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A Classical Mechanical Model of Brownian Motion with One Particle Coupled to a Random Wave FieldKUSUOKA, Shigeo; LIANG, Song.Stochastic analysis and applications. 2012, Vol 30, Num 3, pp 493-528, issn 0736-2994, 36 p.Article
Asset Pricing Using Finite State Markov Chain Stochastic Discount FunctionsVAN DER HOEK, John; ELLIOTT, Robert J.Stochastic analysis and applications. 2012, Vol 30, Num 5, pp 865-894, issn 0736-2994, 30 p.Article
Existence of Value in Stochastic Differential Games of Mixed TypeGHOSH, Mrinal K; MALLIKARJUNA RAO, K. S.Stochastic analysis and applications. 2012, Vol 30, Num 5, pp 895-905, issn 0736-2994, 11 p.Article
Impulse Stochastic Control for the Optimization of the Dividend Payments of the Compound Poisson Risk Model Perturbed by DiffusionZHANG, Shuaiqi.Stochastic analysis and applications. 2012, Vol 30, Num 4, pp 642-661, issn 0736-2994, 20 p.Article
Markov Chain Hitting TimesELLIOTT, Robert J; VAN DER HOEK, John; SWORDER, David et al.Stochastic analysis and applications. 2012, Vol 30, Num 5, pp 827-830, issn 0736-2994, 4 p.Article
Right and Left Matrix-Valued Stochastic Exponentials and Explicit Solutions to Systems of SDEsLIQING YAN.Stochastic analysis and applications. 2012, Vol 30, Num 1, pp 160-173, issn 0736-2994, 14 p.Article
Singularity of Subfractional Brownian Motions with Different Hurst IndicesPRAKASA RAO, B. L. S.Stochastic analysis and applications. 2012, Vol 30, Num 3, pp 538-542, issn 0736-2994, 5 p.Article
A Stochastic Approximation Algorithm for American Lookback Put OptionsZHENHUA ZHANG; YIN, G; ZHIAN LIANG et al.Stochastic analysis and applications. 2011, Vol 29, Num 2, pp 332-351, issn 0736-2994, 20 p.Article
Almost Sure Local Limit Theorems with RateGIULIANO-ANTONINI, Rita; WEBER, Michel.Stochastic analysis and applications. 2011, Vol 29, Num 5, pp 779-798, issn 0736-2994, 20 p.Article
Filtering of a Multi-Dimension Stochastic Volatility ModelSHANGZHEN LUO.Stochastic analysis and applications. 2011, Vol 29, Num 3, pp 407-423, issn 0736-2994, 17 p.Article
First-Passage Problems for One-Dimensional Diffusions with Random Jumps from a BoundaryABUNDO, Mario.Stochastic analysis and applications. 2011, Vol 29, Num 1, pp 121-145, issn 0736-2994, 25 p.Article
Nonparametric Estimation of Linear Multiplier for Fractional Diffusion ProcessesMISHRA, M. N; PRAKASA RAO, B. L. S.Stochastic analysis and applications. 2011, Vol 29, Num 4, pp 706-712, issn 0736-2994, 7 p.Article
On a Class of Nonlocal Stochastic Functional Differential Equations with Infinite DelayFUKE WU; SHIGENG HU.Stochastic analysis and applications. 2011, Vol 29, Num 4, pp 713-721, issn 0736-2994, 9 p.Article
On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Unbounded Random Variables. IIDELI LI; YONGCHENG QI; ROSALSKY, Andrew et al.Stochastic analysis and applications. 2011, Vol 29, Num 3, pp 486-502, issn 0736-2994, 17 p.Article
Stochastic Models for the Amount of Overflow in a Finite Dam with Random Inputs, Random Outputs, and Exponential Release PolicyVITTAL, P. R; THANGARAJ, V; MURALIDHAR, V et al.Stochastic analysis and applications. 2011, Vol 29, Num 3, pp 473-485, issn 0736-2994, 13 p.Article
The Stochastic Dirichlet Problem Driven by the Ornstein―Uhlenbeck Operator: Approach by the Fredholm Alternative for Chaos ExpansionsLEVAJKOVIC, Tijana; PILIPOVIC, Stevan; SELESI, Dora et al.Stochastic analysis and applications. 2011, Vol 29, Num 2, pp 317-331, issn 0736-2994, 15 p.Article
Estimate on the Pathwise Lyapunov Exponent of Linear Stochastic Differential Equations with Constant CoefficientsBIERKENS, Joris; VAN GAANS, Onno; VERDUYN LUNEL, Sjoerd et al.Stochastic analysis and applications. 2010, Vol 28, Num 5, pp 747-762, issn 0736-2994, 16 p.Article
LP Solutions of One-Dimensional Backward Stochastic Differential Equations with Continuous CoefficientsSHAOKUAN CHEN.Stochastic analysis and applications. 2010, Vol 28, Num 5, pp 820-841, issn 0736-2994, 22 p.Article
Large and Moderate Deviations of Random Upper Semicontinuous FunctionsOGURA, Yukio; SHOUMEI LI; XIA WANG et al.Stochastic analysis and applications. 2010, Vol 28, Num 2, pp 350-376, issn 0736-2994, 27 p.Article
Nonlinear Filter Estimation of VolatilityELLIOTT, Robert J; VAN DER HOEK, John; VALENCIA, Jorge et al.Stochastic analysis and applications. 2010, Vol 28, Num 4, pp 696-710, issn 0736-2994, 15 p.Article
On Quadratic g-Evaluations/Expectations and Related AnalysisJIN MA; SONG YAO.Stochastic analysis and applications. 2010, Vol 28, Num 4, pp 711-734, issn 0736-2994, 24 p.Article
Some New Results for Departure Process in the MX/G/1 Queueing System with a Single Vacation and Exhaustive ServiceKEMPA, Wojciech M.Stochastic analysis and applications. 2010, Vol 28, Num 1, pp 26-43, issn 0736-2994, 18 p.Article
The Distribution of Fst for the Island Model in the Large Population, Weak Mutation LimitLEVIYANG, Sivan.Stochastic analysis and applications. 2010, Vol 28, Num 4, pp 577-601, issn 0736-2994, 25 p.Article
The Mean-Variance Hedging in a Bond Market with JumpsXIONG, Dewen; KOHLMANN, Michael.Stochastic analysis and applications. 2010, Vol 28, Num 5, pp 793-819, issn 0736-2994, 27 p.Article
Reaction-Diffusion Equations with Polynomial Drifts Driven by Fractional Brownian MotionsZAMANI, Shiva.Stochastic analysis and applications. 2010, Vol 28, Num 6, pp 1020-1039, issn 0736-2994, 20 p.Article