Ghosh, Mrinal K.; Saha, Subhamay Non-stationary semi-Markov decision processes on a finite horizon. (English) Zbl 1260.93174 Stochastic Anal. Appl. 31, No. 1, 183-190 (2013). MSC: 93E20 60J75 PDFBibTeX XMLCite \textit{M. K. Ghosh} and \textit{S. Saha}, Stochastic Anal. Appl. 31, No. 1, 183--190 (2013; Zbl 1260.93174) Full Text: DOI
Ma, Chunsheng Student’s \(t\) vector random fields with power-law and log-law decaying direct and cross covariances. (English) Zbl 1279.60063 Stochastic Anal. Appl. 31, No. 1, 167-182 (2013). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60G60 60G12 60G22 60G15 60G18 60G10 PDFBibTeX XMLCite \textit{C. Ma}, Stochastic Anal. Appl. 31, No. 1, 167--182 (2013; Zbl 1279.60063) Full Text: DOI
Gashi, Bujar; Pantelous, Athanasios A. Linear backward stochastic differential equations of descriptor type: regular systems. (English) Zbl 1260.93148 Stochastic Anal. Appl. 31, No. 1, 142-166 (2013). MSC: 93E03 93B05 60H10 34K50 15A22 PDFBibTeX XMLCite \textit{B. Gashi} and \textit{A. A. Pantelous}, Stochastic Anal. Appl. 31, No. 1, 142--166 (2013; Zbl 1260.93148) Full Text: DOI
Goutte, Stéphane; Oudjane, Nadia; Russo, Francesco On some expectation and derivative operators related to integral representations of random variables with respect to a PII process. (English) Zbl 1288.60058 Stochastic Anal. Appl. 31, No. 1, 108-141 (2013). Reviewer: Antonis Papapantoleon (Berlin) MSC: 60G51 60H05 91G20 PDFBibTeX XMLCite \textit{S. Goutte} et al., Stochastic Anal. Appl. 31, No. 1, 108--141 (2013; Zbl 1288.60058) Full Text: DOI arXiv
Deepak, T. G.; Dudin, A. N.; Joshua, V. C.; Krishnamoorthy, A. On an \(\text{M}^{(X)}\)/G/\(1\) retrial system with two types of search of customers from the orbit. (English) Zbl 1270.60099 Stochastic Anal. Appl. 31, No. 1, 92-107 (2013). Reviewer: János Sztrik (Debrecen) MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{T. G. Deepak} et al., Stochastic Anal. Appl. 31, No. 1, 92--107 (2013; Zbl 1270.60099) Full Text: DOI
Chen, Yang; Wang, Yuebao; Wang, Kaiyong Asymptotic results for ruin probability of a two-dimensional renewal risk model. (English) Zbl 1271.62244 Stochastic Anal. Appl. 31, No. 1, 80-91 (2013). MSC: 62P05 62E10 PDFBibTeX XMLCite \textit{Y. Chen} et al., Stochastic Anal. Appl. 31, No. 1, 80--91 (2013; Zbl 1271.62244) Full Text: DOI
Li, Deli; Rosalsky, Andrew New versions of some classical stochastic inequalities. (English) Zbl 1275.60009 Stochastic Anal. Appl. 31, No. 1, 62-79 (2013). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60B12 60E15 PDFBibTeX XMLCite \textit{D. Li} and \textit{A. Rosalsky}, Stochastic Anal. Appl. 31, No. 1, 62--79 (2013; Zbl 1275.60009) Full Text: DOI
Sathananthan, S.; Knap, M. J.; Keel, L. H. Robust control of Markovian switching stochastic systems with noise dependent states and inputs. (English) Zbl 1260.93170 Stochastic Anal. Appl. 31, No. 1, 47-61 (2013). MSC: 93E15 93B35 93D15 60J75 PDFBibTeX XMLCite \textit{S. Sathananthan} et al., Stochastic Anal. Appl. 31, No. 1, 47--61 (2013; Zbl 1260.93170) Full Text: DOI
Pfeifer, Christian Probability distribution of the median taken on partial sums of a simple random walk. (English) Zbl 1271.60058 Stochastic Anal. Appl. 31, No. 1, 31-46 (2013). Reviewer: Aurel Spătaru (Bucureşti) MSC: 60G50 60C05 62G30 PDFBibTeX XMLCite \textit{C. Pfeifer}, Stochastic Anal. Appl. 31, No. 1, 31--46 (2013; Zbl 1271.60058) Full Text: DOI
Kloeden, Peter E.; Lorenz, Thomas A Peano-like theorem for stochastic differential equations with nonlocal sample dependence. (English) Zbl 1273.60081 Stochastic Anal. Appl. 31, No. 1, 19-30 (2013). Reviewer: Melvin D. Lax (Long Beach) MSC: 60H35 60H10 60H25 PDFBibTeX XMLCite \textit{P. E. Kloeden} and \textit{T. Lorenz}, Stochastic Anal. Appl. 31, No. 1, 19--30 (2013; Zbl 1273.60081) Full Text: DOI
Siu, Tak Kuen A BSDE approach to optimal investment of an insurer with hidden regime switching. (English) Zbl 1267.91087 Stochastic Anal. Appl. 31, No. 1, 1-18 (2013). MSC: 91G80 93E11 93E20 PDFBibTeX XMLCite \textit{T. K. Siu}, Stochastic Anal. Appl. 31, No. 1, 1--18 (2013; Zbl 1267.91087) Full Text: DOI