Stochastic Analysis and Applications, Volume 28, Issue 6 (2010)

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Stochastic Analysis and Applications, Volume 28, Issue 6 (2010)

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Original Articles

Article
Comparison of Markov Chain and Stochastic Differential Equation Population Models Under Higher-Order Moment Closure Approximations
Amy J. Ekanayake & Linda J. S. Allen
Pages: 907-927
Published online: 29 Oct 2010
AbstractforComparison of Markov Chain and Stochastic Differential Equation Population Models Under Higher-Order Moment Closure Approximations | Full Text | References | PDF (244.5 KB)
  • 1125 Views
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Article
L1-Convergence for Weighted Sums of Some Dependent Random Variables
Pingyan Chen, Manuel Ordóñez Cabrera & Andrei Volodin
Pages: 928-936
Published online: 29 Oct 2010
AbstractforL1-Convergence for Weighted Sums of Some Dependent Random Variables | Full Text | References | PDF (105.7 KB)
  • 154 Views
  • 7 CrossRef citations
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Article
Stochastic Differential Equations with Nonlocal Sample Dependence
Peter E. Kloeden & Thomas Lorenz
Pages: 937-945
Published online: 29 Oct 2010
AbstractforStochastic Differential Equations with Nonlocal Sample Dependence | Full Text | References | PDF (108.1 KB)
  • 370 Views
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Article
Linear Generalized Stochastic Systems for Insurance Portfolios
Athanasios A. Pantelous, Alexandros A. Zimbidis & Grigoris I. Kalogeropoulos
Pages: 946-971
Published online: 29 Oct 2010
AbstractforLinear Generalized Stochastic Systems for Insurance Portfolios | Full Text | References | PDF (454 KB)
  • 166 Views
  • 8 CrossRef citations
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Article
Statistical Inference for Student Diffusion Process
N. N. Leonenko & N. Šuvak
Pages: 972-1002
Published online: 29 Oct 2010
AbstractforStatistical Inference for Student Diffusion Process | Full Text | References | PDF (232.4 KB)
  • 288 Views
  • 25 CrossRef citations
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Article
The Filtering Equations of Forward-Backward Stochastic Systems with Random Jumps and Applications to Partial Information Stochastic Optimal Control
Hua Xiao & Guangchen Wang
Pages: 1003-1019
Published online: 29 Oct 2010
AbstractforThe Filtering Equations of Forward-Backward Stochastic Systems with Random Jumps and Applications to Partial Information Stochastic Optimal Control | Full Text | References | PDF (192.7 KB)
  • 247 Views
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Article
Reaction-Diffusion Equations with Polynomial Drifts Driven by Fractional Brownian Motions
Shiva Zamani
Pages: 1020-1039
Published online: 29 Oct 2010
AbstractforReaction-Diffusion Equations with Polynomial Drifts Driven by Fractional Brownian Motions | Full Text | References | PDF (154.6 KB)
  • 158 Views
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Article
Limiting Distributions for Multitype Branching Processes
Andrei Y. Yakovlev & Nikolay M. Yanev
Pages: 1040-1060
Published online: 29 Oct 2010
AbstractforLimiting Distributions for Multitype Branching Processes | Full Text | References | PDF (162.8 KB)
  • 196 Views
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Article
Analysis of a Discrete-Time Finite-Capacity Single-Server Queue with Markovian-Arrival Process and Random-Bulk-Service: D-MAP/GY/1/M
Mohan L. Chaudhry, Bong K. Yoon & Nam K. Kim
Pages: 1061-1077
Published online: 29 Oct 2010
AbstractforAnalysis of a Discrete-Time Finite-Capacity Single-Server Queue with Markovian-Arrival Process and Random-Bulk-Service: D-MAP/GY/1/M | Full Text | References | PDF (180.1 KB)
  • 149 Views
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Article
Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model
Jiaqin Wei, Hailiang Yang & Rongming Wang
Pages: 1078-1105
Published online: 29 Oct 2010
AbstractforOptimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model | Full Text | References | PDF (542.8 KB)
  • 343 Views
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Article
White Noise Generalization of the Clark-Ocone Formula Under Change of Measure
Yeliz Yolcu Okur
Pages: 1106-1121
Published online: 29 Oct 2010
AbstractforWhite Noise Generalization of the Clark-Ocone Formula Under Change of Measure | Full Text | References | PDF (143 KB)
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