International Journal of Stochastic Analysis Short Title: Int. J. Stoch. Anal. Publisher: Hindawi, New York, NY ISSN: 2090-3332; 2090-3340/e Online: http://www.hindawi.com/journals/ijsa/contentshttp://www.emis.de/journals/HOA/JAMSA/index.html Predecessor: Journal of Applied Mathematics and Stochastic Analysis Comments: No longer indexed; The journal is no longer published, last volume: 2018. The coverage of this journal is based on the electronic edition, bibliographic data of the print version may differ. This journal is available open access. Documents Indexed: 116 Publications (2010–2018) References Indexed: 116 Publications with 2,582 References. all top 5 Latest Issues 2018 (2018) 2017 (2017) 2016 (2016) 2015 (2015) 2014 (2014) 2013 (2013) 2012 (2012) 2011 (2011) 2010 (2010) all top 5 Authors 4 Siu, Tak Kuen 3 Tappe, Stefan 2 Bakosi, Jozsef 2 Balan, Raluca M. 2 Cordoni, Francesco Giuseppe 2 Di Persio, Luca 2 Huang, Huilin 2 Lachal, Aimé 2 Lefebvre, Mario 2 Merino, Raúl 2 Ristorcelli, J. Raymond 2 Swishchuk, Anatoliy 2 Vives, Josep 1 Abdel-Hameed, Mohamed S. 1 Adnani, Jihad 1 Ahlip, Rehez 1 Akhlil, Khalid 1 Aletti, Giacomo 1 Aspinas Mutakaya, Masimba 1 Bag, Bidhan Chandra 1 Banik, Abhijit Datta 1 Barczy, Mátyás 1 Baura, Alendu 1 Benth, Fred Espen 1 Bianchi, Alessandra 1 Bishop, Sheila Amina 1 Bonetti, Daniel 1 Boucherif, Abdelkader 1 Bouziani, Abdelfatah 1 Brooks, James K. 1 Cady, Field 1 Campanino, Massimo 1 Champagnat, Nicolas 1 Chen, Junfeng 1 Chen, Xia 1 Cheng, Pei 1 Chighoub, Farid 1 Chikodza, Eriyoti 1 Chiyaka, Edward T. 1 Crimaldi, Irene 1 Decreusefond, Laurent 1 Deligiannidis, George 1 Dénes, Attila 1 Deshpande, Amogh 1 Dimitriou-Fakalou, Chrysoula 1 Dimitrov, Boyan N. 1 Djehiche, Boualem 1 Duan, Jinqiao 1 Dudin, Alexander N. 1 Dudin, Sergey A. 1 D’yakonova, Elena Evgen’evna 1 Ekström, Erik 1 El-Taha, Muhammad 1 Ellis, Richard Salisbury 1 Escobar, Marcos 1 Farahmand, Kambiz 1 Fei, Juntao 1 Figueroa-López, José E. 1 Flores, Esteban 1 Goswami, Veena 1 Govindan, T. E. 1 Gu, Yu 1 Gupta, Umesh Chandra 1 Gyamerah, Samuel Asante 1 Hamdi, Ali 1 Harchol-Balter, Mor 1 Hattaf, Khalid 1 Hua, Mingang 1 Hughes, Harry Randolph 1 Huillet, Thierry E. 1 Ikpe, Dennis 1 Imomov, Azam Abdurakhimovich 1 Islam, Mohammad Shafiqul 1 Ivanov, Ivan Ganchev 1 Ivashko, Evgeny E. 1 Jacob, Christine 1 Jagers, Peter 1 Jana, Debaldev 1 Jin, Sixian 1 Kajiwara, Kazuki 1 Kalyanaraman, Rathinasabapathy 1 Kampen, Jörg 1 Kato, Takashi 1 Kevei, Péter 1 Kimmel, Marek 1 Kitagawa, Akihiro 1 Kloeden, Peter Eris 1 Kolev, Nikolai 1 Korolkiewicz, Małgorzata Wiktoria 1 Kozinski, J. T. 1 Krishnamoorthy, Achyutha 1 Kulik, Alexey M. 1 Kurenok, Vladimir P. 1 Lambert, Amaury 1 Leão, Dorival 1 León, José Rafael R. 1 Li, Zenghu 1 Liu, Fuxiang 1 Liu, Jicheng 1 Liu, Qiaojing ...and 87 more Authors all top 5 Fields 99 Probability theory and stochastic processes (60-XX) 25 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Systems theory; control (93-XX) 10 Statistics (62-XX) 10 Operations research, mathematical programming (90-XX) 8 Biology and other natural sciences (92-XX) 7 Partial differential equations (35-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 4 Numerical analysis (65-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Ordinary differential equations (34-XX) 2 Computer science (68-XX) 1 Potential theory (31-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Operator theory (47-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 78 Publications have been cited 352 times in 330 Documents Cited by ▼ Year ▼ Yamada-Watanabe results for stochastic differential equations with jumps. Zbl 1337.60116Barczy, Mátyás; Li, Zenghu; Pap, Gyula 23 2015 Stochastic analysis of Gaussian processes via Fredholm representation. Zbl 1384.60072Sottinen, Tommi; Viitasaari, Lauri 15 2016 Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures. Zbl 1263.60060Tappe, Stefan 13 2012 Optimal selling of an asset under incomplete information. Zbl 1230.91168Ekström, Erik; Lu, Bing 13 2011 Necessary conditions for optimal control of forward-backward stochastic systems with random jumps. Zbl 1239.93132Shi, Jingtao 13 2012 Stability analysis of a stochastic SIR epidemic model with specific nonlinear incidence rate. Zbl 1314.92153Adnani, Jihad; Hattaf, Khalid; Yousfi, Noura 13 2013 The Rothe’s method to a parabolic integrodifferential equation with a nonclassical boundary conditions. Zbl 1194.35201Bouziani, Abdelfatah; Mechri, Rachid 12 2010 Regime-switching risk: to price or not to price? Zbl 1230.91203Siu, Tak Kuen 12 2011 Birth and death processes with neutral mutations. Zbl 1261.92039Champagnat, Nicolas; Lambert, Amaury; Richard, Mathieu 9 2012 Backward stochastic differential equations approach to hedging, option pricing, and insurance problems. Zbl 1303.91170Cordoni, Francesco; Di Persio, Luca 9 2014 Survival exponents for some Gaussian processes. Zbl 1260.60073Molchan, G. 8 2012 Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises. Zbl 1218.60051Liu, Xianming; Duan, Jinqiao; Liu, Jicheng; Kloeden, Peter E. 8 2010 A BSDE with delayed generator approach to pricing under counterparty risk and collateralization. Zbl 1407.91245Cordoni, Francesco; Di Persio, Luca 8 2016 An \(M/M/2\) queueing system with heterogeneous servers including one with working vacation. Zbl 1252.60091Krishnamoorthy, A.; Sreenivasan, C. 8 2012 SPDEs with \(\alpha\)-stable Lévy noise: a random field approach. Zbl 1296.60162Balan, Raluca M. 8 2014 A stochastic flows approach for asset allocation with hidden economic environment. Zbl 1346.60104Siu, Tak Kuen 7 2015 A decomposable branching process in a Markovian environment. Zbl 1411.60126Vatutin, Vladimir; Dyakonova, Elena; Jagers, Peter; Sagitov, Serik 7 2012 Optimal control with partial information for stochastic Volterra equations. Zbl 1214.49033Øksendal, Bernt; Zhang, Tusheng 7 2010 Impulse control of proportional reinsurance with constraints. Zbl 1229.91165Meng, Hui; Siu, Tak Kuen 6 2011 A Markov regime-switching marked point process for short-rate analysis with credit risk. Zbl 1203.91304Siu, Tak Kuen 6 2010 A stochastic two species competition model: nonequilibrium fluctuation and stability. Zbl 1229.92080Samanta, G. P. 6 2011 A semigroup expansion for pricing barrier options. Zbl 1303.91179Kato, Takashi; Takahashi, Akihiko; Yamada, Toshihiro 6 2014 From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval. Zbl 1319.60077Lachal, Aimé 6 2014 Weather derivatives and stochastic modelling of temperature. Zbl 1229.91298Benth, Fred Espen; Benth, Jūratė Šaltytė 5 2011 A comparative numerical study of the spectral theory approach of Nishimura and the roots method based on the analysis of \(\mathrm{BDMMAP}/\mathrm{G}/1\) queue. Zbl 1351.60118Maity, Arunava; Gupta, U. C. 5 2015 Pricing variance swaps for stochastic volatilities with delay and jumps. Zbl 1217.91187Swishchuk, Anatoliy; Xu, Li 5 2011 Probabilistic solution of the general Robin boundary value problem on arbitrary domains. Zbl 1258.31007Akhlil, Khalid 5 2012 The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers. Zbl 1260.60164Yin, Chuancun; Wang, Huiqing 5 2012 Analysis of a priority queue with phase-type service and failures. Zbl 1384.60096Dudin, Alexander; Dudin, Sergei 5 2016 A discrete-time queue with balking, reneging, and working vacations. Zbl 1322.60191Goswami, Veena 4 2014 Generalized fractional master equation for self-similar stochastic processes modelling anomalous diffusion. Zbl 1260.60163Pagnini, Gianni; Mura, Antonio; Mainardi, Francesco 4 2012 Stochastic methodology for the study of an epidemic decay phase, based on a branching model. Zbl 1254.92067Pénisson, Sophie; Jacob, Christine 4 2012 A stochastic diffusion process for the Dirichlet distribution. Zbl 1273.60099Bakosi, J.; Ristorcelli, J. R. 4 2013 The Cauchy-Dirichlet problem for a class of linear parabolic differential equations with unbounded coefficients in an unbounded domain. Zbl 1226.60090Rubio, Gerardo 3 2011 Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential. Zbl 1229.82096Chen, Xia; Kulik, Alexey 3 2011 A generic decomposition formula for pricing vanilla options under stochastic volatility models. Zbl 1337.60155Merino, Raúl; Vives, Josep 3 2015 A note on the distribution of multivariate Brownian extrema. Zbl 1325.60079Escobar, Marcos; Hernandez, Julio 3 2014 A stability result for stochastic differential equations driven by fractional Brownian motions. Zbl 1260.60111Saussereau, Bruno 3 2012 General LQG homing problems in one dimension. Zbl 1260.60161Lefebvre, Mario; Zitouni, Foued 3 2012 Global stability of nonlinear stochastic SEI epidemic model with fluctuations in transmission rate of disease. Zbl 1384.92059Otunuga, Olusegun Michael 3 2017 Mild solutions of neutral stochastic partial functional differential equations. Zbl 1231.60060Govindan, T. E. 3 2011 Consistent price systems in multiasset markets. Zbl 1282.91112Maris, Florian; Sayit, Hasanjan 3 2012 A dependent hidden Markov model of credit quality. Zbl 1251.91067Korolkiewicz, Małgorzata Wiktoria 3 2012 Online stochastic convergence analysis of the Kalman filter. Zbl 1417.93330Rhudy, Matthew B.; Gu, Yu 3 2013 Regime-switching temperature dynamics model for weather derivatives. Zbl 1410.91452Gyamerah, Samuel Asante; Ngare, Philip; Ikpe, Dennis 2 2018 Large deviation analysis of a droplet model having a Poisson equilibrium distribution. Zbl 1337.60030Ellis, Richard S.; Ta’asan, Shlomo 2 2015 A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility. Zbl 1348.60097Bonetti, Daniel; Leão, Dorival; Ohashi, Alberto; Siqueira, Vinícius 2 2015 Diffusion approximations of the geometric Markov renewal processes and option price formulas. Zbl 1216.60057Swishchuk, Anatoliy; Islam, M. Shafiqul 2 2010 Hypothesis testing in a fractional Ornstein-Uhlenbeck model. Zbl 1398.62216Moers, Michael 2 2012 A feedback retrial queueing system with two types of batch arrivals. Zbl 1260.60177Kalyanaraman, R. 2 2012 Modeling neutral evolution using an infinite-allele Markov branching process. Zbl 1372.92072Wu, Xiaowei; Kimmel, Marek 2 2013 Multiserver queue with guard channel for priority and retrial customers. Zbl 1398.60093Kajiwara, Kazuki; Phung-Duc, Tuan 2 2016 Option price decomposition in spot-dependent volatility models and some applications. Zbl 1417.91512Merino, Raúl; Vives, Josep 2 2017 General decay stability for stochastic functional differential equations with infinite delay. Zbl 1202.93167Liu, Yue; Meng, Xuejing; Wu, Fuke 2 2010 Random trigonometric polynomials with nonidentically distributed coefficients. Zbl 1197.60049Farahmand, K.; Li, T. 2 2010 A two-mode mean-field optimal switching problem for the full balance sheet. Zbl 1297.93183Djehiche, Boualem; Hamdi, Ali 2 2014 Limit properties of transition functions of continuous-time Markov branching processes. Zbl 1316.60130Imomov, Azam A. 2 2014 Measure-dependent stochastic nonlinear beam equations driven by fractional Brownian motion. Zbl 1301.60078McKibben, Mark A. 2 2013 The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions. Zbl 1297.49039Chighoub, Farid; Mezerdi, Brahim 2 2014 Yule-Walker estimation for the moving-average model. Zbl 1223.62146Dimitriou-Fakalou, Chrysoula 1 2011 On continuous selection sets of non-Lipschitzian quantum stochastic evolution inclusions. Zbl 1337.60163Bishop, Sheila 1 2015 On Henstock method to Stratonovich integral with respect to continuous semimartingale. Zbl 1325.60082Yang, Haifeng; Toh, Tin Lam 1 2014 Stochastic Navier-Stokes equations with artificial compressibility in random durations. Zbl 1202.60107Yin, Hong 1 2010 The LMI approach for stabilizing of linear stochastic systems. Zbl 1276.93078Ivanov, Ivan 1 2013 Maximizing the mean exit time of a Brownian motion from an interval. Zbl 1234.60084Lefebvre, Mario 1 2011 First passage time moments of jump-diffusions with Markovian switching. Zbl 1234.60081Peng, Jun; Liu, Zaiming 1 2011 Optimal geometric mean returns of stocks and their options. Zbl 1282.91351Zhang, Guoyi 1 2012 Asymptotic behavior of densities for stochastic functional differential equations. Zbl 1267.60063Kitagawa, Akihiro; Takeuchi, Atsushi 1 2013 The Itō integral with respect to an infinite dimensional Lévy process: a series approach. Zbl 1268.60078Tappe, Stefan 1 2013 Level sets of random fields and applications: specular points and wave crests. Zbl 1225.60066Flores, Esteban; León R., José 1 2010 Generalisation of Hajek’s stochastic comparison results to stochastic sums. Zbl 1384.60060Kampen, Jörg 1 2016 Asymptotic time averages and frequency distributions. Zbl 1384.60074El-Taha, Muhammad 1 2016 Multiresolution Hilbert approach to multidimensional Gauss-Markov processes. Zbl 1259.60092Taillefumier, Thibaud; Touboul, Jonathan 1 2011 On stochastic equations with measurable coefficients driven by symmetric stable processes. Zbl 1241.60027Kurenok, Vladimir P. 1 2012 Application of stochastic sensitivity analysis to integrated force method. Zbl 1255.74056Wei, X. F.; Patnaik, S. N. 1 2012 Some limit properties of the harmonic mean of transition probabilities for Markov chains in Markovian environments indexed by Cayley’s trees. Zbl 1311.60078Huang, Huilin 1 2013 Influence of gestation delay and predator’s interference in predator-prey interaction under stochastic environment. Zbl 1336.60133Jana, Debaldev 1 2014 \(\mathrm{M}^{[X]}/\mathrm{G}_1\), \(G_2/1\) with setup time, Bernoulli vacation, break down, and delayed repair. Zbl 1295.60101Ayyappan, G.; Shyamala, S. 1 2014 Regime-switching temperature dynamics model for weather derivatives. Zbl 1410.91452Gyamerah, Samuel Asante; Ngare, Philip; Ikpe, Dennis 2 2018 Global stability of nonlinear stochastic SEI epidemic model with fluctuations in transmission rate of disease. Zbl 1384.92059Otunuga, Olusegun Michael 3 2017 Option price decomposition in spot-dependent volatility models and some applications. Zbl 1417.91512Merino, Raúl; Vives, Josep 2 2017 Stochastic analysis of Gaussian processes via Fredholm representation. Zbl 1384.60072Sottinen, Tommi; Viitasaari, Lauri 15 2016 A BSDE with delayed generator approach to pricing under counterparty risk and collateralization. Zbl 1407.91245Cordoni, Francesco; Di Persio, Luca 8 2016 Analysis of a priority queue with phase-type service and failures. Zbl 1384.60096Dudin, Alexander; Dudin, Sergei 5 2016 Multiserver queue with guard channel for priority and retrial customers. Zbl 1398.60093Kajiwara, Kazuki; Phung-Duc, Tuan 2 2016 Generalisation of Hajek’s stochastic comparison results to stochastic sums. Zbl 1384.60060Kampen, Jörg 1 2016 Asymptotic time averages and frequency distributions. Zbl 1384.60074El-Taha, Muhammad 1 2016 Yamada-Watanabe results for stochastic differential equations with jumps. Zbl 1337.60116Barczy, Mátyás; Li, Zenghu; Pap, Gyula 23 2015 A stochastic flows approach for asset allocation with hidden economic environment. Zbl 1346.60104Siu, Tak Kuen 7 2015 A comparative numerical study of the spectral theory approach of Nishimura and the roots method based on the analysis of \(\mathrm{BDMMAP}/\mathrm{G}/1\) queue. Zbl 1351.60118Maity, Arunava; Gupta, U. C. 5 2015 A generic decomposition formula for pricing vanilla options under stochastic volatility models. Zbl 1337.60155Merino, Raúl; Vives, Josep 3 2015 Large deviation analysis of a droplet model having a Poisson equilibrium distribution. Zbl 1337.60030Ellis, Richard S.; Ta’asan, Shlomo 2 2015 A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility. Zbl 1348.60097Bonetti, Daniel; Leão, Dorival; Ohashi, Alberto; Siqueira, Vinícius 2 2015 On continuous selection sets of non-Lipschitzian quantum stochastic evolution inclusions. Zbl 1337.60163Bishop, Sheila 1 2015 Backward stochastic differential equations approach to hedging, option pricing, and insurance problems. Zbl 1303.91170Cordoni, Francesco; Di Persio, Luca 9 2014 SPDEs with \(\alpha\)-stable Lévy noise: a random field approach. Zbl 1296.60162Balan, Raluca M. 8 2014 A semigroup expansion for pricing barrier options. Zbl 1303.91179Kato, Takashi; Takahashi, Akihiko; Yamada, Toshihiro 6 2014 From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval. Zbl 1319.60077Lachal, Aimé 6 2014 A discrete-time queue with balking, reneging, and working vacations. Zbl 1322.60191Goswami, Veena 4 2014 A note on the distribution of multivariate Brownian extrema. Zbl 1325.60079Escobar, Marcos; Hernandez, Julio 3 2014 A two-mode mean-field optimal switching problem for the full balance sheet. Zbl 1297.93183Djehiche, Boualem; Hamdi, Ali 2 2014 Limit properties of transition functions of continuous-time Markov branching processes. Zbl 1316.60130Imomov, Azam A. 2 2014 The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions. Zbl 1297.49039Chighoub, Farid; Mezerdi, Brahim 2 2014 On Henstock method to Stratonovich integral with respect to continuous semimartingale. Zbl 1325.60082Yang, Haifeng; Toh, Tin Lam 1 2014 Influence of gestation delay and predator’s interference in predator-prey interaction under stochastic environment. Zbl 1336.60133Jana, Debaldev 1 2014 \(\mathrm{M}^{[X]}/\mathrm{G}_1\), \(G_2/1\) with setup time, Bernoulli vacation, break down, and delayed repair. Zbl 1295.60101Ayyappan, G.; Shyamala, S. 1 2014 Stability analysis of a stochastic SIR epidemic model with specific nonlinear incidence rate. Zbl 1314.92153Adnani, Jihad; Hattaf, Khalid; Yousfi, Noura 13 2013 A stochastic diffusion process for the Dirichlet distribution. Zbl 1273.60099Bakosi, J.; Ristorcelli, J. R. 4 2013 Online stochastic convergence analysis of the Kalman filter. Zbl 1417.93330Rhudy, Matthew B.; Gu, Yu 3 2013 Modeling neutral evolution using an infinite-allele Markov branching process. Zbl 1372.92072Wu, Xiaowei; Kimmel, Marek 2 2013 Measure-dependent stochastic nonlinear beam equations driven by fractional Brownian motion. Zbl 1301.60078McKibben, Mark A. 2 2013 The LMI approach for stabilizing of linear stochastic systems. Zbl 1276.93078Ivanov, Ivan 1 2013 Asymptotic behavior of densities for stochastic functional differential equations. Zbl 1267.60063Kitagawa, Akihiro; Takeuchi, Atsushi 1 2013 The Itō integral with respect to an infinite dimensional Lévy process: a series approach. Zbl 1268.60078Tappe, Stefan 1 2013 Some limit properties of the harmonic mean of transition probabilities for Markov chains in Markovian environments indexed by Cayley’s trees. Zbl 1311.60078Huang, Huilin 1 2013 Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures. Zbl 1263.60060Tappe, Stefan 13 2012 Necessary conditions for optimal control of forward-backward stochastic systems with random jumps. Zbl 1239.93132Shi, Jingtao 13 2012 Birth and death processes with neutral mutations. Zbl 1261.92039Champagnat, Nicolas; Lambert, Amaury; Richard, Mathieu 9 2012 Survival exponents for some Gaussian processes. Zbl 1260.60073Molchan, G. 8 2012 An \(M/M/2\) queueing system with heterogeneous servers including one with working vacation. Zbl 1252.60091Krishnamoorthy, A.; Sreenivasan, C. 8 2012 A decomposable branching process in a Markovian environment. Zbl 1411.60126Vatutin, Vladimir; Dyakonova, Elena; Jagers, Peter; Sagitov, Serik 7 2012 Probabilistic solution of the general Robin boundary value problem on arbitrary domains. Zbl 1258.31007Akhlil, Khalid 5 2012 The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers. Zbl 1260.60164Yin, Chuancun; Wang, Huiqing 5 2012 Generalized fractional master equation for self-similar stochastic processes modelling anomalous diffusion. Zbl 1260.60163Pagnini, Gianni; Mura, Antonio; Mainardi, Francesco 4 2012 Stochastic methodology for the study of an epidemic decay phase, based on a branching model. Zbl 1254.92067Pénisson, Sophie; Jacob, Christine 4 2012 A stability result for stochastic differential equations driven by fractional Brownian motions. Zbl 1260.60111Saussereau, Bruno 3 2012 General LQG homing problems in one dimension. Zbl 1260.60161Lefebvre, Mario; Zitouni, Foued 3 2012 Consistent price systems in multiasset markets. Zbl 1282.91112Maris, Florian; Sayit, Hasanjan 3 2012 A dependent hidden Markov model of credit quality. Zbl 1251.91067Korolkiewicz, Małgorzata Wiktoria 3 2012 Hypothesis testing in a fractional Ornstein-Uhlenbeck model. Zbl 1398.62216Moers, Michael 2 2012 A feedback retrial queueing system with two types of batch arrivals. Zbl 1260.60177Kalyanaraman, R. 2 2012 Optimal geometric mean returns of stocks and their options. Zbl 1282.91351Zhang, Guoyi 1 2012 On stochastic equations with measurable coefficients driven by symmetric stable processes. Zbl 1241.60027Kurenok, Vladimir P. 1 2012 Application of stochastic sensitivity analysis to integrated force method. Zbl 1255.74056Wei, X. F.; Patnaik, S. N. 1 2012 Optimal selling of an asset under incomplete information. Zbl 1230.91168Ekström, Erik; Lu, Bing 13 2011 Regime-switching risk: to price or not to price? Zbl 1230.91203Siu, Tak Kuen 12 2011 Impulse control of proportional reinsurance with constraints. Zbl 1229.91165Meng, Hui; Siu, Tak Kuen 6 2011 A stochastic two species competition model: nonequilibrium fluctuation and stability. Zbl 1229.92080Samanta, G. P. 6 2011 Weather derivatives and stochastic modelling of temperature. Zbl 1229.91298Benth, Fred Espen; Benth, Jūratė Šaltytė 5 2011 Pricing variance swaps for stochastic volatilities with delay and jumps. Zbl 1217.91187Swishchuk, Anatoliy; Xu, Li 5 2011 The Cauchy-Dirichlet problem for a class of linear parabolic differential equations with unbounded coefficients in an unbounded domain. Zbl 1226.60090Rubio, Gerardo 3 2011 Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential. Zbl 1229.82096Chen, Xia; Kulik, Alexey 3 2011 Mild solutions of neutral stochastic partial functional differential equations. Zbl 1231.60060Govindan, T. E. 3 2011 Yule-Walker estimation for the moving-average model. Zbl 1223.62146Dimitriou-Fakalou, Chrysoula 1 2011 Maximizing the mean exit time of a Brownian motion from an interval. Zbl 1234.60084Lefebvre, Mario 1 2011 First passage time moments of jump-diffusions with Markovian switching. Zbl 1234.60081Peng, Jun; Liu, Zaiming 1 2011 Multiresolution Hilbert approach to multidimensional Gauss-Markov processes. Zbl 1259.60092Taillefumier, Thibaud; Touboul, Jonathan 1 2011 The Rothe’s method to a parabolic integrodifferential equation with a nonclassical boundary conditions. Zbl 1194.35201Bouziani, Abdelfatah; Mechri, Rachid 12 2010 Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises. Zbl 1218.60051Liu, Xianming; Duan, Jinqiao; Liu, Jicheng; Kloeden, Peter E. 8 2010 Optimal control with partial information for stochastic Volterra equations. Zbl 1214.49033Øksendal, Bernt; Zhang, Tusheng 7 2010 A Markov regime-switching marked point process for short-rate analysis with credit risk. Zbl 1203.91304Siu, Tak Kuen 6 2010 Diffusion approximations of the geometric Markov renewal processes and option price formulas. Zbl 1216.60057Swishchuk, Anatoliy; Islam, M. Shafiqul 2 2010 General decay stability for stochastic functional differential equations with infinite delay. Zbl 1202.93167Liu, Yue; Meng, Xuejing; Wu, Fuke 2 2010 Random trigonometric polynomials with nonidentically distributed coefficients. Zbl 1197.60049Farahmand, K.; Li, T. 2 2010 Stochastic Navier-Stokes equations with artificial compressibility in random durations. Zbl 1202.60107Yin, Hong 1 2010 Level sets of random fields and applications: specular points and wave crests. Zbl 1225.60066Flores, Esteban; León R., José 1 2010 all cited Publications top 5 cited Publications all top 5 Cited by 536 Authors 16 Siu, Tak Kuen 7 Di Persio, Luca 7 Yousfi, Noura 6 Benth, Fred Espen 6 Vatutin, Vladimir Alekseevich 6 Viitasaari, Lauri 5 Chong, Carsten 5 Cordoni, Francesco Giuseppe 5 D’yakonova, Elena Evgen’evna 5 Hattaf, Khalid 5 Krühner, Paul 5 Lefebvre, Mario 5 Pap, Gyula 5 Shen, Yang 5 Sottinen, Tommi 5 Wang, Jian 4 Adnani, Jihad 4 Barczy, Mátyás 4 Bouchentouf, Amina Angelika 4 Chaudhry, Mohan L. 4 Dudin, Alexander N. 4 Elliott, Robert James 4 Maqbul, Md. 4 Meng, Hui 4 Takahashi, Akihiko 4 Yang, Hailiang 3 Casanova, Adrián González 3 Cornalba, Federico 3 Duan, Jinqiao 3 Dudin, Sergey A. 3 Dudina, Olga S. 3 Glover, Kristoffer J. 3 Huang, Xing 3 Kim, James J. 3 Merino, Raúl 3 Mishura, Yuliya Stepanivna 3 Øksendal, Bernt Karsten 3 Platonova, Mariya V. 3 Shardlow, Tony 3 Shklyar, Sergiĭ Volodymyrovych 3 Vives, Josep 3 Wang, Rongming 3 Zimmer, Johannes 3 Zitouni, Foued 2 Akhlil, Khalid 2 Al-Hussein, Abdulrahman 2 Arai, Takuji 2 Aurzada, Frank 2 Bahuguna, Dhirendra 2 Bakosi, Jozsef 2 Banik, Abhijit Datta 2 Bennar, Abdelkrim 2 Bonaccorsi, Stefano 2 Bosze, Zsuzsanna 2 Chakravarthy, Srinivas R. 2 Chen, Xia 2 Ching, Wai-Ki 2 Dalang, Robert C. 2 De Angelis, Tiziano 2 Dembo, Amir 2 Detering, Nils 2 Dorobantu, Diana 2 Ekström, Erik 2 El Koufi, Amine 2 Fan, Kun 2 Federico, Salvatore 2 Gherbal, Boulakhras 2 Goswami, Veena 2 Gu, Anhui 2 Gupta, Nishi 2 Hafayed, Mokhtar 2 Hausenblas, Erika 2 Henry, Benoît 2 Huang, Hong 2 Humeau, Thomas 2 Imomov, Azam Abdurakhimovich 2 Jose, K. P. 2 Kurt, Noemi 2 Lambert, Amaury 2 Li, Na 2 Luo, Dejun 2 Mahrouf, Marouane 2 McKibben, Mark Anthony 2 Molchan, George M. 2 Mukherjee, Sumit 2 Ngare, Philip 2 Oliva, Immacolata 2 Pacchiarotti, Barbara 2 Pagnini, Gianni 2 Pospíšil, Jan 2 Raheem, Abdur 2 Rásonyi, Miklós 2 Riedle, Markus 2 Ristorcelli, J. Raymond 2 Rujivan, Sanae 2 Schmalfuß, Björn 2 Smadi, Charline 2 Sobotka, Tomáš 2 Song, Shiyu 2 Song, Yulin ...and 436 more Authors all top 5 Cited in 154 Journals 10 Stochastic Processes and their Applications 9 Journal of Applied Probability 9 International Journal of Theoretical and Applied Finance 8 International Journal of Stochastic Analysis 7 Journal of Computational and Applied Mathematics 7 Stochastic Analysis and Applications 6 Journal of Mathematical Analysis and Applications 6 Applied Mathematics and Computation 6 Journal of Theoretical Probability 6 Quantitative Finance 6 Stochastics 5 Theory of Probability and its Applications 5 Statistics & Probability Letters 5 Communications in Statistics. Theory and Methods 5 Electronic Journal of Probability 5 Finance and Stochastics 5 Methodology and Computing in Applied Probability 4 Journal of Statistical Physics 4 Insurance Mathematics & Economics 4 The Annals of Applied Probability 4 Theory of Probability and Mathematical Statistics 4 Mathematical Problems in Engineering 4 Fractional Calculus & Applied Analysis 4 Journal of Industrial and Management Optimization 4 Modern Stochastics. Theory and Applications 3 Advances in Applied Probability 3 Journal of Mathematical Physics 3 Physica A 3 Applied Mathematics and Optimization 3 Mathematics and Computers in Simulation 3 Theoretical Population Biology 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 NoDEA. Nonlinear Differential Equations and Applications 3 Journal of Applied Mathematics 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 3 International Journal of Systems Science. Principles and Applications of Systems and Integration 2 Computers & Mathematics with Applications 2 Automatica 2 Journal of Differential Equations 2 Journal of Optimization Theory and Applications 2 Mathematics of Operations Research 2 Opsearch 2 SIAM Journal on Control and Optimization 2 Asia-Pacific Journal of Operational Research 2 Queueing Systems 2 Discrete Mathematics and Applications 2 Applied Mathematical Modelling 2 European Journal of Operational Research 2 Potential Analysis 2 Filomat 2 Bernoulli 2 Differential Equations and Dynamical Systems 2 Abstract and Applied Analysis 2 Communications in Nonlinear Science and Numerical Simulation 2 Stochastic Models 2 Applications and Applied Mathematics 2 Frontiers of Mathematics in China 2 Electronic Journal of Statistics 2 International Journal of Biomathematics 2 SIAM Journal on Financial Mathematics 2 Advances in Mathematical Physics 2 International Journal of Differential Equations 2 Afrika Matematika 2 Communications in Mathematics and Statistics 1 Applicable Analysis 1 Journal of the Franklin Institute 1 Journal of Mathematical Biology 1 Mathematical Methods in the Applied Sciences 1 Mathematical Notes 1 Nonlinearity 1 Rocky Mountain Journal of Mathematics 1 Chaos, Solitons and Fractals 1 The Annals of Probability 1 Archiv der Mathematik 1 Collectanea Mathematica 1 Journal of Functional Analysis 1 Journal of Multivariate Analysis 1 Numerische Mathematik 1 Results in Mathematics 1 Optimal Control Applications & Methods 1 Bulletin of the Korean Mathematical Society 1 Physica D 1 Applied Numerical Mathematics 1 Optimization 1 Probability Theory and Related Fields 1 Applied Mathematics Letters 1 MCSS. Mathematics of Control, Signals, and Systems 1 Annals of Operations Research 1 International Journal of Information and Management Sciences 1 Neural Computation 1 International Journal of Adaptive Control and Signal Processing 1 Applications of Mathematics 1 Numerical Algorithms 1 Automation and Remote Control 1 SIAM Journal on Mathematical Analysis 1 Russian Mathematics 1 Archives of Control Sciences 1 Journal of Computer and Systems Sciences International 1 Journal of Mathematical Sciences (New York) 1 Computational and Applied Mathematics ...and 54 more Journals all top 5 Cited in 34 Fields 243 Probability theory and stochastic processes (60-XX) 87 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 49 Systems theory; control (93-XX) 48 Partial differential equations (35-XX) 34 Biology and other natural sciences (92-XX) 32 Operations research, mathematical programming (90-XX) 27 Statistics (62-XX) 22 Ordinary differential equations (34-XX) 22 Calculus of variations and optimal control; optimization (49-XX) 18 Numerical analysis (65-XX) 13 Dynamical systems and ergodic theory (37-XX) 10 Operator theory (47-XX) 10 Computer science (68-XX) 6 Real functions (26-XX) 6 Integral equations (45-XX) 6 Statistical mechanics, structure of matter (82-XX) 4 Geophysics (86-XX) 3 Combinatorics (05-XX) 3 Special functions (33-XX) 3 Difference and functional equations (39-XX) 2 Potential theory (31-XX) 2 Approximations and expansions (41-XX) 2 Integral transforms, operational calculus (44-XX) 2 Global analysis, analysis on manifolds (58-XX) 1 General and overarching topics; collections (00-XX) 1 Measure and integration (28-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 General topology (54-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Quantum theory (81-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year