Stochastic Analysis and Applications, Volume 32, Issue 6 (2014)

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Stochastic Analysis and Applications, Volume 32, Issue 6 (2014)

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Original Articles

Article
Sufficient Stochastic Maximum Principle for the Optimal Control of Semi-Markov Modulated Jump-Diffusion with Application to Financial Optimization
Amogh Deshpande
Pages: 911-933
Published online: 21 Oct 2014
AbstractforSufficient Stochastic Maximum Principle for the Optimal Control of Semi-Markov Modulated Jump-Diffusion with Application to Financial Optimization | Full Text | References | PDF (145.7 KB)
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Article
Integral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion
Georgiy Shevchenko & Lauri Viitasaari
Pages: 934-943
Published online: 21 Oct 2014
AbstractforIntegral Representation with Adapted Continuous Integrand with Respect to Fractional Brownian Motion | Full Text | References | PDF (93.3 KB)
  • 92 Views
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Article
Ensemble Averaging for Dynamical Systems Under Fast Oscillating Random Boundary Conditions
Wei Wang, Jian Ren, Jinqiao Duan & Guowei He
Pages: 944-961
Published online: 21 Oct 2014
AbstractforEnsemble Averaging for Dynamical Systems Under Fast Oscillating Random Boundary Conditions | Full Text | References | PDF (137.5 KB)
  • 139 Views
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Article
An Averaging Principle for Multivalued Stochastic Differential Equations
Jie Xu & Jicheng Liu
Pages: 962-974
Published online: 21 Oct 2014
AbstractforAn Averaging Principle for Multivalued Stochastic Differential Equations | Full Text | References | PDF (103.4 KB)
  • 327 Views
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Article
One-Dimensional Reflected Diffusions with Two Boundaries and an Inverse First-Hitting Problem
Mario Abundo
Pages: 975-991
Published online: 21 Oct 2014
AbstractforOne-Dimensional Reflected Diffusions with Two Boundaries and an Inverse First-Hitting Problem | Full Text | References | PDF (138.4 KB)
  • 190 Views
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Article
Qualitative Study of a Nonlinear Stochastic SIRS Epidemic System
Aadil Lahrouz & Adel Settati
Pages: 992-1008
Published online: 21 Oct 2014
AbstractforQualitative Study of a Nonlinear Stochastic SIRS Epidemic System | Full Text | References | PDF (129.6 KB)
  • 192 Views
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Article
Time-Changed Processes Governed by Space-Time Fractional Telegraph Equations
Mirko D’ovidio, Enzo Orsingher & Bruno Toaldo
Pages: 1009-1045
Published online: 21 Oct 2014
AbstractforTime-Changed Processes Governed by Space-Time Fractional Telegraph Equations | Full Text | References | PDF (260.2 KB)
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Article
Stochastic Stability Analysis for Switched Genetic Regulatory Networks with Interval Time-Varying Delays Based on Average Dwell Time Approach
R. Krishnasamy & P. Balasubramaniam
Pages: 1046-1066
Published online: 21 Oct 2014
AbstractforStochastic Stability Analysis for Switched Genetic Regulatory Networks with Interval Time-Varying Delays Based on Average Dwell Time Approach | Full Text | References | PDF (310.1 KB)
  • 153 Views
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Article
Stochastic Motion Under G-Framework: I. Nelson Stochastic Derivatives
Hong Zhang & D. Kannan
Pages: 1067-1096
Published online: 21 Oct 2014
AbstractforStochastic Motion Under G-Framework: I. Nelson Stochastic Derivatives | Full Text | References | PDF (205.4 KB)
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Miscellaneous

Editorial Board
Page: ebi
Published online: 21 Oct 2014
CitationforEditorial Board | Full Text | PDF (35.2 KB)
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