Pages that link to "Item:Q274829"

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

Displaying 50 items.

• Optimal selling of an asset under incomplete information (Q655226) (← links)
• A class of bridges of iterated integrals of Brownian motion related to various boundary value problems involving the one-dimensional polyharmonic operator (Q655227) (← links)
• Existence results for stochastic semilinear differential inclusions with nonlocal conditions (Q655228) (← links)
• Large deviations for stochastic differential equations on \(S^d\) associated with the critical Sobolev Brownian vector fields (Q655230) (← links)
• Regime-switching risk: to price or not to price? (Q655231) (← links)
• Control of dams using \(P^M_{\lambda,\tau}\) policies when the input process is a nonnegative Lévy process (Q655232) (← links)
• Optimal portfolios in Lévy markets under state-dependent bounded utility functions (Q965867) (← links)
• Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises (Q965868) (← links)
• The Rothe's method to a parabolic integrodifferential equation with a nonclassical boundary conditions (Q965870) (← links)
• General decay stability for stochastic functional differential equations with infinite delay (Q965871) (← links)
• Random trigonometric polynomials with nonidentically distributed coefficients (Q965872) (← links)
• Optimal control with partial information for stochastic Volterra equations (Q980544) (← links)
• Level sets of random fields and applications: specular points and wave crests (Q980547) (← links)
• Stochastic temporal data upscaling using the generalized \(k\)-nearest neighbor algorithm (Q1736303) (← links)
• Regime-switching temperature dynamics model for weather derivatives (Q1736306) (← links)
• Multiserver queue with guard channel for priority and retrial customers (Q1788118) (← links)
• Semigroup solution of path-dependent second-order parabolic partial differential equations (Q1794086) (← links)
• Option price decomposition in spot-dependent volatility models and some applications (Q1794087) (← links)
• Malliavin differentiability of solutions of SPDEs with Lévy white noise (Q1794088) (← links)
• Performance analysis of production systems with correlated demand via diffusion approximations (Q1929669) (← links)
• Survival exponents for some Gaussian processes (Q1929670) (← links)
• Probabilistic solution of the general Robin boundary value problem on arbitrary domains (Q1929671) (← links)
• Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures (Q1929672) (← links)
• Hypothesis testing in a fractional Ornstein-Uhlenbeck model (Q1929673) (← links)
• A stability result for stochastic differential equations driven by fractional Brownian motions (Q1929674) (← links)
• Generalized fractional master equation for self-similar stochastic processes modelling anomalous diffusion (Q1929675) (← links)
• Optimal geometric mean returns of stocks and their options (Q1929676) (← links)
• Birth and death processes with neutral mutations (Q1929677) (← links)
• Stochastic methodology for the study of an epidemic decay phase, based on a branching model (Q1929678) (← links)
• A feedback retrial queueing system with two types of batch arrivals (Q1929680) (← links)
• A decomposable branching process in a Markovian environment (Q1929681) (← links)
• General LQG homing problems in one dimension (Q1929683) (← links)
• Relations between stochastic and partial differential equations in Hilbert spaces (Q1929685) (← links)
• Asymptotic normality of a Hurst parameter estimator based on the modified Allan variance (Q1929686) (← links)
• The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers (Q1929687) (← links)
• \(H_\infty\) filtering for discrete-time stochastic systems with nonlinear sensor and time-varying delay (Q1952462) (← links)
• Asymptotic behavior of densities for stochastic functional differential equations (Q1952464) (← links)
• Risk of infectious disease outbreaks by imported cases with application to the European Football Championship 2012 (Q1952465) (← links)
• The Itō integral with respect to an infinite dimensional Lévy process: a series approach (Q1952466) (← links)
• Time reversal of Volterra processes driven stochastic differential equations (Q1952467) (← links)
• Simulating the emergence of mutations and their subsequent evolution in an age-structured stochastic self-regulating process with two sexes (Q1952468) (← links)
• A stochastic diffusion process for the Dirichlet distribution (Q1952469) (← links)
• Modeling neutral evolution using an infinite-allele Markov branching process (Q1952470) (← links)
• Stochastic integration in abstract spaces (Q1958451) (← links)
• Portfolio selection with jumps under regime switching (Q1958452) (← links)
• Stochastic Navier-Stokes equations with artificial compressibility in random durations (Q1958453) (← links)
• Adaptive algorithm for estimation of two-dimensional autoregressive fields from noisy observations (Q2019187) (← links)
• A discrete-time queue with balking, reneging, and working vacations (Q2019188) (← links)
• On Henstock method to Stratonovich integral with respect to continuous semimartingale (Q2019189) (← links)
• A note on the distribution of multivariate Brownian extrema (Q2019190) (← links)