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The distribution of the interval between events of a Cox process with shot noise intensity.

Dassios, Angelos ; Jang, Jiwook

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A maximum principle approach to risk indifference pricing with partial information.

An, Ta Thi Kieu ; Øksendal, Bernt ; Proske, Frank

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Analysis of MAP/PH(1), PH(2)/2 queue with Bernoulli vacations.

Kumar, B.Krishna ; Rukmani, R. ; Thangaraj, V.

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On the survival time of a duplex system: A Sokhotski-Plemelj problem.

Vanderperre, Edmond J.

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Fredholm determinant of an integral operator driven by a diffusion process.

Lim, Adrian P.C.

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Asymptotic analysis of a loss model with trunk reservation. I: Trunks reserved for fast traffic.

Morrison, John A. ; Knessl, Charles

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A hull and white formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility.

Alòs, Elisa ; León, Jorge A. ; Pontier, Monique ; Vives, Josep

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A numerical solution using an adaptively preconditioned Lanczos method for a class of linear systems related with the fractional Poisson equation.

Ilić, M. ; Turner, I.W. ; Anh, V.

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Strong convergence of viscosity methods for continuous pseudocontractions in Banach spaces.

Cianciaruso, Filomena ; Marino, Giuseppe ; Muglia, Luigi ; Zhou, Haiyun

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Weak approximation of SDEs by discrete-time processes.

Zähle, Henryk

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Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes.

Elharfaoui, Echarif ; Harel, Michel

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Integral averages of two generalizations of the Poisson kernel by Haruki and Rassias.

Bulut, Serap

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Unbounded solutions of a boundary value problem for abstract nth-order differential equations on an infinite interval.

Liu, Zhenbin ; Liu, Lishan ; Wu, Yonghong ; Zhao, Jing

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Hölder-type inequalities for norms of Wick products.

Lanconelli, Alberto ; Stan, Aurel I.

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On the optimality of (s,S) inventory policies: A quasivariational approach.

Benkherouf, Lakdere

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Characterisation of exponential convergence to nonequilibrium limits for stochastic Volterra equations.

Appleby, John A.D. ; Devin, Siobhán ; Reynolds, David W.

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A fluid model for a relay node in an ad hoc network: Evaluation of resource sharing policies.

Mandjes, Michel ; Scheinhardt, Werner

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On the lower classes of some mixed fractional Gaussian processes with two logarithmic factors.

El-Nouty, Charles

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On different classes of algebraic polynomials with random coefficients.

Farahmand, K. ; Grigorash, A. ; McGuinness, B.

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A time-series approach to non-self-financing hedging in a discrete-time incomplete market.

Josephy, N. ; Kimball, L. ; Steblovskaya, V.

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The packing measure of the trajectory of a one-dimensional symmetric Cauchy process.

Okoroafor, A.C.

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Pricing participating products under a generalized jump-diffusion model.

Siu, Tak Kuen ; Lau, John W. ; Yang, Hailiang

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The Electronic Library of Mathematics