Stochastic Analysis and Applications, Volume 23, Issue 6 (2005)

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Stochastic Analysis and Applications, Volume 23, Issue 6 (2005)

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Original Articles

Article
Block-Structured Fluid Queues Driven by QBD Processes
Quan-Lin Li & Yiqiang Q. Zhao
Pages: 1087-1112
Published online: 15 Feb 2007
AbstractforBlock-Structured Fluid Queues Driven by QBD Processes | Full Text | References | PDF (224.1 KB)
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Article
Optimal Utility with Some Additional Information
Dewen Xiong & Zhongxing Ye
Pages: 1113-1140
Published online: 15 Feb 2007
AbstractforOptimal Utility with Some Additional Information | Full Text | References | PDF (171.8 KB)
  • 57 Views
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Article
On the Expected Number of Level Crossings of Random Trigonometric Polynomials
K. Farahmand & A. Shaposhnikov
Pages: 1141-1147
Published online: 15 Feb 2007
AbstractforOn the Expected Number of Level Crossings of Random Trigonometric Polynomials | Full Text | References | PDF (107.4 KB)
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Article
One-Dimensional Nonlinear Stochastic Wave Equation and Triviality Effect
Danijela Rajter-Ćirić
Pages: 1149-1164
Published online: 15 Feb 2007
AbstractforOne-Dimensional Nonlinear Stochastic Wave Equation and Triviality Effect | Full Text | References | PDF (190.5 KB)
  • 48 Views
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Article
Hidden Markov Filter Estimation of the Occurrence Time of an Event in a Financial Market
Robert J. Elliott & Allanus H. Tsoi
Pages: 1165-1177
Published online: 15 Feb 2007
AbstractforHidden Markov Filter Estimation of the Occurrence Time of an Event in a Financial Market | Full Text | References | PDF (191.7 KB)
  • 77 Views
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Article
Population Size Dependent Generalized Multitype Branching Processes
M. González, R. Martínez & M. Mota
Pages: 1179-1197
Published online: 15 Feb 2007
AbstractforPopulation Size Dependent Generalized Multitype Branching Processes | Full Text | References | PDF (201.2 KB)
  • 65 Views
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Article
Estimation for Translation of a Process Driven by Fractional Brownian Motion
B. L. S. Prakasa Rao
Pages: 1199-1212
Published online: 15 Feb 2007
AbstractforEstimation for Translation of a Process Driven by Fractional Brownian Motion | Full Text | References | PDF (125.4 KB)
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Article
Efficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model
Michael Kirch & Alexander Melnikov
Pages: 1213-1233
Published online: 15 Feb 2007
AbstractforEfficient Hedging and Pricing of Life Insurance Policies in a Jump-Diffusion Model | Full Text | References | PDF (138.6 KB)
  • 128 Views
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Article
Absolutely Summing Processes
Yûichirô Kakihara
Pages: 1235-1257
Published online: 15 Feb 2007
AbstractforAbsolutely Summing Processes | Full Text | References | PDF (193.6 KB)
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Article
Stability in Terms of Two Measures for Stochastic Differential Equations with Markovian Switching
Chenggui Yuan
Pages: 1259-1276
Published online: 15 Feb 2007
AbstractforStability in Terms of Two Measures for Stochastic Differential Equations with Markovian Switching | Full Text | References | PDF (203.5 KB)
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Article
Nonlinear Stochastic Difference Equations Driven by Martingales
Bo Zhang, Jingxiao Zhang & D. Kannan
Pages: 1277-1304
Published online: 15 Feb 2007
AbstractforNonlinear Stochastic Difference Equations Driven by Martingales | Full Text | References | PDF (211.2 KB)
  • 101 Views
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Article
Some Remark on Optimal Stochastic Control with Partial Information
Fouzia Baghéry, Isabelle Turpin & Youssef Ouknine
Pages: 1305-1320
Published online: 15 Feb 2007
AbstractforSome Remark on Optimal Stochastic Control with Partial Information | Full Text | References | PDF (111.1 KB)
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