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: Journal; 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 80 Publications have been cited 385 times in 362 Documents Cited by ▼ Year ▼ Yamada-Watanabe results for stochastic differential equations with jumps. Zbl 1337.60116 Barczy, Mátyás; Li, Zenghu; Pap, Gyula 24 2015 Stochastic analysis of Gaussian processes via Fredholm representation. Zbl 1384.60072 Sottinen, Tommi; Viitasaari, Lauri 18 2016 Optimal selling of an asset under incomplete information. Zbl 1230.91168 Ekström, Erik; Lu, Bing 15 2011 Necessary conditions for optimal control of forward-backward stochastic systems with random jumps. Zbl 1239.93132 Shi, Jingtao 14 2012 Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures. Zbl 1263.60060 Tappe, Stefan 14 2012 Stability analysis of a stochastic SIR epidemic model with specific nonlinear incidence rate. Zbl 1314.92153 Adnani, Jihad; Hattaf, Khalid; Yousfi, Noura 14 2013 The Rothe’s method to a parabolic integrodifferential equation with a nonclassical boundary conditions. Zbl 1194.35201 Bouziani, Abdelfatah; Mechri, Rachid 13 2010 Regime-switching risk: to price or not to price? Zbl 1230.91203 Siu, Tak Kuen 12 2011 SPDEs with \(\alpha\)-stable Lévy noise: a random field approach. Zbl 1296.60162 Balan, Raluca M. 12 2014 Backward stochastic differential equations approach to hedging, option pricing, and insurance problems. Zbl 1303.91170 Cordoni, Francesco; Di Persio, Luca 10 2014 Survival exponents for some Gaussian processes. Zbl 1260.60073 Molchan, G. 9 2012 Birth and death processes with neutral mutations. Zbl 1261.92039 Champagnat, Nicolas; Lambert, Amaury; Richard, Mathieu 9 2012 An \(M/M/2\) queueing system with heterogeneous servers including one with working vacation. Zbl 1252.60091 Krishnamoorthy, A.; Sreenivasan, C. 8 2012 Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises. Zbl 1218.60051 Liu, Xianming; Duan, Jinqiao; Liu, Jicheng; Kloeden, Peter E. 8 2010 A BSDE with delayed generator approach to pricing under counterparty risk and collateralization. Zbl 1407.91245 Cordoni, Francesco; Di Persio, Luca 8 2016 A decomposable branching process in a Markovian environment. Zbl 1411.60126 Vatutin, Vladimir; Dyakonova, Elena; Jagers, Peter; Sagitov, Serik 8 2012 A stochastic two species competition model: nonequilibrium fluctuation and stability. Zbl 1229.92080 Samanta, G. P. 7 2011 A stochastic flows approach for asset allocation with hidden economic environment. Zbl 1346.60104 Siu, Tak Kuen 7 2015 Optimal control with partial information for stochastic Volterra equations. Zbl 1214.49033 Øksendal, Bernt; Zhang, Tusheng 7 2010 A Markov regime-switching marked point process for short-rate analysis with credit risk. Zbl 1203.91304 Siu, Tak Kuen 7 2010 Impulse control of proportional reinsurance with constraints. Zbl 1229.91165 Meng, Hui; Siu, Tak Kuen 6 2011 Weather derivatives and stochastic modelling of temperature. Zbl 1229.91298 Benth, Fred Espen; Benth, Jūratė Šaltytė 6 2011 A semigroup expansion for pricing barrier options. Zbl 1303.91179 Kato, Takashi; Takahashi, Akihiko; Yamada, Toshihiro 6 2014 A discrete-time queue with balking, reneging, and working vacations. Zbl 1322.60191 Goswami, Veena 6 2014 Analysis of a priority queue with phase-type service and failures. Zbl 1384.60096 Dudin, Alexander; Dudin, Sergei 6 2016 From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval. Zbl 1319.60077 Lachal, Aimé 6 2014 Pricing variance swaps for stochastic volatilities with delay and jumps. Zbl 1217.91187 Swishchuk, Anatoliy; Xu, Li 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 1351.60118 Maity, Arunava; Gupta, U. C. 5 2015 Probabilistic solution of the general Robin boundary value problem on arbitrary domains. Zbl 1258.31007 Akhlil, Khalid 5 2012 Generalized fractional master equation for self-similar stochastic processes modelling anomalous diffusion. Zbl 1260.60163 Pagnini, Gianni; Mura, Antonio; Mainardi, Francesco 5 2012 The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers. Zbl 1260.60164 Yin, Chuancun; Wang, Huiqing 5 2012 Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential. Zbl 1229.82096 Chen, Xia; Kulik, Alexey 4 2011 A generic decomposition formula for pricing vanilla options under stochastic volatility models. Zbl 1337.60155 Merino, Raúl; Vives, Josep 4 2015 Stochastic methodology for the study of an epidemic decay phase, based on a branching model. Zbl 1254.92067 Pénisson, Sophie; Jacob, Christine 4 2012 A stochastic diffusion process for the Dirichlet distribution. Zbl 1273.60099 Bakosi, 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 1226.60090 Rubio, Gerardo 3 2011 Consistent price systems in multiasset markets. Zbl 1282.91112 Maris, Florian; Sayit, Hasanjan 3 2012 A dependent hidden Markov model of credit quality. Zbl 1251.91067 Korolkiewicz, Małgorzata Wiktoria 3 2012 Mild solutions of neutral stochastic partial functional differential equations. Zbl 1231.60060 Govindan, T. E. 3 2011 A note on the distribution of multivariate Brownian extrema. Zbl 1325.60079 Escobar, Marcos; Hernandez, Julio 3 2014 Global stability of nonlinear stochastic SEI epidemic model with fluctuations in transmission rate of disease. Zbl 1384.92059 Otunuga, Olusegun Michael 3 2017 Regime-switching temperature dynamics model for weather derivatives. Zbl 1410.91452 Gyamerah, Samuel Asante; Ngare, Philip; Ikpe, Dennis 3 2018 A stability result for stochastic differential equations driven by fractional Brownian motions. Zbl 1260.60111 Saussereau, Bruno 3 2012 General LQG homing problems in one dimension. Zbl 1260.60161 Lefebvre, Mario; Zitouni, Foued 3 2012 Online stochastic convergence analysis of the Kalman filter. Zbl 1417.93330 Rhudy, Matthew B.; Gu, Yu 3 2013 Measure-dependent stochastic nonlinear beam equations driven by fractional Brownian motion. Zbl 1301.60078 McKibben, Mark A. 3 2013 The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions. Zbl 1297.49039 Chighoub, Farid; Mezerdi, Brahim 3 2014 Option price decomposition in spot-dependent volatility models and some applications. Zbl 1417.91512 Merino, Raúl; Vives, Josep 3 2017 Diffusion approximations of the geometric Markov renewal processes and option price formulas. Zbl 1216.60057 Swishchuk, Anatoliy; Islam, M. Shafiqul 2 2010 General decay stability for stochastic functional differential equations with infinite delay. Zbl 1202.93167 Liu, Yue; Meng, Xuejing; Wu, Fuke 2 2010 Random trigonometric polynomials with nonidentically distributed coefficients. Zbl 1197.60049 Farahmand, K.; Li, T. 2 2010 A two-mode mean-field optimal switching problem for the full balance sheet. Zbl 1297.93183 Djehiche, Boualem; Hamdi, Ali 2 2014 Limit properties of transition functions of continuous-time Markov branching processes. Zbl 1316.60130 Imomov, Azam A. 2 2014 Large deviation analysis of a droplet model having a Poisson equilibrium distribution. Zbl 1337.60030 Ellis, Richard S.; Ta’asan, Shlomo 2 2015 A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility. Zbl 1348.60097 Bonetti, Daniel; Leão, Dorival; Ohashi, Alberto; Siqueira, Vinícius 2 2015 Hypothesis testing in a fractional Ornstein-Uhlenbeck model. Zbl 1398.62216 Moers, Michael 2 2012 A feedback retrial queueing system with two types of batch arrivals. Zbl 1260.60177 Kalyanaraman, R. 2 2012 Modeling neutral evolution using an infinite-allele Markov branching process. Zbl 1372.92072 Wu, Xiaowei; Kimmel, Marek 2 2013 Influence of gestation delay and predator’s interference in predator-prey interaction under stochastic environment. Zbl 1336.60133 Jana, Debaldev 2 2014 Multiserver queue with guard channel for priority and retrial customers. Zbl 1398.60093 Kajiwara, Kazuki; Phung-Duc, Tuan 2 2016 Yule-Walker estimation for the moving-average model. Zbl 1223.62146 Dimitriou-Fakalou, Chrysoula 1 2011 Asymptotic stability of semi-Markov modulated jump diffusions. Zbl 1260.60107 Deshpande, Amogh 1 2012 Application of stochastic sensitivity analysis to integrated force method. Zbl 1255.74056 Wei, X. F.; Patnaik, S. N. 1 2012 Multiresolution Hilbert approach to multidimensional Gauss-Markov processes. Zbl 1259.60092 Taillefumier, Thibaud; Touboul, Jonathan 1 2011 On stochastic equations with measurable coefficients driven by symmetric stable processes. Zbl 1241.60027 Kurenok, Vladimir P. 1 2012 Maximizing the mean exit time of a Brownian motion from an interval. Zbl 1234.60084 Lefebvre, Mario 1 2011 First passage time moments of jump-diffusions with Markovian switching. Zbl 1234.60081 Peng, Jun; Liu, Zaiming 1 2011 On continuous selection sets of non-Lipschitzian quantum stochastic evolution inclusions. Zbl 1337.60163 Bishop, Sheila 1 2015 On Henstock method to Stratonovich integral with respect to continuous semimartingale. Zbl 1325.60082 Yang, Haifeng; Toh, Tin Lam 1 2014 Generalisation of Hajek’s stochastic comparison results to stochastic sums. Zbl 1384.60060 Kampen, Jörg 1 2016 Asymptotic time averages and frequency distributions. Zbl 1384.60074 El-Taha, Muhammad 1 2016 The LMI approach for stabilizing of linear stochastic systems. Zbl 1276.93078 Ivanov, Ivan 1 2013 Level sets of random fields and applications: specular points and wave crests. Zbl 1225.60066 Flores, Esteban; León R., José 1 2010 Stochastic Navier-Stokes equations with artificial compressibility in random durations. Zbl 1202.60107 Yin, Hong 1 2010 Optimal geometric mean returns of stocks and their options. Zbl 1282.91351 Zhang, Guoyi 1 2012 Asymptotic behavior of densities for stochastic functional differential equations. Zbl 1267.60063 Kitagawa, Akihiro; Takeuchi, Atsushi 1 2013 The Itō integral with respect to an infinite dimensional Lévy process: a series approach. Zbl 1268.60078 Tappe, Stefan 1 2013 The BALM copula. Zbl 1497.62120 Dimitrov, Boyan; Kolev, Nikolai 1 2013 Some limit properties of the harmonic mean of transition probabilities for Markov chains in Markovian environments indexed by Cayley’s trees. Zbl 1311.60078 Huang, Huilin 1 2013 \(\mathrm{M}^{[X]}/\mathrm{G}_1\), \(G_2/1\) with setup time, Bernoulli vacation, break down, and delayed repair. Zbl 1295.60101 Ayyappan, G.; Shyamala, S. 1 2014 Regime-switching temperature dynamics model for weather derivatives. Zbl 1410.91452 Gyamerah, Samuel Asante; Ngare, Philip; Ikpe, Dennis 3 2018 Global stability of nonlinear stochastic SEI epidemic model with fluctuations in transmission rate of disease. Zbl 1384.92059 Otunuga, Olusegun Michael 3 2017 Option price decomposition in spot-dependent volatility models and some applications. Zbl 1417.91512 Merino, Raúl; Vives, Josep 3 2017 Stochastic analysis of Gaussian processes via Fredholm representation. Zbl 1384.60072 Sottinen, Tommi; Viitasaari, Lauri 18 2016 A BSDE with delayed generator approach to pricing under counterparty risk and collateralization. Zbl 1407.91245 Cordoni, Francesco; Di Persio, Luca 8 2016 Analysis of a priority queue with phase-type service and failures. Zbl 1384.60096 Dudin, Alexander; Dudin, Sergei 6 2016 Multiserver queue with guard channel for priority and retrial customers. Zbl 1398.60093 Kajiwara, Kazuki; Phung-Duc, Tuan 2 2016 Generalisation of Hajek’s stochastic comparison results to stochastic sums. Zbl 1384.60060 Kampen, Jörg 1 2016 Asymptotic time averages and frequency distributions. Zbl 1384.60074 El-Taha, Muhammad 1 2016 Yamada-Watanabe results for stochastic differential equations with jumps. Zbl 1337.60116 Barczy, Mátyás; Li, Zenghu; Pap, Gyula 24 2015 A stochastic flows approach for asset allocation with hidden economic environment. Zbl 1346.60104 Siu, 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 1351.60118 Maity, Arunava; Gupta, U. C. 5 2015 A generic decomposition formula for pricing vanilla options under stochastic volatility models. Zbl 1337.60155 Merino, Raúl; Vives, Josep 4 2015 Large deviation analysis of a droplet model having a Poisson equilibrium distribution. Zbl 1337.60030 Ellis, Richard S.; Ta’asan, Shlomo 2 2015 A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility. Zbl 1348.60097 Bonetti, Daniel; Leão, Dorival; Ohashi, Alberto; Siqueira, Vinícius 2 2015 On continuous selection sets of non-Lipschitzian quantum stochastic evolution inclusions. Zbl 1337.60163 Bishop, Sheila 1 2015 SPDEs with \(\alpha\)-stable Lévy noise: a random field approach. Zbl 1296.60162 Balan, Raluca M. 12 2014 Backward stochastic differential equations approach to hedging, option pricing, and insurance problems. Zbl 1303.91170 Cordoni, Francesco; Di Persio, Luca 10 2014 A semigroup expansion for pricing barrier options. Zbl 1303.91179 Kato, Takashi; Takahashi, Akihiko; Yamada, Toshihiro 6 2014 A discrete-time queue with balking, reneging, and working vacations. Zbl 1322.60191 Goswami, Veena 6 2014 From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval. Zbl 1319.60077 Lachal, Aimé 6 2014 A note on the distribution of multivariate Brownian extrema. Zbl 1325.60079 Escobar, Marcos; Hernandez, Julio 3 2014 The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions. Zbl 1297.49039 Chighoub, Farid; Mezerdi, Brahim 3 2014 A two-mode mean-field optimal switching problem for the full balance sheet. Zbl 1297.93183 Djehiche, Boualem; Hamdi, Ali 2 2014 Limit properties of transition functions of continuous-time Markov branching processes. Zbl 1316.60130 Imomov, Azam A. 2 2014 Influence of gestation delay and predator’s interference in predator-prey interaction under stochastic environment. Zbl 1336.60133 Jana, Debaldev 2 2014 On Henstock method to Stratonovich integral with respect to continuous semimartingale. Zbl 1325.60082 Yang, Haifeng; Toh, Tin Lam 1 2014 \(\mathrm{M}^{[X]}/\mathrm{G}_1\), \(G_2/1\) with setup time, Bernoulli vacation, break down, and delayed repair. Zbl 1295.60101 Ayyappan, G.; Shyamala, S. 1 2014 Stability analysis of a stochastic SIR epidemic model with specific nonlinear incidence rate. Zbl 1314.92153 Adnani, Jihad; Hattaf, Khalid; Yousfi, Noura 14 2013 A stochastic diffusion process for the Dirichlet distribution. Zbl 1273.60099 Bakosi, J.; Ristorcelli, J. R. 4 2013 Online stochastic convergence analysis of the Kalman filter. Zbl 1417.93330 Rhudy, Matthew B.; Gu, Yu 3 2013 Measure-dependent stochastic nonlinear beam equations driven by fractional Brownian motion. Zbl 1301.60078 McKibben, Mark A. 3 2013 Modeling neutral evolution using an infinite-allele Markov branching process. Zbl 1372.92072 Wu, Xiaowei; Kimmel, Marek 2 2013 The LMI approach for stabilizing of linear stochastic systems. Zbl 1276.93078 Ivanov, Ivan 1 2013 Asymptotic behavior of densities for stochastic functional differential equations. Zbl 1267.60063 Kitagawa, Akihiro; Takeuchi, Atsushi 1 2013 The Itō integral with respect to an infinite dimensional Lévy process: a series approach. Zbl 1268.60078 Tappe, Stefan 1 2013 The BALM copula. Zbl 1497.62120 Dimitrov, Boyan; Kolev, Nikolai 1 2013 Some limit properties of the harmonic mean of transition probabilities for Markov chains in Markovian environments indexed by Cayley’s trees. Zbl 1311.60078 Huang, Huilin 1 2013 Necessary conditions for optimal control of forward-backward stochastic systems with random jumps. Zbl 1239.93132 Shi, Jingtao 14 2012 Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures. Zbl 1263.60060 Tappe, Stefan 14 2012 Survival exponents for some Gaussian processes. Zbl 1260.60073 Molchan, G. 9 2012 Birth and death processes with neutral mutations. Zbl 1261.92039 Champagnat, Nicolas; Lambert, Amaury; Richard, Mathieu 9 2012 An \(M/M/2\) queueing system with heterogeneous servers including one with working vacation. Zbl 1252.60091 Krishnamoorthy, A.; Sreenivasan, C. 8 2012 A decomposable branching process in a Markovian environment. Zbl 1411.60126 Vatutin, Vladimir; Dyakonova, Elena; Jagers, Peter; Sagitov, Serik 8 2012 Probabilistic solution of the general Robin boundary value problem on arbitrary domains. Zbl 1258.31007 Akhlil, Khalid 5 2012 Generalized fractional master equation for self-similar stochastic processes modelling anomalous diffusion. Zbl 1260.60163 Pagnini, Gianni; Mura, Antonio; Mainardi, Francesco 5 2012 The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers. Zbl 1260.60164 Yin, Chuancun; Wang, Huiqing 5 2012 Stochastic methodology for the study of an epidemic decay phase, based on a branching model. Zbl 1254.92067 Pénisson, Sophie; Jacob, Christine 4 2012 Consistent price systems in multiasset markets. Zbl 1282.91112 Maris, Florian; Sayit, Hasanjan 3 2012 A dependent hidden Markov model of credit quality. Zbl 1251.91067 Korolkiewicz, Małgorzata Wiktoria 3 2012 A stability result for stochastic differential equations driven by fractional Brownian motions. Zbl 1260.60111 Saussereau, Bruno 3 2012 General LQG homing problems in one dimension. Zbl 1260.60161 Lefebvre, Mario; Zitouni, Foued 3 2012 Hypothesis testing in a fractional Ornstein-Uhlenbeck model. Zbl 1398.62216 Moers, Michael 2 2012 A feedback retrial queueing system with two types of batch arrivals. Zbl 1260.60177 Kalyanaraman, R. 2 2012 Asymptotic stability of semi-Markov modulated jump diffusions. Zbl 1260.60107 Deshpande, Amogh 1 2012 Application of stochastic sensitivity analysis to integrated force method. Zbl 1255.74056 Wei, X. F.; Patnaik, S. N. 1 2012 On stochastic equations with measurable coefficients driven by symmetric stable processes. Zbl 1241.60027 Kurenok, Vladimir P. 1 2012 Optimal geometric mean returns of stocks and their options. Zbl 1282.91351 Zhang, Guoyi 1 2012 Optimal selling of an asset under incomplete information. Zbl 1230.91168 Ekström, Erik; Lu, Bing 15 2011 Regime-switching risk: to price or not to price? Zbl 1230.91203 Siu, Tak Kuen 12 2011 A stochastic two species competition model: nonequilibrium fluctuation and stability. Zbl 1229.92080 Samanta, G. P. 7 2011 Impulse control of proportional reinsurance with constraints. Zbl 1229.91165 Meng, Hui; Siu, Tak Kuen 6 2011 Weather derivatives and stochastic modelling of temperature. Zbl 1229.91298 Benth, Fred Espen; Benth, Jūratė Šaltytė 6 2011 Pricing variance swaps for stochastic volatilities with delay and jumps. Zbl 1217.91187 Swishchuk, Anatoliy; Xu, Li 5 2011 Asymptotics of negative exponential moments for annealed Brownian motion in a renormalized Poisson potential. Zbl 1229.82096 Chen, Xia; Kulik, Alexey 4 2011 The Cauchy-Dirichlet problem for a class of linear parabolic differential equations with unbounded coefficients in an unbounded domain. Zbl 1226.60090 Rubio, Gerardo 3 2011 Mild solutions of neutral stochastic partial functional differential equations. Zbl 1231.60060 Govindan, T. E. 3 2011 Yule-Walker estimation for the moving-average model. Zbl 1223.62146 Dimitriou-Fakalou, Chrysoula 1 2011 Multiresolution Hilbert approach to multidimensional Gauss-Markov processes. Zbl 1259.60092 Taillefumier, Thibaud; Touboul, Jonathan 1 2011 Maximizing the mean exit time of a Brownian motion from an interval. Zbl 1234.60084 Lefebvre, Mario 1 2011 First passage time moments of jump-diffusions with Markovian switching. Zbl 1234.60081 Peng, Jun; Liu, Zaiming 1 2011 The Rothe’s method to a parabolic integrodifferential equation with a nonclassical boundary conditions. Zbl 1194.35201 Bouziani, Abdelfatah; Mechri, Rachid 13 2010 Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises. Zbl 1218.60051 Liu, Xianming; Duan, Jinqiao; Liu, Jicheng; Kloeden, Peter E. 8 2010 Optimal control with partial information for stochastic Volterra equations. Zbl 1214.49033 Øksendal, Bernt; Zhang, Tusheng 7 2010 A Markov regime-switching marked point process for short-rate analysis with credit risk. Zbl 1203.91304 Siu, Tak Kuen 7 2010 Diffusion approximations of the geometric Markov renewal processes and option price formulas. Zbl 1216.60057 Swishchuk, Anatoliy; Islam, M. Shafiqul 2 2010 General decay stability for stochastic functional differential equations with infinite delay. Zbl 1202.93167 Liu, Yue; Meng, Xuejing; Wu, Fuke 2 2010 Random trigonometric polynomials with nonidentically distributed coefficients. Zbl 1197.60049 Farahmand, K.; Li, T. 2 2010 Level sets of random fields and applications: specular points and wave crests. Zbl 1225.60066 Flores, Esteban; León R., José 1 2010 Stochastic Navier-Stokes equations with artificial compressibility in random durations. Zbl 1202.60107 Yin, Hong 1 2010 all cited Publications top 5 cited Publications all top 5 Cited by 588 Authors 17 Siu, Tak Kuen 8 Viitasaari, Lauri 7 Di Persio, Luca 7 Sottinen, Tommi 7 Vatutin, Vladimir Alekseevich 7 Yousfi, Noura 6 Benth, Fred Espen 6 D’yakonova, Elena Evgen’evna 5 Bouchentouf, Amina Angelika 5 Chong, Carsten 5 Cordoni, Francesco Giuseppe 5 Hattaf, Khalid 5 Krühner, Paul 5 Lefebvre, Mario 5 Pap, Gyula 5 Shen, Yang 5 Wang, Jian 4 Adnani, Jihad 4 Barczy, Mátyás 4 Chaudhry, Mohan L. 4 Dudin, Alexander N. 4 Elliott, Robert James 4 Maqbul, Md. 4 Meng, Hui 4 Takahashi, Akihiko 4 Vives, Josep 4 Yang, Hailiang 3 Aurzada, Frank 3 Casanova, Adrián González 3 Cornalba, Federico 3 Duan, Jinqiao 3 Dudin, Sergey A. 3 Dudina, Olga S. 3 Ekström, Erik 3 Glover, Kristoffer J. 3 Goswami, Veena 3 Huang, Xing 3 Kim, James J. 3 Merino, Raúl 3 Mishura, Yuliya Stepanivna 3 Øksendal, Bernt Karsten 3 Pagnini, Gianni 3 Platonova, Mariya V. 3 Raheem, Abdur 3 Riedle, Markus 3 Shardlow, Tony 3 Shklyar, Sergiĭ Volodymyrovych 3 Wang, Rongming 3 Zimmer, Johannes 3 Zitouni, Foued 2 Akhlil, Khalid 2 Al-Hussein, Abdulrahman 2 Arai, Takuji 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 Cordero, Fernando 2 Dalang, Robert C. 2 De Angelis, Tiziano 2 Dembo, Amir 2 Detering, Nils 2 Dorobantu, Diana 2 El Koufi, Amine 2 Fan, Kun 2 Federico, Salvatore 2 Gherbal, Boulakhras 2 Gu, Anhui 2 Gupta, Nishi 2 Hafayed, Mokhtar 2 Han, Yuecai 2 Hausenblas, Erika 2 Henry, Benoît 2 Huang, Hong 2 Humeau, Thomas 2 Imomov, Azam Abdurakhimovich 2 Jaber, Eduardo Abi 2 Jiang, Daqing 2 Jose, K. P. 2 Kevei, Péter 2 Kurt, Noemi 2 Lambert, Amaury 2 Luo, Dejun 2 Mahrouf, Marouane 2 McKibben, Mark Anthony 2 Mezerdi, Brahim 2 Molchan, George M. 2 Mukherjee, Sumit 2 Ngare, Philip 2 Oliva, Immacolata 2 Pacchiarotti, Barbara 2 Paradisi, Paolo 2 Pospíšil, Jan 2 Rásonyi, Miklós 2 Ristorcelli, J. Raymond ...and 488 more Authors all top 5 Cited in 164 Journals 11 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 Mathematical Analysis and Applications 7 Journal of Computational and Applied Mathematics 7 Stochastic Analysis and Applications 6 Applied Mathematics and Computation 6 Journal of Theoretical Probability 6 Finance and Stochastics 6 Quantitative Finance 6 Stochastics 5 Theory of Probability and its Applications 5 Insurance Mathematics & Economics 5 Statistics & Probability Letters 5 Communications in Statistics. Theory and Methods 5 Electronic Journal of Probability 5 Methodology and Computing in Applied Probability 5 Modern Stochastics. Theory and Applications 4 Advances in Applied Probability 4 Journal of Mathematical Physics 4 Journal of Statistical Physics 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 Applied Mathematics 4 Journal of Industrial and Management Optimization 4 ALEA. Latin American Journal of Probability and Mathematical Statistics 3 Computers & Mathematics with Applications 3 Physica A 3 Applied Mathematics and Optimization 3 Mathematics and Computers in Simulation 3 Theoretical Population Biology 3 Applied Mathematical Modelling 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 NoDEA. Nonlinear Differential Equations and Applications 3 Differential Equations and Dynamical Systems 3 SIAM Journal on Financial Mathematics 3 International Journal of Systems Science. Principles and Applications of Systems and Integration 2 Journal of the Franklin Institute 2 The Annals of Probability 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 Optimal Control Applications & Methods 2 Asia-Pacific Journal of Operational Research 2 Queueing Systems 2 Discrete Mathematics and Applications 2 European Journal of Operational Research 2 Potential Analysis 2 Filomat 2 Bernoulli 2 Mathematical Finance 2 Abstract and Applied Analysis 2 Communications in Nonlinear Science and Numerical Simulation 2 International Journal of Nonlinear Sciences and Numerical Simulation 2 Stochastic Models 2 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 2 Computational Management Science 2 Applications and Applied Mathematics 2 Frontiers of Mathematics in China 2 Electronic Journal of Statistics 2 International Journal of Biomathematics 2 Advances in Mathematical Physics 2 International Journal of Differential Equations 2 Afrika Matematika 2 Communications in Mathematics and Statistics 1 Applicable Analysis 1 Communications in Mathematical Physics 1 Journal of Mathematical Biology 1 Mathematical Methods in the Applied Sciences 1 Mathematical Notes 1 Nonlinearity 1 Rocky Mountain Journal of Mathematics 1 Russian Mathematical Surveys 1 Scandinavian Journal of Statistics 1 Chaos, Solitons and Fractals 1 Archiv der Mathematik 1 Collectanea Mathematica 1 Journal of Functional Analysis 1 Journal of the London Mathematical Society. Second Series 1 Journal of Multivariate Analysis 1 Numerische Mathematik 1 Results in Mathematics 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 Journal of Integral Equations and Applications 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 ...and 64 more Journals all top 5 Cited in 34 Fields 265 Probability theory and stochastic processes (60-XX) 94 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 54 Partial differential equations (35-XX) 53 Systems theory; control (93-XX) 39 Biology and other natural sciences (92-XX) 34 Operations research, mathematical programming (90-XX) 31 Statistics (62-XX) 28 Ordinary differential equations (34-XX) 25 Calculus of variations and optimal control; optimization (49-XX) 19 Numerical analysis (65-XX) 13 Dynamical systems and ergodic theory (37-XX) 13 Computer science (68-XX) 10 Operator theory (47-XX) 7 Integral equations (45-XX) 7 Statistical mechanics, structure of matter (82-XX) 6 Real functions (26-XX) 4 Difference and functional equations (39-XX) 4 Geophysics (86-XX) 3 Combinatorics (05-XX) 3 Special functions (33-XX) 3 Integral transforms, operational calculus (44-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Quantum theory (81-XX) 2 Measure and integration (28-XX) 2 Potential theory (31-XX) 2 Approximations and expansions (41-XX) 1 General and overarching topics; collections (00-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 Information and communication theory, circuits (94-XX) Citations by Year