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Publisher: Taylor and Francis Ltd

Volume 36, Number 4, 4 July 2018

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Dynamical behavior of a stochastic model of gene expression with distributed delay and degenerate diffusion
pp. 584-599(16)
Authors: Liu, Qun; Jiang, Daqing; Hayat, Tasawar; Alsaedi, Ahmed

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Weak solution of stochastic differential equations with fractional diffusion coefficient
pp. 613-621(9)
Authors: Yang, Hao; Kloeden, Peter E.; Wu, Fuke

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A note on chaotic and predictable representations for Itô–Markov additive processes
pp. 622-638(17)
Authors: Palmowski, Zbigniew; Stettner, Łukasz; Sulima, Anna

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Asymptotic separation between solutions of Caputo fractional stochastic differential equations
pp. 654-664(11)
Authors: Son, Doan Thai; Huong, Phan Thi; Kloeden, Peter E.; Tuan, Hoang The

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On martingale characterizations for some generalized space fractional Poisson processes
pp. 665-670(6)
Authors: Kataria, Kuldeep Kumar; Vellaisamy, Palaniappan

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Invariance formulas for stopping times of squared Bessel process
pp. 671-699(29)
Authors: Jakubowski, Jacek; Wiśniewolski, Maciej

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Pricing derivatives in a regime switching market with time inhomogenous volatility
pp. 700-725(26)
Authors: Das, Milan Kumar; Goswami, Anindya; Patankar, Tanmay S.

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Singularity of generalized grey Brownian motions with different parameters
pp. 726-732(7)
Authors: da Silva, José Luís; Erraoui, Mohamed

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The Heston stochastic volatility model in Hilbert space
pp. 733-750(18)
Authors: Benth, Fred Espen; Simonsen, Iben Cathrine

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