Stochastic Analysis and Applications, Volume 26, Issue 2 (2008)

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Stochastic Analysis and Applications, Volume 26, Issue 2 (2008)

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Original Articles

Article
Measure Distributions for Some Poisson Process Random Domains and Statistical Applications
Marcello De Giosa
Pages: 197-208
Published online: 10 Mar 2008
AbstractforMeasure Distributions for Some Poisson Process Random Domains and Statistical Applications | Full Text | References | PDF (176.6 KB)
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Article
Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
Hao Yan, Junyu Zhang & Xianping Guo
Pages: 209-231
Published online: 10 Mar 2008
AbstractforContinuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates | Full Text | References | PDF (136 KB)
  • 91 Views
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Article
Expected Number of Slope Crossings of Certain Gaussian Random Polynomials
S. Rezakhah & S. Shemehsavar
Pages: 232-242
Published online: 10 Mar 2008
AbstractforExpected Number of Slope Crossings of Certain Gaussian Random Polynomials | Full Text | References | PDF (94.1 KB)
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Article
A Uniform Bound on a Combinatorial Central Limit Theorem for Randomized Orthogonal Array Sampling Designs
K. Neammanee & K. Laipaporn
Pages: 243-255
Published online: 10 Mar 2008
AbstractforA Uniform Bound on a Combinatorial Central Limit Theorem for Randomized Orthogonal Array Sampling Designs | Full Text | References | PDF (97.7 KB)
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Article
On a Class of Stochastic Anderson Models with Fractional Noises
Lijun Bo, Yiming Jiang & Yongjin Wang
Pages: 256-273
Published online: 10 Mar 2008
AbstractforOn a Class of Stochastic Anderson Models with Fractional Noises | Full Text | References | PDF (135.3 KB)
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Article
Construction of Equivalent Stochastic Differential Equation Models
Edward J. Allen, Linda J. S. Allen, Armando Arciniega & Priscilla E. Greenwood
Pages: 274-297
Published online: 10 Mar 2008
AbstractforConstruction of Equivalent Stochastic Differential Equation Models | Full Text | References | PDF (278.8 KB)
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Article
A Note on Convergence of the Equi-Energy Sampler
Christophe Andrieu, Ajay Jasra, Arnaud Doucet & Pierre Del Moral
Pages: 298-312
Published online: 10 Mar 2008
AbstractforA Note on Convergence of the Equi-Energy Sampler | Full Text | References | PDF (179 KB)
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Article
Risk Minimizing Option Pricing in a Regime Switching Market
Amogh Deshpande & Mrinal K. Ghosh
Pages: 313-324
Published online: 10 Mar 2008
AbstractforRisk Minimizing Option Pricing in a Regime Switching Market | Full Text | References | PDF (96.8 KB)
  • 185 Views
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Article
A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations
Chenggui Yuan & Xuerong Mao
Pages: 325-333
Published online: 10 Mar 2008
AbstractforA Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations | Full Text | References | PDF (76.2 KB)
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Article
Singularity of Fractional Brownian Motions with Different Hurst Indices
B. L. S. Prakasa Rao
Pages: 334-337
Published online: 10 Mar 2008
AbstractforSingularity of Fractional Brownian Motions with Different Hurst Indices | Full Text | References | PDF (56 KB)
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Article
Numerical Solution to Hybrid Stochastic Differential Systems
S. Pederson & M. Sambandham
Pages: 338-356
Published online: 10 Mar 2008
AbstractforNumerical Solution to Hybrid Stochastic Differential Systems | Full Text | References | PDF (196.9 KB)
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Article
Derivation of Stochastic Partial Differential Equations
Edward J. Allen
Pages: 357-378
Published online: 10 Mar 2008
AbstractforDerivation of Stochastic Partial Differential Equations | Full Text | References | PDF (256.3 KB)
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Article
Invariant Measures for a Stochastic Kuramoto–Sivashinsky Equation
Benedetta Ferrario
Pages: 379-407
Published online: 10 Mar 2008
AbstractforInvariant Measures for a Stochastic Kuramoto–Sivashinsky Equation | Full Text | References | PDF (185.5 KB)
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Article
Stochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces
Bin Xie
Pages: 408-433
Published online: 10 Mar 2008
AbstractforStochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces | Full Text | References | PDF (152.9 KB)
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