• Issue
    2011
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Multiresolution Hilbert Approach to Multidimensional Gauss-Markov Processes

Thibaud Taillefumier,  Jonathan Touboul, 
  • First Published: 29 February 2012
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Optimal Harvesting When the Exchange Rate Is a Semimartingale

E. R. Offen,  E. M. Lungu, 
  • First Published: 26 January 2012
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Large Deviations for Stochastic Differential Equations on Sd Associated with the Critical Sobolev Brownian Vector Fields

Qinghua Wang, 
  • First Published: 03 January 2012
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Regime-Switching Risk: To Price or Not to Price?

Tak Kuen Siu, 
  • First Published: 27 December 2011
Research Article
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Optimal Selling of an Asset under Incomplete Information

Erik Ekström,  Bing Lu, 
  • First Published: 20 December 2011
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A Class of Bridges of Iterated Integrals of Brownian Motion Related to Various Boundary Value Problems Involving the One-Dimensional Polyharmonic Operator

Aimé Lachal, 
  • First Published: 13 December 2011
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Existence Results for Stochastic Semilinear Differential Inclusions with Nonlocal Conditions

A. Vinodkumar,  A. Boucherif, 
  • First Published: 30 November 2011
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Control of Dams Using Policies When the Input Process Is a Nonnegative Lévy Process

Mohamed Abdel-Hameed, 
  • First Published: 15 September 2011
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Mild Solutions of Neutral Stochastic Partial Functional Differential Equations

T. E. Govindan, 
  • First Published: 14 September 2011
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Yule-Walker Estimation for the Moving-Average Model

Chrysoula Dimitriou-Fakalou, 
  • First Published: 14 August 2011
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Blackwell Spaces and ϵ-Approximations of Markov Chains

Giacomo Aletti,  Diane Saada, 
  • First Published: 11 August 2011
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Impulse Control of Proportional Reinsurance with Constraints

Hui Meng,  Tak Kuen Siu, 
  • First Published: 10 August 2011
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Nonconservative Diffusions on [0, 1] with Killing and Branching: Applications to Wright-Fisher Models with or without Selection

Thierry E. Huillet, 
  • First Published: 18 July 2011
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Weather Derivatives and Stochastic Modelling of Temperature

Fred Espen Benth,  Jūratė Šaltytė Benth, 
  • First Published: 14 July 2011
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Study of Thermodynamically Inspired Quantities for Both Thermal and External Colored Non-Gaussian Noises Driven Dynamical System

Monoj Kumar Sen,  Alendu Baura,  Bidhan Chandra Bag, 
  • First Published: 10 July 2011
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Asymptotics of Negative Exponential Moments for Annealed Brownian Motion in a Renormalized Poisson Potential

Xia Chen,  Alexey Kulik, 
  • First Published: 28 June 2011
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The Cauchy-Dirichlet Problem for a Class of Linear Parabolic Differential Equations with Unbounded Coefficients in an Unbounded Domain

Gerardo Rubio, 
  • First Published: 22 June 2011
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Pricing Variance Swaps for Stochastic Volatilities with Delay and Jumps

Anatoliy Swishchuk,  Li Xu, 
  • First Published: 18 May 2011
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A Stochastic Analysis of Hard Disk Drives

Field Cady,  Yi Zhuang,  Mor Harchol-Balter, 
  • First Published: 07 April 2011
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Maximizing the Mean Exit Time of a Brownian Motion from an Interval

Mario Lefebvre, 
  • First Published: 05 April 2011
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A Stochastic Two Species Competition Model: Nonequilibrium Fluctuation and Stability

G. P. Samanta, 
  • First Published: 03 April 2011
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A q-Weibull Counting Process through a Fractional Differential Operator

Kunnummal Muralidharan,  Seema S. Nair, 
  • First Published: 31 March 2011
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First Passage Time Moments of Jump-Diffusions with Markovian Switching

Jun Peng,  Zaiming Liu, 
  • First Published: 20 March 2011