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Mathematics
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Journal Articles
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Journal of Applied Mathematics and Stochastic Analysis
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Hindawi Publishing Corporation Cairo, Egypt :
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Journal Articles
A Numerical Solution Using an Adaptively Preconditioned Lanczos Method for a Class of Linear Systems Related with the Fractional Poisson Equation
By: Ilić, M.; Turner, I. W.; Leonenko, Nikolai N.…[et al.]. Journal of Applied Mathematics and Stochastic Analysis. No. 2008 (2008), pp.1-26, 26 p.
Journal Articles
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
By: León, Jorge A.; Pontier, Monique; Vives, Josep…[et al.]. Journal of Applied Mathematics and Stochastic Analysis. No. 2008 (2008), pp.1-17, 17 p.
Journal Articles
Strong Convergence of Viscosity Methods for Continuous Pseudocontractions in Banach Spaces
By: Cianciaruso, Filomena; Muglia, Luigi; Zhou, Haiyun…[et al.]. Journal of Applied Mathematics and Stochastic Analysis. No. 2008 (2008), pp.1-11, 11 p.
Journal Articles
On the Survival Time of a Duplex System : A Sokhotski-Plemelj Problem
By: Vanderperre, Edmond J.; Sigman, Karl. Journal of Applied Mathematics and Stochastic Analysis. No. 2008 (2008), pp.1-13, 13 p.
Journal Articles
Analysis of MAPPH(1), PH(2)2 Queue with Bernoulli Vacations
By: Kumar, B. Krishna; Rukmani, R.; Lee, Ho…[et al.]. Journal of Applied Mathematics and Stochastic Analysis. No. 2008 (2008), pp.1-20, 20 p.
Journal Articles
The Distribution of the Interval between Events of a Cox Process with Shot Noise Intensity
By: Dassios, Angelos; Jang, Jiwook; Orsingher, Enzo. Journal of Applied Mathematics and Stochastic Analysis. No. 2008 (2008), pp.1-14, 14 p.
Journal Articles
A Maximum Principle Approach to Risk Indifference Pricing with Partial Information
By: An, Ta Thi Kieu; Proske, Frank; Hu, Yaozhong…[et al.]. Journal of Applied Mathematics and Stochastic Analysis. No. 2008 (2008), pp.1-15, 15 p.
Journal Articles
Fredholm Determinant of an Integral Operator Driven by a Diffusion Process
By: Lim, Adrian P. C.; Xu, Hong Kun. Journal of Applied Mathematics and Stochastic Analysis. No. 2008 (2008), pp.1-17, 17 p.
Journal Articles
Characterisation of Exponential Convergence to Nonequilibrium Limits for Stochastic Volterra Equations
By: Appleby, John A. D.; Devin, Siobhán; Yong, Jiongmin M.…[et al.]. Journal of Applied Mathematics and Stochastic Analysis. No. 2008 (2008), pp.1-27, 27 p.
Journal Articles
The Packing Measure of the Trajectory of a One-Dimensional Symmetric Cauchy Process
By: Okoroafor, A. C.; Pourahmadi, Mohsen. Journal of Applied Mathematics and Stochastic Analysis. No. 2008 (2008), pp.1-7, 7 p.
Journal Articles
A Time-Series Approach to Non-Self-Financing Hedging in a Discrete-Time Incomplete Market
By: Josephy, Norman; Kimball, Lucia; Leonenko, Nikolai N.…[et al.]. Journal of Applied Mathematics and Stochastic Analysis. No. 2008 (2008), pp.1-20, 20 p.
Journal Articles
Pricing Participating Products under a Generalized Jump-Diffusion Model
By: Siu, Tak Kuen; Lau, John W.; Yang, Hailiang…[et al.]. Journal of Applied Mathematics and Stochastic Analysis. No. 2008 (2008), pp.1-30, 30 p.
Journal Articles
Weak Approximation of SDEs by Discrete-Time Processes
By: Zähle, Henryk; Leonenko, Nikolai N.. Journal of Applied Mathematics and Stochastic Analysis. No. 2008 (2008), pp.1-15, 15 p.
Journal Articles
On the Lower Classes of Some Mixed Fractional Gaussian Processes with Two Logarithmic Factors
By: El-Nouty, Charles; Nagai, Hideo. Journal of Applied Mathematics and Stochastic Analysis. No. 2008 (2008), pp.1-16, 16 p.
Journal Articles
Integral Averages of Two Generalizations of the Poisson Kernel by Haruki and Rassias
By: Bulut, Serap; Rassias, John Michael. Journal of Applied Mathematics and Stochastic Analysis. No. 2008 (2008), pp.1-6, 6 p.
Journal Articles
Unbounded Solutions of a Boundary Value Problem for Abstract nth-Order Differential Equations on an Infinite Interval
By: Liu, Zhenbin; Wu, Yong Hong; Sergiu, Aizicovici…[et al.]. Journal of Applied Mathematics and Stochastic Analysis. No. 2008 (2008), pp.1-11, 11 p.
Journal Articles
Asymptotic Analysis of a Loss Model with Trunk Reservation I : Trunks Reserved for Fast Traffic
By: Morrison, John A.; Knessl, Charles; Melamed, Benjamin. Journal of Applied Mathematics and Stochastic Analysis. No. 2008 (2008), pp.1-34, 34 p.