Pages that link to "Item:Q274829"

The following pages link to International Journal of Stochastic Analysis (Q274829):

Displaying 50 items.

• Large deviation analysis of a droplet model having a Poisson equilibrium distribution (Q274830) (← links)
• Asymptotic stabilizability of a class of stochastic nonlinear hybrid systems (Q274832) (← links)
• A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility (Q274837) (← links)
• A comparative numerical study of the spectral theory approach of Nishimura and the roots method based on the analysis of \(\mathrm{BDMMAP}/\mathrm{G}/1\) queue (Q274838) (← links)
• Stochastic nonlinear equations describing the mesoscopic voltage-gated ion channels (Q274840) (← links)
• A generic decomposition formula for pricing vanilla options under stochastic volatility models (Q274843) (← links)
• Pricing FX options in the Heston/CIR jump-diffusion model with log-normal and log-uniform jump amplitudes (Q274846) (← links)
• On continuous selection sets of non-Lipschitzian quantum stochastic evolution inclusions (Q274848) (← links)
• Yamada-Watanabe results for stochastic differential equations with jumps (Q274849) (← links)
• A stochastic flows approach for asset allocation with hidden economic environment (Q274851) (← links)
• The LMI approach for stabilizing of linear stochastic systems (Q361645) (← links)
• Multiresolution Hilbert approach to multidimensional Gauss-Markov processes (Q413918) (← links)
• Optimal harvesting when the exchange rate is a semimartingale (Q413921) (← links)
• On stochastic equations with measurable coefficients driven by symmetric stable processes (Q413923) (← links)
• Necessary conditions for optimal control of forward-backward stochastic systems with random jumps (Q413924) (← links)
• Bayes' model of the best-choice problem with disorder (Q413926) (← links)
• An \(M/M/2\) queueing system with heterogeneous servers including one with working vacation (Q448323) (← links)
• Asymptotic stability of semi-Markov modulated jump diffusions (Q448324) (← links)
• Application of stochastic sensitivity analysis to integrated force method (Q448325) (← links)
• Consistent price systems in multiasset markets (Q448327) (← links)
• A dependent hidden Markov model of credit quality (Q448329) (← links)
• Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
• A two-mode mean-field optimal switching problem for the full balance sheet (Q462408) (← links)
• A semigroup expansion for pricing barrier options (Q462410) (← links)
• Limit properties of transition functions of continuous-time Markov branching processes (Q462412) (← links)
• Efficient variable step size approximations for strong solutions of stochastic differential equations with additive noise and time singularity (Q462415) (← links)
• Optimal bounds for the variance of self-intersection local times (Q507674) (← links)
• Analysis of a priority queue with phase-type service and failures (Q507676) (← links)
• A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
• Stochastic analysis of Gaussian processes via Fredholm representation (Q507678) (← links)
• Generalisation of Hajek's stochastic comparison results to stochastic sums (Q507680) (← links)
• Asymptotic time averages and frequency distributions (Q507681) (← links)
• Global stability of nonlinear stochastic SEI epidemic model with fluctuations in transmission rate of disease (Q507683) (← links)
• Maximizing the mean exit time of a Brownian motion from an interval (Q538913) (← links)
• A stochastic analysis of hard disk drives (Q538916) (← links)
• Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
• A stochastic two species competition model: nonequilibrium fluctuation and stability (Q538919) (← links)
• First passage time moments of jump-diffusions with Markovian switching (Q538921) (← links)
• A \(q\)-Weibull counting process through a fractional differential operator (Q538923) (← links)
• A Markov regime-switching marked point process for short-rate analysis with credit risk (Q611051) (← links)
• Diffusion approximations of the geometric Markov renewal processes and option price formulas (Q628848) (← links)
• Yule-Walker estimation for the moving-average model (Q638025) (← links)
• Impulse control of proportional reinsurance with constraints (Q638026) (← links)
• The Cauchy-Dirichlet problem for a class of linear parabolic differential equations with unbounded coefficients in an unbounded domain (Q638028) (← links)
• Weather derivatives and stochastic modelling of temperature (Q638030) (← links)
• Nonconservative diffusions on \([0, 1]\) with killing and branching: applications to Wright-Fisher models with or without selection (Q638031) (← links)
• Study of thermodynamically inspired quantities for both thermal and external colored non-Gaussian noises driven dynamical system (Q638035) (← links)
• Blackwell spaces and \(\epsilon\)-approximations of Markov chains (Q638036) (← links)
• Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential (Q638037) (← links)
• Mild solutions of neutral stochastic partial functional differential equations (Q655225) (← links)