Optimal Harvesting When the Exchange Rate Is a Semimartingale.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/942478
- By:
- Publication type:
- Article
Works matching IS 20903332 AND DT 2011 AND VI 2011
Results: 22
1
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Control of Dams Using … Policies When the Input Process Is a Nonnegative Lévy Process.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/916952
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- Publication type:
- Article
3
Regime-Switching Risk: To Price or Not to Price?
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/843246
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- Publication type:
- Article
4
Large Deviations for Stochastic Differential Equations on S<sup>d</sup> Associated with the Critical Sobolev Brownian Vector Fields.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/840908
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- Publication type:
- Article
5
Asymptotics of Negative Exponential Moments for Annealed Brownian Motion in a Renormalized Poisson Potential.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/803683
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- Publication type:
- Article
6
Blackwell Spaces and ∈-Approximations of Markov Chains.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/801303
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- Publication type:
- Article
7
A q-Weibull Counting Process through a Fractional Differential Operator.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/797656
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- Publication type:
- Article
8
Existence Results for Stochastic Semilinear Differential Inclusions with Nonlocal Conditions.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/784638
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- Publication type:
- Article
9
A Class of Bridges of Iterated Integrals of Brownian Motion Related to Various Boundary Value Problems Involving the One-Dimensional Polyharmonic Operator.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/762486
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- Publication type:
- Article
10
Study of Thermodynamically Inspired Quantities for Both Thermal and External Colored Non-Gaussian Noises Driven Dynamical System.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/721352
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- Publication type:
- Article
11
Nonconservative Diffusions on [0, 1] with Killing and Branching: Applications to Wright-Fisher Models with or without Selection.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/605068
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- Publication type:
- Article
12
Weather Derivatives and Stochastic Modelling of Temperature.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/576791
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- Publication type:
- Article
13
Optimal Selling of an Asset under Incomplete Information.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/543590
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- Publication type:
- Article
14
First Passage Time Moments of Jump-Diffusions with Markovian Switching.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/501360
- By:
- Publication type:
- Article
15
A Stochastic Two Species Competition Model: Nonequilibrium Fluctuation and Stability.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/489386
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- Publication type:
- Article
16
The Cauchy-Dirichlet Problem for a Class of Linear Parabolic Differential Equations with Unbounded Coefficients in an Unbounded Domain.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/469806
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- Publication type:
- Article
17
Pricing Variance Swaps for Stochastic Volatilities with Delay and Jumps.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/435145
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- Publication type:
- Article
18
A Stochastic Analysis of Hard Disk Drives.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/390548
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- Publication type:
- Article
19
Maximizing the Mean Exit Time of a Brownian Motion from an Interval.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/296259
- By:
- Publication type:
- Article
20
Impulse Control of Proportional Reinsurance with Constraints.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/190603
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- Publication type:
- Article
21
Mild Solutions of Neutral Stochastic Partial Functional Differential Equations.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/186206
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- Publication type:
- Article
22
Yule-Walker Estimation for the Moving-Average Model.
- Published in:
- International Journal of Stochastic Analysis, 2011, v. 2011, p. 1, doi. 10.1155/2011/151823
- By:
- Publication type:
- Article