Article Index - International Journal of Stochastic Analysis

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A Decomposable Branching Process in a Markovian Environment
Vladimir Vatutin, Elena Dyakonova, Peter Jagers, Serik Sagitov,

First published: 31 December 2012

Collections: Applications of Stochastic Processes in Biology and Medicine
Research Article
Open Access

oa

Probabilistic Solution of the General Robin Boundary Value Problem on Arbitrary Domains
Khalid Akhlil,

First published: 30 December 2012
Research Article
Open Access

oa

Some Refinements of Existence Results for SPDEs Driven by Wiener Processes and Poisson Random Measures
Stefan Tappe,

First published: 25 December 2012
Research Article
Open Access

oa

Optimal Geometric Mean Returns of Stocks and Their Options
Guoyi Zhang,

First published: 24 December 2012
Research Article
Open Access

oa

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

First published: 10 December 2012
Research Article
Open Access

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A Stability Result for Stochastic Differential Equations Driven by Fractional Brownian Motions
Bruno Saussereau,

First published: 05 December 2012
Research Article
Open Access

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Stochastic Methodology for the Study of an Epidemic Decay Phase, Based on a Branching Model
Sophie Pénisson, Christine Jacob,

First published: 04 December 2012

Collections: Applications of Stochastic Processes in Biology and Medicine
Research Article
Open Access

oa

Survival Exponents for Some Gaussian Processes
G. Molchan,

First published: 29 November 2012
Research Article
Open Access

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Asymptotic Normality of a Hurst Parameter Estimator Based on the Modified Allan Variance
Alessandra Bianchi, Massimo Campanino, Irene Crimaldi,

First published: 27 November 2012
Research Article
Open Access

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Hypothesis Testing in a Fractional Ornstein-Uhlenbeck Model
Michael Moers,

First published: 10 November 2012
Research Article
Open Access

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The First Passage Time and the Dividend Value Function for One-Dimensional Diffusion Processes between Two Reflecting Barriers
Chuancun Yin, Huiqing Wang,

First published: 23 October 2012
Research Article
Open Access

oa

Generalized Fractional Master Equation for Self-Similar Stochastic Processes Modelling Anomalous Diffusion
Gianni Pagnini, Antonio Mura, Francesco Mainardi,

First published: 16 October 2012
Research Article
Open Access

oa

General LQG Homing Problems in One Dimension
Mario Lefebvre, Foued Zitouni,

First published: 02 October 2012
Research Article
Open Access

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Relations between Stochastic and Partial Differential Equations in Hilbert Spaces
I. V. Melnikova, V. S. Parfenenkova,

First published: 26 September 2012
Research Article
Open Access

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Consistent Price Systems in Multiasset Markets
Florian Maris, Hasanjan Sayit,

First published: 27 August 2012
Research Article
Open Access

oa

Asymptotic Stability of Semi-Markov Modulated Jump Diffusions
Amogh Deshpande,

First published: 23 August 2012
Research Article
Open Access

oa

A Dependent Hidden Markov Model of Credit Quality
Małgorzata Wiktoria Korolkiewicz,

First published: 13 August 2012
Research Article
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An M/M/2 Queueing System with Heterogeneous Servers Including One with Working Vacation
A. Krishnamoorthy, C. Sreenivasan,

First published: 01 August 2012
Research Article
Open Access

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Application of Stochastic Sensitivity Analysis to Integrated Force Method
X. F. Wei, S. N. Patnaik,

First published: 07 June 2012
Research Article
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Necessary Conditions for Optimal Control of Forward-Backward Stochastic Systems with Random Jumps
Jingtao Shi,

First published: 02 April 2012

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International Journal of Stochastic Analysis

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All International Journal of Stochastic Analysis Articles

oa

A Decomposable Branching Process in a Markovian Environment

oa

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

oa

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

oa

Optimal Geometric Mean Returns of Stocks and Their Options

oa

A Feedback Retrial Queueing System with Two Types of Batch Arrivals

oa

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

oa

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

oa

Survival Exponents for Some Gaussian Processes

oa

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

oa

Hypothesis Testing in a Fractional Ornstein-Uhlenbeck Model

oa

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

oa

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

oa

General LQG Homing Problems in One Dimension

oa

Relations between Stochastic and Partial Differential Equations in Hilbert Spaces

oa

Consistent Price Systems in Multiasset Markets

oa

Asymptotic Stability of Semi-Markov Modulated Jump Diffusions

oa

A Dependent Hidden Markov Model of Credit Quality

oa

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

oa

Application of Stochastic Sensitivity Analysis to Integrated Force Method

oa

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

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oa A Decomposable Branching Process in a Markovian Environment

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

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

oa Optimal Geometric Mean Returns of Stocks and Their Options

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

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

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

oa Survival Exponents for Some Gaussian Processes

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

oa Hypothesis Testing in a Fractional Ornstein-Uhlenbeck Model

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

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

oa General LQG Homing Problems in One Dimension

oa Relations between Stochastic and Partial Differential Equations in Hilbert Spaces

oa Consistent Price Systems in Multiasset Markets

oa Asymptotic Stability of Semi-Markov Modulated Jump Diffusions

oa A Dependent Hidden Markov Model of Credit Quality

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

oa Application of Stochastic Sensitivity Analysis to Integrated Force Method

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

oa

A Decomposable Branching Process in a Markovian Environment

oa

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

oa

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

oa

Optimal Geometric Mean Returns of Stocks and Their Options

oa

A Feedback Retrial Queueing System with Two Types of Batch Arrivals

oa

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

oa

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

oa

Survival Exponents for Some Gaussian Processes

oa

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

oa

Hypothesis Testing in a Fractional Ornstein-Uhlenbeck Model

oa

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

oa

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

oa

General LQG Homing Problems in One Dimension

oa

Relations between Stochastic and Partial Differential Equations in Hilbert Spaces

oa

Consistent Price Systems in Multiasset Markets

oa

Asymptotic Stability of Semi-Markov Modulated Jump Diffusions

oa

A Dependent Hidden Markov Model of Credit Quality

oa

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

oa

Application of Stochastic Sensitivity Analysis to Integrated Force Method

oa

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