International Journal of Stochastic Analysis

1987 - 2018

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Volume 2009, month December, 2009

A Boundary Value Problem with Multivariables Integral Type Condition for Parabolic Equations pp. 1-13

A. L. Marhoune and F. Lakhal

Volume 2009, month September, 2009

On Modelling Long Term Stock Returns with Ergodic Diffusion Processes: Arbitrage and Arbitrage-Free Specifications pp. 1-16

Bernard Wong

Volume 2009, month July, 2009

Defaultable Game Options in a Hazard Process Model pp. 1-33

Tomasz R. Bielecki, Stéphane Crépey, Monique Jeanblanc and Marek Rutkowski

Interloss Time in ð ‘€ / ð ‘€ / 1 / 1 Loss System pp. 1-14

Pierpaolo Ferrante

Volume 2009, month June, 2009

Modified Iterative Algorithms for Nonexpansive Mappings pp. 1-11

Yonghong Yao, Muhammad Aslam Noor and Syed Tauseef Mohyud-Din

On Variant Reflected Backward SDEs, with Applications pp. 1-26

Jin Ma and Yusun Wang

Volume 2009, month April, 2009

Algebraic Polynomials with Random Coefficients with Binomial and Geometric Progressions pp. 1-6

K. Farahmand and M. Sambandham

Volume 2009, month March, 2009

Implicit Difference Inequalities Corresponding to First-Order Partial Differential Functional Equations pp. 1-18

Z. Kamont and K. Kropielnicka

Volume 2009, month January, 2009

Spectral Approximation of Infinite-Dimensional Black-Scholes Equations with Memory pp. 1-37

Mou-Hsiung Chang and Roger K. Youree

Volume 2008, month December, 2008

On the Survival Time of a Duplex System: A Sokhotski-Plemelj Problem pp. 1-13

Edmond J. Vanderperre

Strong Convergence of Viscosity Methods for Continuous Pseudocontractions in Banach Spaces pp. 1-11

Filomena Cianciaruso, Giuseppe Marino, Luigi Muglia and Haiyun Zhou

Analysis of MAP/PH(1), PH(2)/2 Queue with Bernoulli Vacations pp. 1-20

B. Krishna Kumar, R. Rukmani and V. Thangaraj

Volume 2008, month November, 2008

The Distribution of the Interval between Events of a Cox Process with Shot Noise Intensity pp. 1-14

Angelos Dassios and Jiwook Jang

A Maximum Principle Approach to Risk Indifference Pricing with Partial Information pp. 1-15

Ta Thi Kieu An, Bernt Øksendal and Frank Proske

Fredholm Determinant of an Integral Operator Driven by a Diffusion Process pp. 1-17

Adrian P. C. Lim

Volume 2008, month October, 2008

Characterisation of Exponential Convergence to Nonequilibrium Limits for Stochastic Volterra Equations pp. 1-27

John A. D. Appleby, Siobhán Devin and David W. Reynolds

Volume 2008, month September, 2008

A Time-Series Approach to Non-Self-Financing Hedging in a Discrete-Time Incomplete Market pp. 1-20

N. Josephy, L. Kimball and V. Steblovskaya

The Packing Measure of the Trajectory of a One-Dimensional Symmetric Cauchy Process pp. 1-7

A. C. Okoroafor

On the Optimality of ( ð ‘, 𠑆 ) Inventory Policies: A Quasivariational Approach pp. 1-9

Lakdere Benkherouf

Volume 2008, month July, 2008

Pricing Participating Products under a Generalized Jump-Diffusion Model pp. 1-30

Tak Kuen Siu, John W. Lau and Hailiang Yang

A Fluid Model for a Relay Node in an Ad Hoc Network: Evaluation of Resource Sharing Policies pp. 1-25

Michel Mandjes and Werner Scheinhardt

Volume 2008, month May, 2008

On Different Classes of Algebraic Polynomials with Random Coefficients pp. 1-8

K. Farahmand, A. Grigorash and B. McGuinness

Hölder-Type Inequalities for Norms of Wick Products pp. 1-22

Alberto Lanconelli and Aurel I. Stan

Volume 2008, month April, 2008

Central Limit Theorem of the Smoothed Empirical Distribution Functions for Asymptotically Stationary Absolutely Regular Stochastic Processes pp. 1-18

Echarif Elharfaoui and Michel Harel

Volume 2008, month March, 2008

Unbounded Solutions of a Boundary Value Problem for Abstract n th-Order Differential Equations on an Infinite Interval pp. 1-11

Zhenbin Liu, Lishan Liu, Yonghong Wu and Jing Zhao

Weak Approximation of SDEs by Discrete-Time Processes pp. 1-15

Henryk Zähle

A Numerical Solution Using an Adaptively Preconditioned Lanczos Method for a Class of Linear Systems Related with the Fractional Poisson Equation pp. 1-26

M. Ilić, I. W. Turner and V. Anh

Integral Averages of Two Generalizations of the Poisson Kernel by Haruki and Rassias pp. 1-6

Serap Bulut

On the Lower Classes of Some Mixed Fractional Gaussian Processes with Two Logarithmic Factors pp. 1-16

Charles El-Nouty

Volume 2008, month February, 2008

A Hull and White Formula for a General Stochastic Volatility Jump-Diffusion Model with Applications to the Study of the Short-Time Behavior of the Implied Volatility pp. 1-17

Elisa Alòs, Jorge A. León, Monique Pontier and Josep Vives

Asymptotic Analysis of a Loss Model with Trunk Reservation I: Trunks Reserved for Fast Traffic pp. 1-34

John A. Morrison and Charles Knessl

Volume 2007, month December, 2007

Random Three-Step Iteration Scheme and Common Random Fixed Point of Three Operators pp. 1-10

Somyot Plubtieng, Poom Kumam and Rabian Wangkeeree

Volume 2007, month October, 2007

Nonlinear Vector Variational Inequality Problems for η -Pseudomonotone Maps pp. 1-6

A. P. Farajzadeh

Jump Telegraph Processes and Financial Markets with Memory pp. 1-19

Nikita Ratanov

Volume 2007, month August, 2007

Fluid Limits of Optimally Controlled Queueing Networks pp. 1-19

Guodong Pang and Martin V. Day

A Family of Non-Gaussian Martingales with Gaussian Marginals pp. 1-19

Kais Hamza and Fima C. Klebaner

On a Class of Measure-Dependent Stochastic Evolution Equations Driven by fBm pp. 1-26

Eduardo Hernandez, David N. Keck and Mark A. McKibben

Volume 2007, month June, 2007

Some Local Asymptotic Laws for the Cauchy Process on the Line pp. 1-9

A. Chukwuemeka Okoroafor

Volume 2007, month May, 2007

On a Class of Forward-Backward Stochastic Differential Systems in Infinite Dimensions pp. 1-33

Giuseppina Guatteri

Volume 2007, month March, 2007

L p Solutions of BSDEs with Stochastic Lipschitz Condition pp. 1-14

Jiajie Wang, Qikang Ran and Qihong Chen

Volume 2007, month February, 2007

Monotonicity of Harnack Inequality for Positive Invariant Harmonic Functions pp. 1-12

Yifei Pan and Mei Wang

Volume 2007, month January, 2007

Hereditary Portfolio Optimization with Taxes and Fixed Plus Proportional Transaction Costs—Part II pp. 1-25

Mou-Hsiung Chang

Continuous Interpolation of Solution Sets of Lipschitzian Quantum Stochastic Differential Inclusions pp. 1-12

E. O. Ayoola and John O. Adeyeye

Laws of Large Numbers for Asymmetrical Cauchy Random Variables pp. 1-6

André Adler

Comparison of Inventory Systems with Service, Positive Lead-Time, Loss, and Retrial of Customers pp. 1-23

A. Krishnamoorthy and K. P. Jose

Hereditary Portfolio Optimization with Taxes and Fixed Plus Proportional Transaction Costs—Part I pp. 1-33

Mou-Hsiung Chang

Hölder Continuity up to the Boundary of Minimizers for Some Integral Functionals with Degenerate Integrands pp. 1-14

S. Bonafede, V. Cataldo and S. D'Asero

On the Lower Bound for the Number of Real Roots of a Random Algebraic Equation pp. 1-8

Takashi Uno

On Zeros of Self-Reciprocal Random Algebraic Polynomials pp. 1-7

K. Farahmand

Common Fixed Points of Mappings and Set-Valued Mappings in Symmetric Spaces with Application to Probabilistic Spaces pp. 1-7

M. Aamri, A. Bassou, S. Bennani and D. El Moutawakil