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Stochastic Analysis and Applications

Articles from the last few issues of Stochastic Analysis and Applications © Taylor and Francis Ltd
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  • A. B. Clarke's Tandem Queue RevisitedSojourn Times
    Stochastic Analysis and Applications, Vol. 26, No. 6. (November 2008), pp. 1111-1135.
    by Gomez-Corral, , Martos,
  • A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation
    Stochastic Analysis and Applications, Vol. 26, No. 6. (November 2008), pp. 1136-1160.
    by Yong, Jiongmin
  • Capital Process and Optimality Properties of a Bayesian Skeptic in Coin-Tossing Games
    Stochastic Analysis and Applications, Vol. 26, No. 6. (November 2008), pp. 1161-1180.
    by Kumon, Masayuki, Takemura, Akimichi, Takeuchi, Kei
  • The Upper and Lower Solutions Method for Stochastic Inclusions with Discontinuous Multivalued Mappings
    Stochastic Analysis and Applications, Vol. 26, No. 6. (November 2008), pp. 1181-1200.
    by Michta, Mariusz
  • Transient Analysis for State-Dependent Queues with Catastrophes
    Stochastic Analysis and Applications, Vol. 26, No. 6. (November 2008), pp. 1201-1217.
    by Kumar, B Krishna, Vijayakumar, , Sophia,
  • A Stage-Structured Stochastic Model of Sterile Male Under Immigration
    Stochastic Analysis and Applications, Vol. 26, No. 6. (November 2008), pp. 1218-1249.
    by Bhattacharyya, , Ghosh,
  • MAP/(PH/PH)/c Queue with Self-Generation of Priorities and Non-Preemptive Service
    Stochastic Analysis and Applications, Vol. 26, No. 6. (November 2008), pp. 1250-1266.
    by Krishnamoorthy, , Babu, , Narayanan, Viswanath
  • Stability of Stochastic Differential Equations Under Discretization
    Stochastic Analysis and Applications, Vol. 26, No. 6. (November 2008), pp. 1267-1273.
    by Korzeniowski, Andrzej
  • On Conditional Independence, Mixing, and Association
    Stochastic Analysis and Applications, Vol. 26, No. 6. (November 2008), pp. 1274-1309.
    by Roussas, George
  • Two-Type Branching Processes with Subexponential Life-Spans and SIR Epidemic Models
    Stochastic Analysis and Applications, Vol. 26, No. 5. (September 2008), pp. 925-940.
    by Rahimov,
  • The Minimal Entropy and the Convergence of the p-Optimal Martingale Measures in a General Jump Model
    Stochastic Analysis and Applications, Vol. 26, No. 5. (September 2008), pp. 941-977.
    by Kohlmann, Michael, Xiong, Dewen
  • Algebra of Generalized Stochastic Processes and the Stochastic Dirichlet Problem
    Stochastic Analysis and Applications, Vol. 26, No. 5. (September 2008), pp. 978-999.
    by Selesi, Dora
  • Strong and Weak Disorder for Levy Directed Polymers in Random Environment
    Stochastic Analysis and Applications, Vol. 26, No. 5. (September 2008), pp. 1000-1012.
    by Miura, Mitsuharu, Tawara, Yoshihiro, Tsuchida, Kaneharu
  • Deterministic Approximation of a Sequence of Nearly Critical Branching Processes
    Stochastic Analysis and Applications, Vol. 26, No. 5. (September 2008), pp. 1013-1024.
    by Rahimov,
  • Dilations a la Hudson-Parthasarathy of Markov Semigroups in Classical Probability
    Stochastic Analysis and Applications, Vol. 26, No. 5. (September 2008), pp. 1025-1052.
    by Gregoratti,
  • Stochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion
    Stochastic Analysis and Applications, Vol. 26, No. 5. (September 2008), pp. 1053-1075.
    by Guerra, Joao, Nualart, David
  • On Generalized Regular Stochastic Differential Delay Systems with Time Invariant Coefficients
    Stochastic Analysis and Applications, Vol. 26, No. 5. (September 2008), pp. 1076-1094.
    by Kalogeropoulos, Grigoris, Pantelous, Athanasios
  • A Supplement to the Einmahl-Li Results on Two-Sided Iterated Logarithm Type Behavior for I.I.D. Random Variables
    Stochastic Analysis and Applications, Vol. 26, No. 5. (September 2008), pp. 1095-1110.
    by Li, Deli, Qi, Yongcheng, Rosalsky, Andrew
  • Optimal Cross Hedging of Insurance Derivatives
    Stochastic Analysis and Applications, Vol. 26, No. 4. (July 2008), pp. 679-709.
    by Ankirchner, Stefan, Imkeller, Peter, Popier, Alexandre
  • Stability of Stochastic Delay Differential Equation with a Small Parameter
    Stochastic Analysis and Applications, Vol. 26, No. 4. (July 2008), pp. 710-723.
    by Ramachandran,
  • On the Ergodicity of Slow-Varying Nonstationary Markov Chains
    Stochastic Analysis and Applications, Vol. 26, No. 4. (July 2008), pp. 724-737.
    by Wu, Jinn-Wen, Chen, Kuo-Chih
  • Random Walk Analysis in Antagonistic Stochastic Games
    Stochastic Analysis and Applications, Vol. 26, No. 4. (July 2008), pp. 738-783.
    by Dshalalow, Jewgeni
  • On the Geometric Densities of Random Closed Sets
    Stochastic Analysis and Applications, Vol. 26, No. 4. (July 2008), pp. 784-808.
    by Capasso, Vincenzo, Villa, Elena
  • A More General Valuation and Arbitrage Theory for Ito Processes
    Stochastic Analysis and Applications, Vol. 26, No. 4. (July 2008), pp. 809-831.
    by Londono, Jaime
  • Exercisability Randomization of the American Option
    Stochastic Analysis and Applications, Vol. 26, No. 4. (July 2008), pp. 832-855.
    by Leduc, Guillaume
  • A Non-Linear Filter
    Stochastic Analysis and Applications, Vol. 26, No. 4. (July 2008), pp. 856-862.
    by Elliott, Robert, Leung, Henry, Deng, Jia
  • Singular Perturbation of Kolmogorov Equation in Gauss-Sobolev Space
    Stochastic Analysis and Applications, Vol. 26, No. 4. (July 2008), pp. 863-876.
    by Chow, Pao-Liu
  • Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain
    Stochastic Analysis and Applications, Vol. 26, No. 4. (July 2008), pp. 877-902.
    by Masiero, Federica
  • Study of Dependence for Some Stochastic Processes
    Stochastic Analysis and Applications, Vol. 26, No. 4. (July 2008), pp. 903-924.
    by Bielecki, Tomasz, Jakubowski, Jacek, Vidozzi, Andrea, Vidozzi, Luca
  • Probability Approaches to Spatially Homogeneous Boltzmann Equations
    Stochastic Analysis and Applications, Vol. 25, No. 6. (November 2007), pp. 1129-1150.
    by Zhang, Xicheng, Zhang, Xianwen
  • Stability in Probability of Nonlinear Stochastic Volterra Difference Equations with Continuous Variable
    Stochastic Analysis and Applications, Vol. 25, No. 6. (November 2007), pp. 1151-1165.
    by Luo, Jiaowan, Shaikhet, Leonid
  • On a Class of Generalized Integrands
    Stochastic Analysis and Applications, Vol. 25, No. 6. (November 2007), pp. 1167-1188.
    by De Donno, Marzia
  • The Solution of a Free Boundary Problem Related to Environmental Management Systems
    Stochastic Analysis and Applications, Vol. 25, No. 6. (November 2007), pp. 1189-1202.
    by Elliott, Robert, Filinkov, Alexei
  • Instrumental Variable Estimation for Linear Stochastic Differential Equations Driven by Fractional Brownian Motion
    Stochastic Analysis and Applications, Vol. 25, No. 6. (November 2007), pp. 1203-1215.
    by Rao, BLS Prakasa
  • Two-Commodity Inventory System with Individual and Joint Ordering Policies and Renewal Demands
    Stochastic Analysis and Applications, Vol. 25, No. 6. (November 2007), pp. 1217-1241.
    by Sivakumar, , Anbazhagan, , Arivarignan,
  • Stochastic Approximation Algorithms for Parameter Estimation in Option Pricing with Regime Switching
    Stochastic Analysis and Applications, Vol. 25, No. 6. (November 2007), pp. 1243-1261.
    by Yin, , Zhang, , Zhuang,
  • Total Duration of Negative Surplus for the Risk Process with Constant Interest Force
    Stochastic Analysis and Applications, Vol. 25, No. 6. (November 2007), pp. 1263-1272.
    by Song, Min, Wu, Rong
  • Continuous Local Time of a Purely Atomic Immigration Superprocess with Dependent Spatial Motion
    Stochastic Analysis and Applications, Vol. 25, No. 6. (November 2007), pp. 1273-1296.
    by Li, Zenghu, Xiong, Jie
  • Filtering Problem for Discrete Volterra Equations with Combined Disturbances
    Stochastic Analysis and Applications, Vol. 25, No. 6. (November 2007), pp. 1297-1323.
    by Bashkov, , De Nicolao, , Kolmanovskii, , Matasov,
  • Stochastic Feynman-Kac Equations Associated to Levy-Ito Diffusions
    Stochastic Analysis and Applications, Vol. 25, No. 5. (September 2007), pp. 913-932.
    by Meyer-Brandis, Thilo
  • Multi-Step Maruyama Methods for Stochastic Delay Differential Equations
    Stochastic Analysis and Applications, Vol. 25, No. 5. (September 2007), pp. 933-959.
    by Buckwar, Evelyn, Winkler, Renate
  • Topological Solutions of Noncommutative Stochastic Differential Equations
    Stochastic Analysis and Applications, Vol. 25, No. 5. (September 2007), pp. 961-993.
    by Ekhaguere,
  • The Banach Spaces [image omitted] and [image omitted] with Application to the Approximate Controllability of Stochastic Partial Functional Differential Equations with Infinite Delay
    Stochastic Analysis and Applications, Vol. 25, No. 5. (September 2007), pp. 995-1024.
    by Bao, Haibo, Jiang, Daqing
  • Optimal Consumption in a Growth Model with the CES Production Function
    Stochastic Analysis and Applications, Vol. 25, No. 5. (September 2007), pp. 1025-1042.
    by Baten, Md, Miah, ABMA Sobhan
  • Wiener Integrals with Respect to the Hermite Process and a Non-Central Limit Theorem
    Stochastic Analysis and Applications, Vol. 25, No. 5. (September 2007), pp. 1043-1056.
    by Maejima, Makoto, Tudor, A Ciprian
  • Multi-Period Asset Allocation Under Hidden Markovianly Driven Noises
    Stochastic Analysis and Applications, Vol. 25, No. 5. (September 2007), pp. 1057-1078.
    by Luo, Shangzhen
  • Flow of Homeomorphisms and Stochastic Transport Equations
    Stochastic Analysis and Applications, Vol. 25, No. 5. (September 2007), pp. 1079-1108.
    by Fang, Shizan, Luo, Dejun
  • Optimal Approximation of the Second Iterated Integral of Brownian Motion
    Stochastic Analysis and Applications, Vol. 25, No. 5. (September 2007), pp. 1109-1128.
    by Dickinson, S Andrew
  • Stochastic Differential Games with Multiple Modes and a Small Parameter
    Stochastic Analysis and Applications, Vol. 24, No. 5. (2006), pp. 913-928.
    by Ramachandran,
  • Arrow-Mangasarian Sufficient Conditions for Controlled Semimartingales
    Stochastic Analysis and Applications, Vol. 24, No. 5. (2006), pp. 929-938.
    by Framstad, Nils
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