International Journal of Stochastic Analysis / Hindawi
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
7
Impact Factor (IF)
0
5 Years IF
0.46
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
citations ][Frequent citing
series ] [more data in
EconPapers]
[
trace new citations] [Missing
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1987 | 0 | 12 | 12 | 0 | 0 | |||||||||||||
| 1988 | 0 | 11 | 23 | 0 | 0 | |||||||||||||
| 1989 | 0 | 21 | 44 | 0 | 0 | |||||||||||||
| 1990 | 0 | 0.1 | 0 | 0 | 26 | 70 | 2 | 0 | 32 | 44 | 0 | 0 | 0.05 | |||||
| 1991 | 0 | 0.1 | 0 | 0 | 26 | 96 | 1 | 0 | 47 | 70 | 0 | 0 | 0.05 | |||||
| 1992 | 0 | 0.11 | 0 | 0 | 31 | 127 | 2 | 0 | 52 | 96 | 0 | 0 | 0.05 | |||||
| 1993 | 0 | 0.13 | 0 | 0 | 35 | 162 | 1 | 0 | 57 | 115 | 0 | 0 | 0.06 | |||||
| 1994 | 0 | 0.14 | 0 | 0 | 45 | 207 | 11 | 0 | 66 | 139 | 0 | 0 | 0.06 | |||||
| 1995 | 0 | 0.22 | 0 | 0 | 41 | 248 | 14 | 0 | 80 | 163 | 0 | 0 | 0.1 | |||||
| 1996 | 0 | 0.25 | 0 | 0 | 46 | 294 | 15 | 0 | 86 | 178 | 0 | 0 | 0.12 | |||||
| 1997 | 0 | 0.24 | 0 | 0 | 47 | 341 | 19 | 0 | 87 | 198 | 0 | 0 | 0.11 | |||||
| 1998 | 0 | 0.28 | 0 | 0 | 42 | 383 | 6 | 0 | 93 | 214 | 0 | 0 | 0.13 | |||||
| 1999 | 0 | 0.3 | 0 | 0 | 36 | 419 | 4 | 1 | 1 | 89 | 221 | 1 | 0 | 0 | 0.15 | |||
| 2000 | 0 | 0.35 | 0 | 0 | 36 | 455 | 8 | 1 | 2 | 78 | 212 | 0 | 0 | 0.16 | ||||
| 2001 | 0 | 0.38 | 0 | 0 | 36 | 491 | 14 | 2 | 72 | 207 | 0 | 0 | 0.17 | |||||
| 2002 | 0 | 0.41 | 0 | 0 | 32 | 523 | 7 | 1 | 3 | 72 | 197 | 0 | 0 | 0.21 | ||||
| 2003 | 0 | 0.44 | 0.01 | 0 | 30 | 553 | 7 | 4 | 7 | 68 | 182 | 0 | 0 | 0.22 | ||||
| 2004 | 0 | 0.49 | 0 | 0 | 29 | 582 | 5 | 1 | 8 | 62 | 170 | 0 | 0 | 0.22 | ||||
| 2005 | 0 | 0.5 | 0 | 0 | 27 | 609 | 7 | 2 | 10 | 59 | 163 | 0 | 1 | 0.04 | 0.23 | |||
| 2006 | 0 | 0.5 | 0.01 | 0.01 | 79 | 688 | 71 | 6 | 16 | 56 | 154 | 1 | 0 | 0 | 0.23 | |||
| 2007 | 0 | 0.46 | 0 | 0 | 19 | 707 | 8 | 16 | 106 | 197 | 0 | 0 | 0.2 | |||||
| 2008 | 0.01 | 0.49 | 0.01 | 0.01 | 22 | 729 | 6 | 4 | 20 | 98 | 1 | 184 | 2 | 0 | 0 | 0.23 | ||
| 2009 | 0 | 0.47 | 0 | 0.01 | 9 | 738 | 0 | 2 | 22 | 41 | 176 | 1 | 0 | 0 | 0.23 | |||
| 2010 | 0 | 0.48 | 0 | 0.01 | 12 | 750 | 4 | 2 | 24 | 31 | 156 | 1 | 0 | 0 | 0.21 | |||
| 2011 | 0 | 0.52 | 0.01 | 0.02 | 23 | 773 | 18 | 5 | 29 | 21 | 141 | 3 | 0 | 0 | 0.24 | |||
| 2012 | 0 | 0.51 | 0.01 | 0 | 24 | 797 | 10 | 5 | 34 | 35 | 85 | 0 | 0 | 0.22 | ||||
| 2013 | 0 | 0.56 | 0.01 | 0 | 18 | 815 | 3 | 11 | 45 | 47 | 90 | 0 | 0 | 0.24 | ||||
| 2014 | 0 | 0.55 | 0.01 | 0 | 17 | 832 | 8 | 5 | 50 | 42 | 86 | 0 | 0 | 0.23 | ||||
| 2015 | 0.03 | 0.55 | 0.01 | 0.01 | 10 | 842 | 11 | 5 | 55 | 35 | 1 | 94 | 1 | 0 | 0 | 0.23 | ||
| 2016 | 0.07 | 0.53 | 0.01 | 0.02 | 7 | 849 | 10 | 10 | 65 | 27 | 2 | 92 | 2 | 0 | 0 | 0.21 | ||
| 2017 | 0 | 0.55 | 0.01 | 0.01 | 4 | 853 | 6 | 10 | 75 | 17 | 76 | 1 | 0 | 0 | 0.21 | |||
| 2018 | 0.27 | 0.57 | 0.03 | 0.09 | 2 | 855 | 0 | 22 | 97 | 11 | 3 | 56 | 5 | 0 | 0 | 0.24 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2006 | Option pricing in a regime-switching model using the fast Fourier transform. (2006). Yin, G ; Zhang, Q ; Liu, R H. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:018109. Full description at Econpapers || Download paper | 15 |
| 2 | 1995 | Controlled queueing systems. (1995). Yu, M ; Rykov, V. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:565064. Full description at Econpapers || Download paper | 12 |
| 3 | 1997 | On a mild solution of a semilinear functional-differential evolution nonlocal problem. (1997). Akca, Haydar ; Byszewski, Ludwik. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:806158. Full description at Econpapers || Download paper | 10 |
| 4 | 2001 | Probabilistic analysis of the telegraphers process with drift by means of relativistic transformations. (2001). Orsingher, E ; Nieddu, L ; Beghin, L. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:602054. Full description at Econpapers || Download paper | 9 |
| 5 | 2006 | On changes of measure in stochastic volatility models. (2006). Heyde, C C ; Wong, Bernard. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:018130. Full description at Econpapers || Download paper | 9 |
| 6 | 2006 | On the mixed fractional Brownian motion. (2006). Zili, Mounir. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:032435. Full description at Econpapers || Download paper | 8 |
| 7 | 2006 | Sumudu transform fundamental properties investigations and applications. (2006). Karaballi, Ahmed Abdullatif ; Muhammed, Fethi Bin. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:091083. Full description at Econpapers || Download paper | 8 |
| 8 | 2011 | Optimal Selling of an Asset under Incomplete Information. (2011). Lu, Bing ; Ekstrom, Erik. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:543590. Full description at Econpapers || Download paper | 7 |
| 9 | 2011 | Weather Derivatives and Stochastic Modelling of Temperature. (2011). Benth, Jrat Altyt. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:576791. Full description at Econpapers || Download paper | 7 |
| 10 | 2016 | Stochastic Analysis of Gaussian Processes via Fredholm Representation. (2016). Viitasaari, Lauri ; Sottinen, Tommi. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:8694365. Full description at Econpapers || Download paper | 6 |
| 11 | 2017 | Option Price Decomposition in Spot-Dependent Volatility Models and Some Applications. (2017). Vives, Josep ; Merino, Raul. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:8019498. Full description at Econpapers || Download paper | 6 |
| 12 | 2015 | A Generic Decomposition Formula for Pricing Vanilla Options under Stochastic Volatility Models. (2015). Vives, Josep ; Merino, Raul. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:103647. Full description at Econpapers || Download paper | 6 |
| 13 | 2006 | A singular control problem with an expected and a pathwise ergodic performance criterion. (2006). Zervos, Mihail ; Jack, Andrew . In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:082538. Full description at Econpapers || Download paper | 5 |
| 14 | 2014 | A Note on the Distribution of Multivariate Brownian Extrema. (2014). Escobar Anel, Marcos ; Hernandez, Julio . In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:575270. Full description at Econpapers || Download paper | 5 |
| 15 | 2008 | 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. (2008). Pontier, Monique ; Len, Jorge A ; Als, Elisa ; Vives, Josep. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:359142. Full description at Econpapers || Download paper | 5 |
| 16 | 2002 | New formulas concerning Laplace transforms of quadratic forms for general Gaussian sequences. (2002). Viot, M ; le Breton, A ; Kleptsyna, M L. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:347239. Full description at Econpapers || Download paper | 5 |
| 17 | 2015 | Yamada-Watanabe Results for Stochastic Differential Equations with Jumps. (2015). Pap, Gyula ; Li, Zenghu ; Barczy, Matyas. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:460472. Full description at Econpapers || Download paper | 4 |
| 18 | 1998 | Singularly perturbed telegraph equations with applications in the random walk theory. (1998). Mika, Janusz R ; Banasiak, Jacek. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:564729. Full description at Econpapers || Download paper | 4 |
| 19 | 2016 | Analysis of a Priority Queue with Phase-Type Service and Failures. (2016). Dudin, Sergei. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:9152701. Full description at Econpapers || Download paper | 4 |
| 20 | 2012 | Birth and Death Processes with Neutral Mutations. (2012). Richard, Mathieu ; Lambert, Amaury ; Champagnat, Nicolas. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:569081. Full description at Econpapers || Download paper | 4 |
| 21 | 2006 | Optimal contracts in continuous-time models. (2006). Zhang, Jianfeng ; Wan, Xuhu. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:095203. Full description at Econpapers || Download paper | 3 |
| 22 | 2006 | Existence of solutions to Sobolev-type partial neutral differential equations. (2006). Bahuguna, Dhirendra ; Agarwal, Shruti. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:016308. Full description at Econpapers || Download paper | 3 |
| 23 | 2006 | Chover-type laws of the iterated logarithm for weighted sums of àâËâ -mixing sequences. (2006). Cai, Guang-hui. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:065023. Full description at Econpapers || Download paper | 3 |
| 24 | 1997 | On the level crossing of multi-dimensional delayed renewal processes. (1997). Dshalalow, Jewgeni H. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:707613. Full description at Econpapers || Download paper | 3 |
| 25 | 2006 | A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient. (2006). Kloeden, P E ; Halidias, Nikolaos . In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:073257. Full description at Econpapers || Download paper | 3 |
| 26 | 2012 | Some Refinements of Existence Results for SPDEs Driven by Wiener Processes and Poisson Random Measures. (2012). Tappe, Stefan. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:236327. Full description at Econpapers || Download paper | 3 |
| 27 | 2005 | Local volatility in the Heston model: a Malliavin calculus approach. (2005). Ewald, Christian-Oliver. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:951429. Full description at Econpapers || Download paper | 3 |
| 28 | 2006 | On ( s , S ) inventory system with random lead time and repeated demands. (2006). Ushakumari, P V. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:081508. Full description at Econpapers || Download paper | 3 |
| 29 | 1997 | Limiting behavior of the perturbed empirical distribution functions evaluated at U -statistics for strongly mixing sequences of random variables. (1997). Chiang, Ching-Yuan ; Sun, Shan. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:742120. Full description at Econpapers || Download paper | 3 |
| 30 | 2007 | Jump Telegraph Processes and Financial Markets with Memory. (2007). Ratanov, Nikita. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:072326. Full description at Econpapers || Download paper | 3 |
| 31 | 2000 | The moments of the area under reflected Brownian bridge conditional on its local time at zero. (2000). Knight, Frank B. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:430231. Full description at Econpapers || Download paper | 3 |
| 32 | 1996 | The structure distribution in a mixed Poisson process. (1996). Vynckier, Petra ; Teugels, Jozef L. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:740781. Full description at Econpapers || Download paper | 3 |
| 33 | 2000 | BSDEs with polynomial growth generators. (2000). Carmona, Rene ; Briand, Philippe. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:609458. Full description at Econpapers || Download paper | 3 |
| 34 | 2001 | A k -out-of- n reliability system with an unreliable server and phase type repairs and services: the ( N , T ) policy. (2001). Ushakumari, P V ; Krishnamoorthy, A ; Chakravarthy, Srinivas R. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:930934. Full description at Econpapers || Download paper | 2 |
| 35 | 1996 | Itôs formula with respect to fractional Brownian motion and its application. (1996). Heyde, C C ; Dai, W. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:541390. Full description at Econpapers || Download paper | 2 |
| 36 | 2010 | Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas. (2010). Islam, Shafiqul M ; Swishchuk, Anatoliy. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:347105. Full description at Econpapers || Download paper | 2 |
| 37 | 2014 | Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems. (2014). di Persio, Luca ; Cordoni, Francesco. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:152389. Full description at Econpapers || Download paper | 2 |
| 38 | 1996 | Queueing system with passive servers. (1996). Klimenok, Valentina I ; Dudin, Alexander N. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:417476. Full description at Econpapers || Download paper | 2 |
| 39 | 2004 | The fundamental solutions for fractional evolution equations of parabolic type. (2004). El-Borai, Mahmoud M. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:484863. Full description at Econpapers || Download paper | 2 |
| 40 | 2007 | A Family of Non-Gaussian Martingales with Gaussian Marginals. (2007). Klebaner, Fima C ; Hamza, Kais. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:092723. Full description at Econpapers || Download paper | 2 |
| 41 | 1999 | A queueing system with queue length dependent service times, with applications to cell discarding in ATM networks. (1999). Tier, Charles ; Knessl, Charles ; Il, Doo. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:780913. Full description at Econpapers || Download paper | 2 |
| 42 | 1994 | Busy period analysis, rare events and transient behavior in fluid flow models. (1994). Asmussen, Soren. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:365297. Full description at Econpapers || Download paper | 2 |
| 43 | 1998 | Analysis of the asymmetrical shortest two-server queueing model. (1998). Cohen, J W. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:926536. Full description at Econpapers || Download paper | 2 |
| 44 | 2003 | Optimization in HIV screening problems. (2003). Dukhovny, Alexander ; Abolnikov, Lev. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:971047. Full description at Econpapers || Download paper | 2 |
| 45 | 2006 | Approximation and optimality necessary conditions in relaxed stochastic control problems. (2006). Djehiche, Boualem ; Mezerdi, Brahim ; Bahlali, Seid. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:072762. Full description at Econpapers || Download paper | 2 |
| 46 | 2006 | Characterization of the marginal distributions of Markov processes used in dynamic reliability. (2006). Mercier, Sophie ; Eymard, Robert ; Cocozza-Thivent, Christiane ; Roussignol, Michel. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:092156. Full description at Econpapers || Download paper | 2 |
| 47 | 1989 | Sharp conditions for the oscillation of delay difference equations. (1989). Sficas, Y G ; Ch. G. Philos, ; Ladas, G. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:150178. Full description at Econpapers || Download paper | 2 |
| 48 | 2001 | Reflected forward-backward SDE s and obstacle problems with boundary conditions. (2001). Ma, Jin. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:402830. Full description at Econpapers || Download paper | 2 |
| 49 | 2000 | Fatous Lemma and Lebesgues convergence theorem for measures. (2000). Lasserre, Jean B ; Hernandez-Lerma, Onesimo. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:203042. Full description at Econpapers || Download paper | 2 |
| 50 | 1994 | A new simulation estimator of system reliability. (1994). Ross, Sheldon M. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:247534. Full description at Econpapers || Download paper | 2 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 1997 | On a mild solution of a semilinear functional-differential evolution nonlocal problem. (1997). Akca, Haydar ; Byszewski, Ludwik. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:806158. Full description at Econpapers || Download paper | 9 |
| 2 | 2006 | Sumudu transform fundamental properties investigations and applications. (2006). Karaballi, Ahmed Abdullatif ; Muhammed, Fethi Bin. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:091083. Full description at Econpapers || Download paper | 7 |
| 3 | 2006 | On the mixed fractional Brownian motion. (2006). Zili, Mounir. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:032435. Full description at Econpapers || Download paper | 6 |
| 4 | 2001 | Probabilistic analysis of the telegraphers process with drift by means of relativistic transformations. (2001). Orsingher, E ; Nieddu, L ; Beghin, L. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:602054. Full description at Econpapers || Download paper | 6 |
| 5 | 2006 | A singular control problem with an expected and a pathwise ergodic performance criterion. (2006). Zervos, Mihail ; Jack, Andrew . In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:082538. Full description at Econpapers || Download paper | 5 |
| 6 | 2006 | Option pricing in a regime-switching model using the fast Fourier transform. (2006). Yin, G ; Zhang, Q ; Liu, R H. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:018109. Full description at Econpapers || Download paper | 5 |
| 7 | 2002 | New formulas concerning Laplace transforms of quadratic forms for general Gaussian sequences. (2002). Viot, M ; le Breton, A ; Kleptsyna, M L. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:347239. Full description at Econpapers || Download paper | 5 |
| 8 | 2011 | Optimal Selling of an Asset under Incomplete Information. (2011). Lu, Bing ; Ekstrom, Erik. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:543590. Full description at Econpapers || Download paper | 5 |
| 9 | 1995 | Controlled queueing systems. (1995). Yu, M ; Rykov, V. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:565064. Full description at Econpapers || Download paper | 5 |
| 10 | 2017 | Option Price Decomposition in Spot-Dependent Volatility Models and Some Applications. (2017). Vives, Josep ; Merino, Raul. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:8019498. Full description at Econpapers || Download paper | 4 |
| 11 | 2011 | Weather Derivatives and Stochastic Modelling of Temperature. (2011). Benth, Jrat Altyt. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:576791. Full description at Econpapers || Download paper | 4 |
| 12 | 2016 | Analysis of a Priority Queue with Phase-Type Service and Failures. (2016). Dudin, Sergei. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:9152701. Full description at Econpapers || Download paper | 4 |
| 13 | 2016 | Stochastic Analysis of Gaussian Processes via Fredholm Representation. (2016). Viitasaari, Lauri ; Sottinen, Tommi. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:8694365. Full description at Econpapers || Download paper | 4 |
| 14 | 2006 | On changes of measure in stochastic volatility models. (2006). Heyde, C C ; Wong, Bernard. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:018130. Full description at Econpapers || Download paper | 3 |
| 15 | 2006 | Chover-type laws of the iterated logarithm for weighted sums of àâËâ -mixing sequences. (2006). Cai, Guang-hui. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:065023. Full description at Econpapers || Download paper | 3 |
| 16 | 2014 | A Note on the Distribution of Multivariate Brownian Extrema. (2014). Escobar Anel, Marcos ; Hernandez, Julio . In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:575270. Full description at Econpapers || Download paper | 3 |
| 17 | 1997 | On the level crossing of multi-dimensional delayed renewal processes. (1997). Dshalalow, Jewgeni H. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:707613. Full description at Econpapers || Download paper | 3 |
| 18 | 1996 | The structure distribution in a mixed Poisson process. (1996). Vynckier, Petra ; Teugels, Jozef L. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:740781. Full description at Econpapers || Download paper | 3 |
| 19 | 2006 | On ( s , S ) inventory system with random lead time and repeated demands. (2006). Ushakumari, P V. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:081508. Full description at Econpapers || Download paper | 3 |
| 20 | 2015 | A Generic Decomposition Formula for Pricing Vanilla Options under Stochastic Volatility Models. (2015). Vives, Josep ; Merino, Raul. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:103647. Full description at Econpapers || Download paper | 3 |
| 21 | 2006 | A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient. (2006). Kloeden, P E ; Halidias, Nikolaos . In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:073257. Full description at Econpapers || Download paper | 2 |
| 22 | 2012 | Some Refinements of Existence Results for SPDEs Driven by Wiener Processes and Poisson Random Measures. (2012). Tappe, Stefan. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:236327. Full description at Econpapers || Download paper | 2 |
| 23 | 2014 | Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems. (2014). di Persio, Luca ; Cordoni, Francesco. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:152389. Full description at Econpapers || Download paper | 2 |
| 24 | 1994 | First excess levels of vector processes. (1994). Dshalalow, Jewgeni H. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:762639. Full description at Econpapers || Download paper | 2 |
| 25 | 2007 | A Family of Non-Gaussian Martingales with Gaussian Marginals. (2007). Klebaner, Fima C ; Hamza, Kais. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:092723. Full description at Econpapers || Download paper | 2 |
| 26 | 2008 | 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. (2008). Pontier, Monique ; Len, Jorge A ; Als, Elisa ; Vives, Josep. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:359142. Full description at Econpapers || Download paper | 2 |
| 27 | 2000 | BSDEs with polynomial growth generators. (2000). Carmona, Rene ; Briand, Philippe. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:609458. Full description at Econpapers || Download paper | 2 |
| 28 | 2012 | Birth and Death Processes with Neutral Mutations. (2012). Richard, Mathieu ; Lambert, Amaury ; Champagnat, Nicolas. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:569081. Full description at Econpapers || Download paper | 2 |
| 29 | 2015 | Yamada-Watanabe Results for Stochastic Differential Equations with Jumps. (2015). Pap, Gyula ; Li, Zenghu ; Barczy, Matyas. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:460472. Full description at Econpapers || Download paper | 2 |
| 30 | 2006 | Optimal contracts in continuous-time models. (2006). Zhang, Jianfeng ; Wan, Xuhu. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:095203. Full description at Econpapers || Download paper | 2 |
| 31 | 2010 | Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas. (2010). Islam, Shafiqul M ; Swishchuk, Anatoliy. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:347105. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series