochastic Functional Differential Equations with Infinite Delay.
- Published in:
- International Journal of Stochastic Analysis, 2010, v. 2010, p. 1, doi. 10.1155/2010/875908
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- Publication type:
- Article
3
A Markov Regime-Switching Marked Point Process for Short-Rate Analysis with Credit Risk.
- Published in:
- International Journal of Stochastic Analysis, 2010, v. 2010, p. 1, doi. 10.1155/2010/870516
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- Publication type:
- Article
4
Stochastic Navier-Stokes Equations with Artificial Compressibility in Random Durations.
- Published in:
- International Journal of Stochastic Analysis, 2010, v. 2010, p. 1, doi. 10.1155/2010/730492
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- Publication type:
- Article
5
Portfolio Selection with Jumps under Regime Switching.
- Published in:
- International Journal of Stochastic Analysis, 2010, v. 2010, p. 1, doi. 10.1155/2010/697257
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- Publication type:
- Article
6
Level Sets of Random Fields and Applications: Specular Points and Wave Crests.
- Published in:
- International Journal of Stochastic Analysis, 2010, v. 2010, p. 1, doi. 10.1155/2010/621038
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- Publication type:
- Article
7
The Rothe's Method to a Parabolic Integrodifferential Equation with a Nonclassical Boundary Conditions.
- Published in:
- International Journal of Stochastic Analysis, 2010, v. 2010, p. 1, doi. 10.1155/2010/519684
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- Publication type:
- Article
8
Synchronization of Dissipative Dynamical Systems Driven by Non-Gaussian Lévy Noises.
- Published in:
- International Journal of Stochastic Analysis, 2010, v. 2010, p. 1, doi. 10.1155/2010/502803
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- Publication type:
- Article
9
Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas.
- Published in:
- International Journal of Stochastic Analysis, 2010, v. 2010, p. 1, doi. 10.1155/2010/347105
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- Publication type:
- Article
10
Optimal Control with Partial Information for Stochastic Volterra Equations.
- Published in:
- International Journal of Stochastic Analysis, 2010, v. 2010, p. 1, doi. 10.1155/2010/329185
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- Publication type:
- Article
11
Optimal Portfolios in Lévy Markets under State-Dependent Bounded Utility Functions.
- Published in:
- International Journal of Stochastic Analysis, 2010, v. 2010, p. 1, doi. 10.1155/2010/236587
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- Publication type:
- Article
12
Stochastic Integration in Abstract Spaces.
- Published in:
- International Journal of Stochastic Analysis, 2010, v. 2010, p. 1, doi. 10.1155/2010/217372
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- Publication type:
- Article