http://www.informaworld.com/smpp/title~content=t713597300~db=all informaworld: articles recently published in Stochastic Analysis and Applications Taylor & Francis Articles recently published in Stochastic Analysis and Applications RSS feed of the most recently published articles of Stochastic Analysis and Applications 2009-11-01 undefined Stochastic Analysis and Applications 0736-2994 weekly 1 2009-11-01T00:00+00:00 Some Research on Shannon-McMillan Theorem for m th-Order Nonhomogeneous Markov Information Source http://www.informaworld.com/smpp/content~content=a916031347~db=all~jumptype=rss Wang, Kangkang 27 6 1117 1128 Mean-Variance Hedging in Large Financial Markets http://www.informaworld.com/smpp/content~content=a916031383~db=all~jumptype=rss Campi, Luciano 27 6 1129 1147 Evaluating Recruitment Strategies Using Fuzzy Set Theory in Stochastic Manpower Planning http://www.informaworld.com/smpp/content~content=a916031464~db=all~jumptype=rss De Feyter, Tim Guerry, Marie-Anne 27 6 1148 1162 Fixed Points and Stability of Stochastic Neutral Partial Differential Equations with Infinite Delays http://www.informaworld.com/smpp/content~content=a916034124~db=all~jumptype=rss Luo, Jiaowan Taniguchi, Takeshi 27 6 1163 1173 Guaranteed Cost Control for a Class of Uncertain Stochastic Impulsive Systems with Markovian Switching http://www.informaworld.com/smpp/content~content=a916034028~db=all~jumptype=rss Sun, Jitao Wang, Qing-Guo Dong, Yuewu 27 6 1174 1190 Approximation for the Normal Inverse Gaussian Process Using Random Sums http://www.informaworld.com/smpp/content~content=a916031525~db=all~jumptype=rss Pacheco-González, Carlos G. 27 6 1191 1200 Relation Between Stochastic Integrals and the Geometry of Banach Spaces http://www.informaworld.com/smpp/content~content=a916033174~db=all~jumptype=rss Rüdiger, B. Mandrekar, V. 27 6 1201 1211 A Note on a Composition of Two Random Integral Mappings J β and Some Examples http://www.informaworld.com/smpp/content~content=a916031925~db=all~jumptype=rss Jurek, Zbigniew J. Czyżewska-Jankowska, Agnieszka 27 6 1212 1222 Bounding the Ruin Probability: A Martingale and A Non-Martingale Approach http://www.informaworld.com/smpp/content~content=a916034439~db=all~jumptype=rss Das, Kumer Pial 27 6 1223 1230 A Two Phase M/G/1 Feedback Queue with Multiple Server Vacation http://www.informaworld.com/smpp/content~content=a916032898~db=all~jumptype=rss Thangaraj, V. Vanitha, S. 27 6 1231 1245 Coupled Random Fixed Point Theorems for Nonlinear Contractions in Partially Ordered Metric Spaces http://www.informaworld.com/smpp/content~content=a916034207~db=all~jumptype=rss Lakshmikantham, V. Ćirić, Ljubomir 27 6 1246 1259 The Minimal Entropy Martingale Measure and Numerical Option Pricing for the Barndorff-Nielsen-Shephard Stochastic Volatility Model http://www.informaworld.com/smpp/content~content=a914079433~db=all~jumptype=rss Benth, Fred Espen Groth, Martin 27 5 875 896 A Generalized Renewal Equation for Perturbed Compound Poisson Processes with Two-Sided Jumps http://www.informaworld.com/smpp/content~content=a914079989~db=all~jumptype=rss Sheu, Yuan-Chung Chen, Yu-Ting 27 5 897 910 p -Moment Stability of Stochastic Nonlinear Delay Systems with Impulsive Jump and Markovian Switching http://www.informaworld.com/smpp/content~content=a914079225~db=all~jumptype=rss Liu, Zaiming Peng, Jun 27 5 911 923 Approximations for Solutions of Lévy-Type Stochastic Differential Equations http://www.informaworld.com/smpp/content~content=a914079112~db=all~jumptype=rss Baran, Michał 27 5 924 961 Stratonovich Calculus with Respect to Fractional Brownian Sheet http://www.informaworld.com/smpp/content~content=a914079203~db=all~jumptype=rss Park, Hyun Suk Kim, Yoon Tae 27 5 962 983 Continuity of the Explosion Time in Stochastic Differential Equations http://www.informaworld.com/smpp/content~content=a914079940~db=all~jumptype=rss Rossi, Julio D. Groisman, Pablo Bonder, Julian Fernández 27 5 984 999 Precise Large Deviations for the Actual Aggregate Loss Process http://www.informaworld.com/smpp/content~content=a914079070~db=all~jumptype=rss Zhang, Yi Lin, Zheng-Yan Shen, Xin-Mei 27 5 1000 1013 Random Measures and Applications http://www.informaworld.com/smpp/content~content=a914078962~db=all~jumptype=rss Rao, M. M. 27 5 1014 1076 Valuation of Equity-Linked Life Insurance Contracts Using a Model with Interacting Assets http://www.informaworld.com/smpp/content~content=a914079333~db=all~jumptype=rss Albeverio, S. Steblovskaya, V. Wallbaum, K. 27 5 1077 1095 Random Dynamics of the Boussinesq System with Dynamical Boundary Conditions http://www.informaworld.com/smpp/content~content=a914079714~db=all~jumptype=rss Schmalfuß, Björn Duan, Jinqiao Brune, Peter 27 5 1096 1116 Delay-Dependent Robust Stabilizability of Singular Linear Systems with Delays http://www.informaworld.com/smpp/content~content=a912613447~db=all~jumptype=rss Boukas, El-Kébir 27 4 637 655 Central Limit Theorem for Nonlinear Semi-Markov Reward Processes http://www.informaworld.com/smpp/content~content=a912615784~db=all~jumptype=rss Khorshidian, K. 27 4 656 670 Stability and Convergence Results for Itô-Type Parabolic Partial Differential Equations in Hilbert Spaces http://www.informaworld.com/smpp/content~content=a912613722~db=all~jumptype=rss Sathanathan, S. Anabtawi, M. J. 27 4 671 693 Delay-Dependent Criteria for Robust Stabilization of Markovian Switching Networks with Time-Varying Delay http://www.informaworld.com/smpp/content~content=a912614740~db=all~jumptype=rss Keel, L. H. Beane, C. Sathananthan, S. 27 4 694 712 An Improvement of Normal Approximation of Randomized Orthogonal Array Sampling Designs http://www.informaworld.com/smpp/content~content=a912619620~db=all~jumptype=rss Laipaporn, K. Sungkamongkol, K. Neammanee, K. 27 4 713 720 On the Expectations of Multiple Stratonovich Integrals http://www.informaworld.com/smpp/content~content=a912613427~db=all~jumptype=rss Tocino, A. Ardanuy, R. 27 4 721 738 A Probabilistic Formula for a Poisson Equation with Neumann Boundary Condition http://www.informaworld.com/smpp/content~content=a912614407~db=all~jumptype=rss Pardoux, É. Benchérif-Madani, A. 27 4 739 746 Fokker-Planck Equation for Kolmogorov Operators with Unbounded Coefficients http://www.informaworld.com/smpp/content~content=a912617112~db=all~jumptype=rss Manca, Luigi 27 4 747 769 Series Expansions for the First Passage Distribution of Wong-Pearson Jump-Diffusions http://www.informaworld.com/smpp/content~content=a912616701~db=all~jumptype=rss Rabehasaina, Landy Leonenko, Nikolai Avram, Florin 27 4 770 796 Ergodicity of the Finite and Infinite Dimensional α-Stable Systems http://www.informaworld.com/smpp/content~content=a912613956~db=all~jumptype=rss Zegarliński, Bogusław Xu, Lihu 27 4 797 824 Numerical Solutions of Stochastic Differential Delay Equations with Jumps http://www.informaworld.com/smpp/content~content=a912613553~db=all~jumptype=rss Jacob, Niels Wang, Yongtian Yuan, Chenggui 27 4 825 853 Stochastic Population Systems http://www.informaworld.com/smpp/content~content=a912614818~db=all~jumptype=rss Cheng, Shuenn-Ren 27 4 854 874 Reductions and Deviations for Stochastic Partial Differential Equations Under Fast Dynamical Boundary Conditions http://www.informaworld.com/smpp/content~content=a910646843~db=all~jumptype=rss Duan, Jinqiao Wang, Wei 27 3 431 459 Statistical Approximation for Stochastic Processes http://www.informaworld.com/smpp/content~content=a910646719~db=all~jumptype=rss Erkuş-Duman, Esra Duman, Oktay Anastassiou, George A. 27 3 460 474 Multifractal Products of Stationary Diffusion Processes http://www.informaworld.com/smpp/content~content=a910647031~db=all~jumptype=rss Shieh, Narn-Rueih Leonenko, Nikolai N. Anh, Vo V. 27 3 475 499 Finite-Buffer Bulk Service Queue Under Markovian Service Process: GI / MSP ( a , b ) /1/ N http://www.informaworld.com/smpp/content~content=a910646796~db=all~jumptype=rss Chaudhry, M. L. Gupta, U. C. Banik, A. D. 27 3 500 522 Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies http://www.informaworld.com/smpp/content~content=a910646983~db=all~jumptype=rss Zhang, Q. Yin, G. Song, Q. S. 27 3 523 542 High Order Statistical Fuzzy Korovkin Theory http://www.informaworld.com/smpp/content~content=a910646906~db=all~jumptype=rss Duman, Oktay Anastassiou, George A. 27 3 543 554 Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model http://www.informaworld.com/smpp/content~content=a910646745~db=all~jumptype=rss Tudor, Ciprian A. Torres, Soledad 27 3 555 573 Asymptotic Behavior of a System of Stochastic Particles Subject to Nonlocal Interactions http://www.informaworld.com/smpp/content~content=a910647721~db=all~jumptype=rss Morale, Daniela Capasso, Vincenzo 27 3 574 603 The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps http://www.informaworld.com/smpp/content~content=a910648037~db=all~jumptype=rss Kohlmann, Michael Xiong, Dewen 27 3 604 636 Convergence Rates for Linear Inverse Problems in the Presence of an Additive Normal Noise http://www.informaworld.com/smpp/content~content=a908974159~db=all~jumptype=rss Pikkarainen, Hanna K. Hofinger, Andreas 27 2 240 257 On the Mean of a Stochastic Integral with Non-Gaussian α-Stable Noise http://www.informaworld.com/smpp/content~content=a908979917~db=all~jumptype=rss Michna, Zbigniew 27 2 258 269 On Double Stratonovich Fractional Integrals and Some Strong and Weak Approximations http://www.informaworld.com/smpp/content~content=a908980350~db=all~jumptype=rss Tudor, Maria Tudor, Constantin 27 2 297 316 Time Domain Interpolation Algorithm for Innovations of Discrete Time Multivariate Stationary Processes http://www.informaworld.com/smpp/content~content=a908975245~db=all~jumptype=rss Mohammadpour, M. Soltani, A. R. 27 2 317 330 MAP/G/1 Queue Under Workload Control and Postprocessing http://www.informaworld.com/smpp/content~content=a908975994~db=all~jumptype=rss Baek, Jung Woo Lee, Se Won Cheon, Sahng Hoon Lee, Ho Woo 27 2 331 352 On Non-Volterra Quadratic Stochastic Operators Generated by a Product Measure http://www.informaworld.com/smpp/content~content=a908984077~db=all~jumptype=rss Rozikov, U. A. Shamsiddinov, N. B. 27 2 353 362 Ergodic Control, Bias, and Sensitive Discount Optimality for Markov Diffusion Processes http://www.informaworld.com/smpp/content~content=a908976136~db=all~jumptype=rss Hernández-Lerma, Onésimo Jasso-Fuentes, Héctor 27 2 363 385 Stability of Discrete-Time Regime-Switching Dynamic Systems with Delays http://www.informaworld.com/smpp/content~content=a908979952~db=all~jumptype=rss Yin, George Yin, Baojian 27 2 386 408