An Optimal Double Stopping Rule for a Buying-Selling Problem Georgy Yu. Sofronov OriginalPaper 03 November 2018 Pages: 1 - 12
Boundary Crossing Probabilities of Jump Diffusion Processes to Time-Dependent Boundaries Tung-Lung Wu OriginalPaper 05 November 2018 Pages: 13 - 24
Equilibrium and Precommitment Mean-Variance Portfolio Selection Problem with Partially Observed Price Index and Multiple Assets Guohui Guan OriginalPaper 09 January 2019 Pages: 25 - 47
Derivation of Feynman–Kac and Bloch–Torrey Equations in a Trapping Medium Catherine ChoquetMarie-Christine Néel OriginalPaper 05 December 2018 Pages: 49 - 74
Equilibrium Joining Strategy in a Batch Transfer Queuing System with Gated Policy Zhen WangLiwei LiuBaoxian Chang OriginalPaper 10 November 2018 Pages: 75 - 99
Parisian Ruin with Erlang Delay and a Lower Bankruptcy Barrier Esther FrostigAdva Keren-Pinhasik OriginalPaper 22 January 2019 Pages: 101 - 134
Volatility Uncertainty Quantification in a Stochastic Control Problem Applied to Energy Francisco BernalEmmanuel GobetJacques Printems OriginalPaper 24 January 2019 Pages: 135 - 159
A Note on Erdös and Kac’s Identity: Boundary Crossing Probabilities of Brownian Motion Over Constant Boundaries Tung-Lung Wu OriginalPaper 07 November 2018 Pages: 161 - 171
Comparisons of the Expectations of System and Component Lifetimes in the Failure Dependent Proportional Hazard Model Mariusz BieniekMarco BurkschatTomasz Rychlik OriginalPaper Open access 01 February 2019 Pages: 173 - 189
Asymptotic Normality of Convoluted Smoothed Kernel Estimation for Scalar Diffusion Model Yuping SongWeijie HouGuang Yang OriginalPaper 07 February 2019 Pages: 191 - 221
Strong Convergence of the Euler-Maruyama Method for Nonlinear Stochastic Convolution Itô-Volterra Integral Equations with Constant Delay Shu Fang MaJian Fang GaoZhan Wen Yang OriginalPaper 01 March 2019 Pages: 223 - 235
Corrected Discrete Approximations for Multiple Window Scan Statistics of One-Dimensional Poisson Processes Yi-Shen LinXenos Chang-Shuo LinYi-Ching Yao OriginalPaper 05 March 2019 Pages: 237 - 265
Periodic Solutions of a Stochastic Food-Limited Mutualism Model Xinhong ZhangDaqing Jiang OriginalPaper 05 March 2019 Pages: 267 - 278
Extreme Value Distributions for Two Kinds of Path Sums of Markov Chain Lei GaoDong Han OriginalPaper 05 March 2019 Pages: 279 - 294
Fluctuation Analysis in Parallel Queues with Hysteretic Control Jewgeni H. DshalalowAhmed MerieRyan T. White OriginalPaper 09 March 2019 Pages: 295 - 327
Stochastic Analysis of Minimal Automata Growth for Generalized Strings Ian G. CharManuel E. Lladser OriginalPaper 14 March 2019 Pages: 329 - 347
First Crossing Times of Telegraph Processes with Jumps Nikita Ratanov OriginalPaper 02 April 2019 Pages: 349 - 370
Weak stability bounds for approximations of invariant measures with applications to queueing Badredine Issaadi OriginalPaper 26 March 2019 Pages: 371 - 400