Volume 2012 [24 articles]

• Performance analysis of production systems with correlated demand via diffusion approximations, Yingdong Lu
  Volume 2012 (2012), Article ID 109417, 12 pages
• Survival exponents for some Gaussian processes, G. Molchan
  Volume 2012 (2012), Article ID 137271, 20 pages
• An $M/M/2$ queueing system with heterogeneous servers including one with working vacation, A. Krishnamoorthy, C. Sreenivasan
  Volume 2012 (2012), Article ID 145867, 16 pages
• Probabilistic solution of the general Robin boundary value problem on arbitrary domains, Khalid Akhlil
  Volume 2012 (2012), Article ID 163096, 17 pages
• Asymptotic stability of semi-Markov modulated jump diffusions, Amogh Deshpande
  Volume 2012 (2012), Article ID 185474, 17 pages
• Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures, Stefan Tappe
  Volume 2012 (2012), Article ID 236327, 24 pages
• Application of stochastic sensitivity analysis to integrated force method, X.F. Wei, S.N. Patnaik
  Volume 2012 (2012), Article ID 249201, 14 pages
• On stochastic equations with measurable coefficients driven by symmetric stable processes, Vladimir P. Kurenok
  Volume 2012 (2012), Article ID 258415, 17 pages
• Necessary conditions for optimal control of forward-backward stochastic systems with random jumps, Jingtao Shi
  Volume 2012 (2012), Article ID 258674, 50 pages
• Hypothesis testing in a fractional Ornstein-Uhlenbeck model, Michael Moers
  Volume 2012 (2012), Article ID 268568, 23 pages
• A stability result for stochastic differential equations driven by fractional Brownian motions, Bruno Saussereau
  Volume 2012 (2012), Article ID 281474, 13 pages
• Generalized fractional master equation for self-similar stochastic processes modelling anomalous diffusion, Gianni Pagnini, Antonio Mura, Francesco Mainardi
  Volume 2012 (2012), Article ID 427383, 14 pages
• Optimal geometric mean returns of stocks and their options, Guoyi Zhang
  Volume 2012 (2012), Article ID 498050, 8 pages
• Birth and death processes with neutral mutations, Nicolas Champagnat, Amaury Lambert, Mathieu Richard
  Volume 2012 (2012), Article ID 569081, 20 pages
• Stochastic methodology for the study of an epidemic decay phase, based on a branching model, Sophie Pénisson, Christine Jacob
  Volume 2012 (2012), Article ID 598701, 32 pages
• A feedback retrial queueing system with two types of batch arrivals, R. Kalyanaraman
  Volume 2012 (2012), Article ID 673642, 20 pages
• Consistent price systems in multiasset markets, Florian Maris, Hasanjan Sayit
  Volume 2012 (2012), Article ID 687376, 14 pages
• A decomposable branching process in a Markovian environment, Vladimir Vatutin, Elena Dyakonova, Peter Jagers, Serik Sagitov
  Volume 2012 (2012), Article ID 694285, 24 pages
• Bayes' model of the best-choice problem with disorder, Vladimir Mazalov, Evgeny Ivashko
  Volume 2012 (2012), Article ID 697458, 8 pages
• A dependent hidden Markov model of credit quality, Małgorzata Wiktoria Korolkiewicz
  Volume 2012 (2012), Article ID 719237, 13 pages
• General LQG homing problems in one dimension, Mario Lefebvre, Foued Zitouni
  Volume 2012 (2012), Article ID 803724, 20 pages
• Relations between stochastic and partial differential equations in Hilbert spaces, I.V. Melnikova, V.S. Parfenenkova
  Volume 2012 (2012), Article ID 858736, 9 pages
• Asymptotic normality of a Hurst parameter estimator based on the modified Allan variance, Alessandra Bianchi, Massimo Campanino, Irene Crimaldi
  Volume 2012 (2012), Article ID 905082, 20 pages
• The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers, Chuancun Yin, Huiqing Wang
  Volume 2012 (2012), Article ID 971212, 15 pages