International Journal of Stochastic Analysis
1987 - 2018
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Volume 2006, month December, 2006
- On changes of measure in stochastic volatility models pp. 1-13

- Bernard Wong and C. C. Heyde
- Analysis of a k -out-of- N system with spares, repairs, and a probabilistic rule pp. 1-23

- Srinivas R. Chakravarthy
Volume 2006, month November, 2006
- Random fixed points of multivalued inward random operators pp. 1-8

- A. R. Khan and A. A. Domlo
Volume 2006, month October, 2006
- Quasi-stationary distributions for birth-death processes with killing pp. 1-15

- Pauline Coolen-Schrijner and Erik A. van Doorn
- Representations of isotropic Gaussian random fields with homogeneous increments pp. 1-25

- Kacha Dzhaparidze, Harry van Zanten and Pawel Zareba
- Generalized BSDE driven by a Lévy process pp. 1-25

- Mohamed El Otmani
- Approximating fixed points of non-self asymptotically nonexpansive mappings in Banach spaces pp. 1-13

- Yongfu Su and Xiaolong Qin
Volume 2006, month September, 2006
- Mean convergence theorem for multidimensional arrays of random elements in Banach spaces pp. 1-6

- Le Van Thanh
- Installment options close to expiry pp. 1-9

- G. Alobaidi and R. Mallier
- Rothe time-discretization method for the semilinear heat equation subject to a nonlocal boundary condition pp. 1-20

- Nabil Merazga and Abdelfatah Bouziani
- Moderate deviations for bounded subsequences pp. 1-5

- George Stoica
- Option pricing in a regime-switching model using the fast Fourier transform pp. 1-22

- R. H. Liu, Qiang Zhang and G. Yin
- Convergence of iterative algorithms to common random fixed points of random operators pp. 1-16

- Ismat Beg and Mujahid Abbas
- Classical solutions of linear regulator for degenerate diffusions pp. 1-16

- Md. Azizul Baten
- Effective utilization of idle time in an ( s, S ) inventory with positive service tim pp. 1-13

- A. Krishnamoorthy, T. G. Deepak, Viswanath C. Narayanan and K. Vineetha
Volume 2006, month August, 2006
- On the mixed fractional Brownian motion pp. 1-9

- Mounir Zili
Volume 2006, month July, 2006
- Attractivity of nonlinear impulsive delay differential equations pp. 1-12

- Zhichun Yang and Daoyi Xu
- Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching pp. 1-20

- Xuerong Mao, Aubrey Truman and Chenggui Yuan
- Existence and uniqueness of constrained globally optimal feedback controls in a linear-quadratic framework pp. 1-22

- Yashan Xu
- Abstract semilinear stochastic Itó-Volterra integrodifferential equations pp. 1-22

- David N. Keck and Mark A. McKibben
- Locally periodic homogenization of reflected diffusion pp. 1-17

- Aboubakary Diakhaby and Youssef Ouknine
- Existence of solutions of a special class of fuzzy integral equations pp. 1-8

- K. Balachandran and K. Kanagarajan
- Optimal contracts in continuous-time models pp. 1-27

- Jakša Cvitanić, Xuhu Wan and Jianfeng Zhang
Volume 2006, month June, 2006
- Fixed points of cone compression and expansion multimaps defined on Fréchet spaces: The projective limit approach pp. 1-13

- Ravi P. Agarwal and Donal O'Regan
- Stock market dynamics created by interacting agents pp. 1-11

- Mohamed Riad Remita and Karl-Theodor Eisele
- Approximation and optimality necessary conditions in relaxed stochastic control problems pp. 1-23

- Seïd Bahlali, Brahim Mezerdi and Boualem Djehiche
- On solutions of general nonlinear stochastic integral equations pp. 1-7

- K. Balachandran and J.-H. Kim
- A singular control problem with an expected and a pathwise ergodic performance criterion pp. 1-19

- Andrew Jack and Mihail Zervos
- Duality for multiobjective variational control and multiobjective fractional variational control problems with pseudoinvexity pp. 1-15

- C. Nahak
Volume 2006, month May, 2006
- Mixed quasi-equilibrium-like problems pp. 1-8

- Muhammad Aslam Noor
- Likely path to extinction in simple branching models with large initial population pp. 1-23

- F. C. Klebaner and R. Liptser
- Solution of a transmission problem for semilinear parabolic-hyperbolic equations by the time-discretization method pp. 1-23

- Abdelfatah Bouziani
- Sumudu transform fundamental properties investigations and applications pp. 1-23

- Fethi Bin Muhammed Belgacem and Ahmed Abdullatif Karaballi
- Invariant densities of random maps have lower bounds on their supports pp. 1-13

- Paweł Góra, Abraham Boyarsky and Md Shafiqul Islam
- Sensitivity analysis for relaxed cocoercive nonlinear quasivariational inclusions pp. 1-9

- Ram U. Verma
- Operator self-similar processes on Banach spaces pp. 1-18

- Mihaela T. Matache and Valentin Matache
- A scalarization technique for computing the power and exponential moments of Gaussian random matrices pp. 1-20

- Igor Vladimirov and Bevan Thompson
- On fuzzy ϕ ψ -continuous multifunction pp. 1-7

- M. Alimohammady and M. Roohi
- Stability of retrial queues with versatile retrial policy pp. 1-16

- Tewfik Kernane and Amar Aïssani
- Bond portfolio's duration and investment term-structure management problem pp. 1-19

- Daobai Liu
- A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient pp. 1-6

- Nikolaos Halidias and P. E. Kloeden
- Viscosity solution of linear regulator quadratic for degenerate diffusions pp. 1-17

- Md. Azizul Baten
- On covariance generating functions and spectral densities of periodically correlated autoregressive processes pp. 1-17

- Z. Shishebor, A. R. Nematollahi and A. R. Soltani
Volume 2006, month April, 2006
- Existence results for second-order impulsive functional differential inclusions pp. 1-12

- Yong-Kui Chang and Li-Mei Qi
- Generalized preinvex functions and their properties pp. 1-13

- Muhammad Aslam Noor and Khalida Inayat Noor
- Robustness of solutions of linear differential equations with infinite delay pp. 1-13

- Anwar A. Al-Badarneh (Al-Nayef) and Rabaa K. Maaitah
- The single server queue and the storage model: Large deviations and fixed points pp. 1-22

- Moez Draief
- Free area estimation in a dynamic germ-grain model with renewal dropping process pp. 1-14

- Marcello De Giosa
- Large-scale stochastic hereditary systems under Markovian structural perturbations. Part II. Qualitative analysis of isolated subsystems pp. 1-14

- G. S. Ladde
- A semimartingale characterization of average optimal stationary policies for Markov decision processes pp. 1-8

- Quanxin Zhu and Xianping Guo
- Large-scale stochastic hereditary systems under Markovian structural perturbations. Part I. Variational comparison theorems pp. 1-11

- G. S. Ladde
- Random fixed point theorems for multivalued nonexpansive non-self-random operators pp. 1-9

- S. Plubtieng and P. Kumam
- Large-scale stochastic hereditary systems under Markovian structural perturbations. Part III. Qualitative analysis pp. 1-10

- G. S. Ladde
- Null exact controllability of the parabolic equations with equivalued surface boundary condition pp. 1-10

- Zhongqi Yin
- Chover-type laws of the iterated logarithm for weighted sums of ρ ∗ -mixing sequences pp. 1-7

- Guang-hui Cai
- Stability of invariant sets of Itô stochastic differential equations with Markovian switching pp. 1-6

- Jiaowan Luo
- Quasilinearization for the periodic boundary value problem for systems of impulsive differential equations pp. 1-25

- S. G. Hristova and A. S. Vatsala
- Mean convergence theorems and weak laws of large numbers for double arrays of random variables pp. 1-15

- Le Van Thanh
- Multivalued H -essential maps of acyclic type on Hausdorff topological spaces pp. 1-4

- Donal O'Regan
Volume 2006, month March, 2006
- Complementarity problem for η -monotone-type maps pp. 1-4

- S. Pani and S. Nanda
- Equivalence and stability of random fixed point iterative procedures pp. 1-19

- Ismat Beg and Mujahid Abbas
- A remark on recent results for finding zeroes of accretive operators pp. 1-6

- Abdellatif Moudafi
- Stabilization of Volterra equations by noise pp. 1-29

- John A. D. Appleby and Aoife Flynn
- Some limit theorems connected with Brownian local time pp. 1-5

- Raouf Ghomrasni
- Generalized flow invariance for differential inclusions pp. 1-7

- T. Gnana Bhaskar and V. Lakshmikantham
- Upper and lower solutions method for differential inclusions with integral boundary conditions pp. 1-10

- Mouffak Benchohra and Abdelghani Ouahab
- Existence of solutions to Sobolev-type partial neutral differential equations pp. 1-10

- Shruti Agarwal and Dhirendra Bahuguna
- Characterization of the marginal distributions of Markov processes used in dynamic reliability pp. 1-18

- Christiane Cocozza-Thivent, Robert Eymard, Sophie Mercier and Michel Roussignol
- Central limit theorem for solutions of random initialized differential equations: a simple proof pp. 1-20

- Ileana Iribarren and José R. León
- On nondensely defined semilinear stochastic functional differential equations with nonlocal conditions pp. 1-13

- M. Benchohra, S. K. Ntouyas and A. Ouahab
Volume 2006, month February, 2006
- Sample-path analysis of the proportional relation and its constant for discrete-time single-server queues pp. 1-10

- Fumio Ishizaki and Naoto Miyoshi
- Explicit solutions of some fractional partial differential equations via stable subordinators pp. 1-18

- Latifa Debbi
- Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator pp. 1-28

- S. Hamadène and I. Hdhiri
- Real zeros of random algebraic polynomials with binomial elements pp. 1-6

- A. Nezakati and K. Farahmand
- Exact transient solution of a state-dependent birth-death process pp. 1-16

- P. R. Parthasarathy and R. Sudhesh
- Linear filtering of systems with memory and application to finance pp. 1-26

- A. Inoue, Y. Nakano and V. Anh
Volume 2006, month January, 2006
- On ( s, S ) inventory system with random lead time and repeated demands pp. 1-22

- P. V. Ushakumari
- A positive solution for singular discrete boundary value problems with sign-changing nonlinearities pp. 1-14

- Haishen Lã¼, Donal O'regan and Ravi P. Agarwal
- Orbital stability of standing waves for a class of Schrödinger equations with unbounded potential pp. 1-7

- Guanggan Chen, Jian Zhang and Yunyun Wei