Piña, Nicolás; Caraballo, Tomás; Porcu, Emilio A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional. (English) Zbl 1491.60107 Stoch. Models 38, No. 3, 365-389 (2022). MSC: 60H15 35R11 PDFBibTeX XMLCite \textit{N. Piña} et al., Stoch. Models 38, No. 3, 365--389 (2022; Zbl 1491.60107) Full Text: DOI
Leite, Saul C.; Fragoso, Marcelo D.; Teixeira, Rodolfo S. Switching diffusion approximations for optimal power management in parallel processing systems. (English) Zbl 1473.90057 Stoch. Models 37, No. 2, 367-414 (2021). MSC: 90B22 90C40 60K25 93E20 PDFBibTeX XMLCite \textit{S. C. Leite} et al., Stoch. Models 37, No. 2, 367--414 (2021; Zbl 1473.90057) Full Text: DOI
Nyström, K.; Olofsson, M. Reflected BSDE of Wiener-Poisson type in time-dependent domains. (English) Zbl 1339.60075 Stoch. Models 32, No. 2, 275-300 (2016). MSC: 60H10 60H20 60G55 PDFBibTeX XMLCite \textit{K. Nyström} and \textit{M. Olofsson}, Stoch. Models 32, No. 2, 275--300 (2016; Zbl 1339.60075) Full Text: DOI arXiv
Delong, Łukasz; Pelsser, Antoon Instantaneous mean-variance hedging and Sharpe ratio pricing in a regime-switching financial model. (English) Zbl 1345.60062 Stoch. Models 31, No. 1, 67-97 (2015). MSC: 60H30 60H10 49J55 49N90 93E20 91G80 PDFBibTeX XMLCite \textit{Ł. Delong} and \textit{A. Pelsser}, Stoch. Models 31, No. 1, 67--97 (2015; Zbl 1345.60062) Full Text: DOI
Lee, Chihoon; Puhalskii, Anatolii A. Non-Markovian state-dependent networks in critical loading. (English) Zbl 1319.60175 Stoch. Models 31, No. 1, 43-66 (2015). MSC: 60K25 60F17 60F05 60K30 90B15 90B22 PDFBibTeX XMLCite \textit{C. Lee} and \textit{A. A. Puhalskii}, Stoch. Models 31, No. 1, 43--66 (2015; Zbl 1319.60175) Full Text: DOI arXiv
Cruz Rambaud, Salvador Arbitrage theory with state-price deflators. (English) Zbl 1274.91203 Stoch. Models 29, No. 3, 306-327 (2013). MSC: 91B25 60G42 91G20 91G50 PDFBibTeX XMLCite \textit{S. Cruz Rambaud}, Stoch. Models 29, No. 3, 306--327 (2013; Zbl 1274.91203) Full Text: DOI
Ludkovski, Michael; Sezer, Semih O. Finite horizon decision timing with partially observable Poisson processes. (English) Zbl 1244.62008 Stoch. Models 28, No. 2, 207-247 (2012). MSC: 62C99 62L15 62M99 62L10 65C60 PDFBibTeX XMLCite \textit{M. Ludkovski} and \textit{S. O. Sezer}, Stoch. Models 28, No. 2, 207--247 (2012; Zbl 1244.62008) Full Text: DOI arXiv
Ramasubramanian, S. Multidimensional insurance model with risk-reducing treaty. (English) Zbl 1237.91137 Stoch. Models 27, No. 3, 363-387 (2011). MSC: 91B30 60H30 60J35 PDFBibTeX XMLCite \textit{S. Ramasubramanian}, Stoch. Models 27, No. 3, 363--387 (2011; Zbl 1237.91137) Full Text: DOI
Li, Biao; Zhang, Bo On a class of quadratic growth RBSDE with jumps and its application. (English) Zbl 1173.60326 Stoch. Models 25, No. 3, 483-507 (2009). MSC: 60H10 91G80 PDFBibTeX XMLCite \textit{B. Li} and \textit{B. Zhang}, Stoch. Models 25, No. 3, 483--507 (2009; Zbl 1173.60326) Full Text: DOI
Fei, Weiyin Optimal portfolio choice based on \(\alpha \)-MEU under ambiguity. (English) Zbl 1170.91380 Stoch. Models 25, No. 3, 455-482 (2009). MSC: 91G10 60G55 60G60 PDFBibTeX XMLCite \textit{W. Fei}, Stoch. Models 25, No. 3, 455--482 (2009; Zbl 1170.91380) Full Text: DOI
Gabih, Abdelali; Sass, Jörn; Wunderlich, Ralf Utility maximization under bounded expected loss. (English) Zbl 1187.91198 Stoch. Models 25, No. 3, 375-407 (2009). MSC: 91G10 60G44 60H07 91B30 PDFBibTeX XMLCite \textit{A. Gabih} et al., Stoch. Models 25, No. 3, 375--407 (2009; Zbl 1187.91198) Full Text: DOI
Lambert, Amaury Population dynamics and random genealogies. (English) Zbl 1390.92113 Stoch. Models 24, Suppl. 1, 45-163 (2008). MSC: 92D25 60G51 60J80 60J85 92D10 PDFBibTeX XMLCite \textit{A. Lambert}, Stoch. Models 24, 45--163 (2008; Zbl 1390.92113) Full Text: DOI
Majewski, Kurt Minimizing large deviation paths for a family of long-range dependent processes and their fractional Brownian approximations. (English) Zbl 1115.60033 Stoch. Models 23, No. 1, 49-77 (2007). MSC: 60F10 60J65 60G15 60K25 PDFBibTeX XMLCite \textit{K. Majewski}, Stoch. Models 23, No. 1, 49--77 (2007; Zbl 1115.60033) Full Text: DOI