• Issue
    2010
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Research Article
Open Access

Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas

Anatoliy Swishchuk,  M. Shafiqul Islam, 
  • First Published: 19 December 2010
Research Article
Open Access

A Markov Regime-Switching Marked Point Process for Short-Rate Analysis with Credit Risk

Tak Kuen Siu, 
  • First Published: 05 December 2010
Research Article
Open Access

Stochastic Integration in Abstract Spaces

J. K. Brooks,  J. T. Kozinski, 
  • First Published: 16 August 2010
Research Article
Open Access

Portfolio Selection with Jumps under Regime Switching

Lin Zhao, 
  • First Published: 28 July 2010
Research Article
Open Access

Stochastic Navier-Stokes Equations with Artificial Compressibility in Random Durations

Hong Yin, 
  • First Published: 30 June 2010
Research Article
Open Access

Optimal Control with Partial Information for Stochastic Volterra Equations

Bernt øksendal,  Tusheng Zhang, 
  • First Published: 29 June 2010
Research Article
Open Access

Level Sets of Random Fields and Applications: Specular Points and Wave Crests

Esteban Flores,  José R. León R, 
  • First Published: 20 May 2010
Research Article
Open Access

Random Trigonometric Polynomials with Nonidentically Distributed Coefficients

K. Farahmand,  T. Li, 
  • First Published: 30 March 2010
Research Article
Open Access

The Rothe′s Method to a Parabolic Integrodifferential Equation with a Nonclassical Boundary Conditions

Abdelfatah Bouziani,  Rachid Mechri, 
  • First Published: 25 March 2010
Research Article
Open Access

Optimal Portfolios in Lévy Markets under State-Dependent Bounded Utility Functions

José E. Figueroa-López,  Jin Ma, 
  • First Published: 15 March 2010
Research Article
Open Access

Synchronization of Dissipative Dynamical Systems Driven by Non-Gaussian Lévy Noises

Xianming Liu,  Jinqiao Duan,  Jicheng Liu,  Peter E. Kloeden, 
  • First Published: 23 February 2010
Research Article
Open Access

General Decay Stability for Stochastic Functional Differential Equations with Infinite Delay

Yue Liu,  Xuejing Meng,  Fuke Wu, 
  • First Published: 09 February 2010