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Diffusion approximations of the geometric Markov renewal processes and option price formulas.

Swishchuk, Anatoliy ; Islam, M.Shafiqul

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The Electronic Library of Mathematics
Stochastic Navier-Stokes equations with artificial compressibility in random durations.

Yin, Hong

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A Markov regime-switching marked point process for short-rate analysis with credit risk.

Siu, Tak Kuen

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Stochastic integration in abstract spaces.

Brooks , J.K. ; Kozinski, J.T.

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Portfolio selection with jumps under regime switching.

Zhao, Lin

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Optimal control with partial information for stochastic Volterra equations.

Øksendal, Bernt ; Zhang, Tusheng

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Level sets of random fields and applications: specular points and wave crests.

Flores, Esteban ; León R., José

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Synchronization of dissipative dynamical systems driven by non-Gaussian Lev́y noises.

Liu, Xianming ; Duan, Jinqiao ; Liu, Jicheng ; Kloeden, Peter E.

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General decay stability for stochastic functional differential equations with infinite delay.

Liu, Yue ; Meng, Xuejing ; Wu, Fuke

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Random trigonometric polynomials with nonidentically distributed coefficients.

Farahmand, K. ; Li, T.

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The Rothe's method to a parabolic integrodifferential equation with a nonclassical boundary conditions.

Bouziani, Abdelfatah ; Mechri, Rachid

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Optimal portfolios in Lévy markets under state-dependent bounded utility functions.

Figueroa-López, José E. ; Ma, Jin

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The Electronic Library of Mathematics