Stochastic Analysis and Applications, Volume 32, Issue 5 (2014)

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Stochastic Analysis and Applications, Volume 32, Issue 5 (2014)

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Original Article

Article
Asymptotic Behavior of Critical Primitive Multi-Type Branching Processes with Immigration
Márton Ispány & Gyula Pap
Pages: 727-741
Published online: 02 Sep 2014
AbstractforAsymptotic Behavior of Critical Primitive Multi-Type Branching Processes with Immigration | Full Text | References | PDF (149.9 KB)
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Orignal Article

Article
A Free Boundary Problem Arising from a Stochastic Optimal Control Model with Bounded Dividend Rate
Chonghu Guan & Fahuai Yi
Pages: 742-760
Published online: 02 Sep 2014
AbstractforA Free Boundary Problem Arising from a Stochastic Optimal Control Model with Bounded Dividend Rate | Full Text | References | PDF (181 KB)
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Original Article

Article
Derivation of Several SDE Systems in One- and Two-Locus Population Genetics
Elife Dogan-Ciftci & Edward J. Allen
Pages: 761-775
Published online: 02 Sep 2014
AbstractforDerivation of Several SDE Systems in One- and Two-Locus Population Genetics | Full Text | References | PDF (208.4 KB)
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Article
An H2-Type Norm of a Discrete-Time Linear Stochastic System with Periodic Coefficients Simultaneously Affected by an Infinite Markov Chain and Multiplicative White Noise Perturbations
Toader Morozan & Vasile Dragan
Pages: 776-801
Published online: 02 Sep 2014
AbstractforAn H2-Type Norm of a Discrete-Time Linear Stochastic System with Periodic Coefficients Simultaneously Affected by an Infinite Markov Chain and Multiplicative White Noise Perturbations | Full Text | References | PDF (182 KB)
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Original Articles

Article
Convergence of Weighted Empirical Measures
Julius N. Esunge & Jie Wu
Pages: 802-819
Published online: 02 Sep 2014
AbstractforConvergence of Weighted Empirical Measures | Full Text | References | PDF (128.5 KB)
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Article
Retarded Neutral Stochastic Equations Driven by Multiplicative Fractional Brownian Motion
María J. Garrido-Atienza & Jianhua Huang
Pages: 820-839
Published online: 02 Sep 2014
AbstractforRetarded Neutral Stochastic Equations Driven by Multiplicative Fractional Brownian Motion | Full Text | References | PDF (156.2 KB)
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Original Article

Article
Stationary Solution of a Stochastic Nosocomial Epidemic Model in Hospital Intensive Care Units
John R. Graef, Lingju Kong & Min Wang
Pages: 840-850
Published online: 02 Sep 2014
AbstractforStationary Solution of a Stochastic Nosocomial Epidemic Model in Hospital Intensive Care Units | Full Text | References | PDF (375.1 KB)
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Article
The exp-UIV for Markets with Partial Information and Complete Information
Dewen Xiong
Pages: 851-875
Published online: 02 Sep 2014
AbstractforThe exp-UIV for Markets with Partial Information and Complete Information | Full Text | References | PDF (186.1 KB)
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Article
Diversity and No Arbitrage
Attila Herczegh, Vilmos Prokaj & Miklós Rásonyi
Pages: 876-888
Published online: 02 Sep 2014
AbstractforDiversity and No Arbitrage | Full Text | References | PDF (118.5 KB)
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Article
A Large Deviation Principle of Retarded Ornstein-Uhlenbeck Processes Driven by Lévy Noise
Kai Liu & Tusheng Zhang
Pages: 889-910
Published online: 02 Sep 2014
AbstractforA Large Deviation Principle of Retarded Ornstein-Uhlenbeck Processes Driven by Lévy Noise | Full Text | References | PDF (156.5 KB)
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