Volume 2011 [23 articles]

• Yule-Walker estimation for the moving-average model, Chrysoula Dimitriou-Fakalou
  Volume 2011 (2011), Article ID 151823, 20 pages
• Mild solutions of neutral stochastic partial functional differential equations, T.E. Govindan
  Volume 2011 (2011), Article ID 186206, 13 pages
• Impulse control of proportional reinsurance with constraints, Hui Meng, Tak Kuen Siu
  Volume 2011 (2011), Article ID 190603, 13 pages
• Multiresolution Hilbert approach to multidimensional Gauss-Markov processes, Thibaud Taillefumier, Jonathan Touboul
  Volume 2011 (2011), Article ID 247329, 89 pages
• Maximizing the mean exit time of a Brownian motion from an interval, Mario Lefebvre
  Volume 2011 (2011), Article ID 296259, 5 pages
• A stochastic analysis of hard disk drives, Field Cady, Yi Zhuang, Mor Harchol-Balter
  Volume 2011 (2011), Article ID 390548, 21 pages
• Pricing variance swaps for stochastic volatilities with delay and jumps, Anatoliy Swishchuk, Li Xu
  Volume 2011 (2011), Article ID 435145, 27 pages
• The Cauchy-Dirichlet problem for a class of linear parabolic differential equations with unbounded coefficients in an unbounded domain, Gerardo Rubio
  Volume 2011 (2011), Article ID 469806, 35 pages
• A stochastic two species competition model: nonequilibrium fluctuation and stability, G.P. Samanta
  Volume 2011 (2011), Article ID 489386, 7 pages
• First passage time moments of jump-diffusions with Markovian switching, Jun Peng, Zaiming Liu
  Volume 2011 (2011), Article ID 501360, 11 pages
• Optimal selling of an asset under incomplete information, Erik Ekström, Bing Lu
  Volume 2011 (2011), Article ID 543590, 17 pages
• Weather derivatives and stochastic modelling of temperature, Fred Espen Benth, Jūratė Šaltytė Benth
  Volume 2011 (2011), Article ID 576791, 21 pages
• Nonconservative diffusions on $[0, 1]$ with killing and branching: applications to Wright-Fisher models with or without selection, Thierry E. Huillet
  Volume 2011 (2011), Article ID 605068, 37 pages
• Study of thermodynamically inspired quantities for both thermal and external colored non-Gaussian noises driven dynamical system, Monoj Kumar Sen, Alendu Baura, Bidhan Chandra Bag
  Volume 2011 (2011), Article ID 721352, 25 pages
• A class of bridges of iterated integrals of Brownian motion related to various boundary value problems involving the one-dimensional polyharmonic operator, Aimé Lachal
  Volume 2011 (2011), Article ID 762486, 32 pages
• Existence results for stochastic semilinear differential inclusions with nonlocal conditions, A. Vinodkumar, A. Boucherif
  Volume 2011 (2011), Article ID 784638, 17 pages
• A $q$-Weibull counting process through a fractional differential operator, Kunnummal Muralidharan, Seema S. Nair
  Volume 2011 (2011), Article ID 797656, 14 pages
• Blackwell spaces and ϵ-approximations of Markov chains, Giacomo Aletti, Diane Saada
  Volume 2011 (2011), Article ID 801303, 23 pages
• Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential, Xia Chen, Alexey Kulik
  Volume 2011 (2011), Article ID 803683, 43 pages
• Large deviations for stochastic differential equations on $S^d$ associated with the critical Sobolev Brownian vector fields, Qinghua Wang
  Volume 2011 (2011), Article ID 840908, 19 pages
• Regime-switching risk: to price or not to price?, Tak Kuen Siu
  Volume 2011 (2011), Article ID 843246, 14 pages
• Control of dams using $P^M_{λ,τ}$ policies when the input process is a nonnegative Lévy process, Mohamed Abdel-Hameed
  Volume 2011 (2011), Article ID 916952, 17 pages
• Optimal harvesting when the exchange rate is a semimartingale, E.R. Offen, E.M. Lungu
  Volume 2011 (2011), Article ID 942478, 19 pages