Volume 2010 [12 articles]

• Stochastic integration in abstract spaces, J.K. Brooks, J.T. Kozinski
  Volume 2010 (2010), Article ID 217372, 7 pages
• Optimal portfolios in Lévy markets under state-dependent bounded utility functions, José E. Figueroa-López, Jin Ma
  Volume 2010 (2010), Article ID 236587, 27 pages
• Optimal control with partial information for stochastic Volterra equations, Bernt Øksendal, Tusheng Zhang
  Volume 2010 (2010), Article ID 329185, 25 pages
• Diffusion approximations of the geometric Markov renewal processes and option price formulas, Anatoliy Swishchuk, M.Shafiqul Islam
  Volume 2010 (2010), Article ID 347105, 21 pages
• Synchronization of dissipative dynamical systems driven by non-Gaussian Le\'vy noises, Xianming Liu, Jinqiao Duan, Jicheng Liu, Peter E. Kloeden
  Volume 2010 (2010), Article ID 502803, 13 pages
• The Rothe's method to a parabolic integrodifferential equation with a nonclassical boundary conditions, Abdelfatah Bouziani, Rachid Mechri
  Volume 2010 (2010), Article ID 519684, 16 pages
• Level sets of random fields and applications: specular points and wave crests, Esteban Flores, José León R.
  Volume 2010 (2010), Article ID 621038, 22 pages
• Portfolio selection with jumps under regime switching, Lin Zhao
  Volume 2010 (2010), Article ID 697257, 22 pages
• Stochastic Navier-Stokes equations with artificial compressibility in random durations, Hong Yin
  Volume 2010 (2010), Article ID 730492, 24 pages
• A Markov regime-switching marked point process for short-rate analysis with credit risk, Tak Kuen Siu
  Volume 2010 (2010), Article ID 870516, 18 pages
• General decay stability for stochastic functional differential equations with infinite delay, Yue Liu, Xuejing Meng, Fuke Wu
  Volume 2010 (2010), Article ID 875908, 17 pages
• Random trigonometric polynomials with nonidentically distributed coefficients, K. Farahmand, T. Li
  Volume 2010 (2010), Article ID 931565, 10 pages