Journal of Applied Mathematics and Stochastic Analysis

Title Publication Date Language Citations
Pricing Participating Products under a Generalized Jump-Diffusion Model2008/07/13English25
A Family of Non-Gaussian Martingales with Gaussian Marginals2007/08/05English18
Comparison of Inventory Systems with Service, Positive Lead-Time, Loss, and Retrial of Customers2007/01/24English15
Lp Solutions of BSDEs with Stochastic Lipschitz Condition2007/03/08English12
Defaultable Game Options in a Hazard Process Model2009/07/21English12
A Numerical Solution Using an Adaptively Preconditioned Lanczos Method for a Class of Linear Systems Related with the Fractional Poisson Equation2008/03/11English11
Sumudu transform fundamental properties investigations and applications2006/05/22English10
Jump Telegraph Processes and Financial Markets with Memory2007/10/25English8
On a Class of Forward-Backward Stochastic Differential Systems in Infinite Dimensions2007/05/30English7
The Distribution of the Interval between Events of a Cox Process with Shot Noise Intensity2008/11/25English7
On changes of measure in stochastic volatility models2006/12/06English7
Option pricing in a regime-switching model using the fast Fourier transform2006/09/20English6
BSDE associated with Lévy processes and application to PDIE2003/01/01English6
BSDEs with polynomial growth generators2000/01/01English6
On a Class of Measure-Dependent Stochastic Evolution Equations Driven by fBm2007/08/21English6
Laws of Large Numbers for Asymmetrical Cauchy Random Variables2007/01/08English6
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 Volatility2008/02/10English5
Itô's formula with respect to fractional Brownian motion and its application1996/01/01English4
On the Optimality of (s,S) Inventory Policies: A Quasivariational Approach2008/09/03English4
Local volatility in the Heston model: a Malliavin calculus approach2005/01/01English3
Hölder-Type Inequalities for Norms of Wick Products2008/05/08English3
Existence and uniqueness of a classical solution to a functional-differential abstract nonlocal Cauchy problem1999/01/01English3
Mixed problem with a weighted integral condition for a parabolic equation with the Bessel operator2002/01/01English3
Fluid Limits of Optimally Controlled Queueing Networks2007/08/21English3
On Modelling Long Term Stock Returns with Ergodic Diffusion Processes: Arbitrage and Arbitrage-Free Specifications2009/09/23English3
On Zeros of Self-Reciprocal Random Algebraic Polynomials2007/01/28English2
Weak Approximation of SDEs by Discrete-Time Processes2008/03/23English2
Analysis of MAP/PH(1), PH(2)/2 Queue with Bernoulli Vacations2008/12/17English2
A Boundary Value Problem with Multivariables Integral Type Condition for Parabolic Equations2009/12/02English2
Unbounded Solutions of a Boundary Value Problem for Abstract nth-Order Differential Equations on an Infinite Interval2008/03/09English2