Article Index - International Journal of Stochastic Analysis

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oa

Stochastic Temporal Data Upscaling Using the Generalized k-Nearest Neighbor Algorithm
John Mashford,

First published: 24 September 2018
Research Article
Open Access

oa

Regime-Switching Temperature Dynamics Model for Weather Derivatives
Samuel Asante Gyamerah, Philip Ngare, Dennis Ikpe,

First published: 10 July 2018
Research Article
Open Access

oa

Option Price Decomposition in Spot-Dependent Volatility Models and Some Applications
Raúl Merino, Josep Vives,

First published: 31 July 2017
Research Article
Open Access

oa

Malliavin Differentiability of Solutions of SPDEs with Lévy White Noise
Raluca M. Balan, Cheikh B. Ndongo,

First published: 12 March 2017
Research Article
Open Access

oa

Semigroup Solution of Path-Dependent Second-Order Parabolic Partial Differential Equations
Sixian Jin, Henry Schellhorn,

First published: 27 February 2017
Research Article
Open Access

oa

Global Stability of Nonlinear Stochastic SEI Epidemic Model with Fluctuations in Transmission Rate of Disease
Olusegun Michael Otunuga,

First published: 23 January 2017
Research Article
Open Access

oa

Generalisation of Hajek’s Stochastic Comparison Results to Stochastic Sums
Jörg Kampen,

First published: 05 September 2016
Research Article
Open Access

oa

Asymptotic Time Averages and Frequency Distributions
Muhammad El-Taha,

First published: 05 September 2016
Research Article
Open Access

oa

A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization
Francesco Cordoni, Luca Di Persio,

First published: 02 August 2016
Research Article
Open Access

oa

Stochastic Analysis of Gaussian Processes via Fredholm Representation
Tommi Sottinen, Lauri Viitasaari,

First published: 31 July 2016
Research Article
Open Access

oa

Optimal Bounds for the Variance of Self-Intersection Local Times
George Deligiannidis, Sergey Utev,

First published: 20 July 2016
Research Article
Open Access

oa

Analysis of a Priority Queue with Phase-Type Service and Failures
Alexander Dudin, Sergei Dudin,

First published: 17 July 2016
Research Article
Open Access

oa

Multiserver Queue with Guard Channel for Priority and Retrial Customers
Kazuki Kajiwara, Tuan Phung-Duc,

First published: 03 March 2016
Research Article
Open Access

oa

Large Deviation Analysis of a Droplet Model Having a Poisson Equilibrium Distribution
Richard S. Ellis, Shlomo Ta’asan,

First published: 07 October 2015
Research Article
Open Access

oa

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

First published: 28 July 2015
Research Article
Open Access

oa

Pricing FX Options in the Heston/CIR Jump-Diffusion Model with Log-Normal and Log-Uniform Jump Amplitudes
Rehez Ahlip, Ante Prodan,

First published: 26 July 2015
Research Article
Open Access

oa

A Generic Decomposition Formula for Pricing Vanilla Options under Stochastic Volatility Models
Raúl Merino, Josep Vives,

First published: 17 June 2015
Research Article
Open Access

oa

Stochastic Nonlinear Equations Describing the Mesoscopic Voltage-Gated Ion Channels
Mauricio Tejo,

First published: 05 April 2015
Research Article
Open Access

oa

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,

First published: 17 February 2015
Research Article
Open Access

oa

Asymptotic Stabilizability of a Class of Stochastic Nonlinear Hybrid Systems
Ewelina Seroka,

First published: 11 February 2015

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International Journal of Stochastic Analysis

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All International Journal of Stochastic Analysis Articles

oa

Stochastic Temporal Data Upscaling Using the Generalized k-Nearest Neighbor Algorithm

oa

Regime-Switching Temperature Dynamics Model for Weather Derivatives

oa

Option Price Decomposition in Spot-Dependent Volatility Models and Some Applications

oa

Malliavin Differentiability of Solutions of SPDEs with Lévy White Noise

oa

Semigroup Solution of Path-Dependent Second-Order Parabolic Partial Differential Equations

oa

Global Stability of Nonlinear Stochastic SEI Epidemic Model with Fluctuations in Transmission Rate of Disease

oa

Generalisation of Hajek’s Stochastic Comparison Results to Stochastic Sums

oa

Asymptotic Time Averages and Frequency Distributions

oa

A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization

oa

Stochastic Analysis of Gaussian Processes via Fredholm Representation

oa

Optimal Bounds for the Variance of Self-Intersection Local Times

oa

Analysis of a Priority Queue with Phase-Type Service and Failures

oa

Multiserver Queue with Guard Channel for Priority and Retrial Customers

oa

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

oa

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

oa

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

oa

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

oa

Stochastic Nonlinear Equations Describing the Mesoscopic Voltage-Gated Ion Channels

oa

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

oa

Asymptotic Stabilizability of a Class of Stochastic Nonlinear Hybrid Systems

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oa Stochastic Temporal Data Upscaling Using the Generalized k-Nearest Neighbor Algorithm

oa Regime-Switching Temperature Dynamics Model for Weather Derivatives

oa Option Price Decomposition in Spot-Dependent Volatility Models and Some Applications

oa Malliavin Differentiability of Solutions of SPDEs with Lévy White Noise

oa Semigroup Solution of Path-Dependent Second-Order Parabolic Partial Differential Equations

oa Global Stability of Nonlinear Stochastic SEI Epidemic Model with Fluctuations in Transmission Rate of Disease

oa Generalisation of Hajek’s Stochastic Comparison Results to Stochastic Sums

oa Asymptotic Time Averages and Frequency Distributions

oa A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization

oa Stochastic Analysis of Gaussian Processes via Fredholm Representation

oa Optimal Bounds for the Variance of Self-Intersection Local Times

oa Analysis of a Priority Queue with Phase-Type Service and Failures

oa Multiserver Queue with Guard Channel for Priority and Retrial Customers

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

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

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

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

oa Stochastic Nonlinear Equations Describing the Mesoscopic Voltage-Gated Ion Channels

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

oa Asymptotic Stabilizability of a Class of Stochastic Nonlinear Hybrid Systems

oa

Stochastic Temporal Data Upscaling Using the Generalized k-Nearest Neighbor Algorithm

oa

Regime-Switching Temperature Dynamics Model for Weather Derivatives

oa

Option Price Decomposition in Spot-Dependent Volatility Models and Some Applications

oa

Malliavin Differentiability of Solutions of SPDEs with Lévy White Noise

oa

Semigroup Solution of Path-Dependent Second-Order Parabolic Partial Differential Equations

oa

Global Stability of Nonlinear Stochastic SEI Epidemic Model with Fluctuations in Transmission Rate of Disease

oa

Generalisation of Hajek’s Stochastic Comparison Results to Stochastic Sums

oa

Asymptotic Time Averages and Frequency Distributions

oa

A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization

oa

Stochastic Analysis of Gaussian Processes via Fredholm Representation

oa

Optimal Bounds for the Variance of Self-Intersection Local Times

oa

Analysis of a Priority Queue with Phase-Type Service and Failures

oa

Multiserver Queue with Guard Channel for Priority and Retrial Customers

oa

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

oa

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

oa

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

oa

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

oa

Stochastic Nonlinear Equations Describing the Mesoscopic Voltage-Gated Ion Channels

oa

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

oa

Asymptotic Stabilizability of a Class of Stochastic Nonlinear Hybrid Systems