International Journal of Stochastic Analysis
1988 - 2018
From Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().
Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.
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
- 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
- Quasi-stationary distributions for birth-death processes with killing pp. 1-15

- Pauline Coolen-Schrijner and Erik A. van Doorn
- 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
- Moderate deviations for bounded subsequences pp. 1-5

- George Stoica
- Mean convergence theorem for multidimensional arrays of random elements in Banach spaces pp. 1-6

- Le Van Thanh
- Rothe time-discretization method for the semilinear heat equation subject to a nonlocal boundary condition pp. 1-20

- Nabil Merazga and Abdelfatah Bouziani
- 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
- 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
- Option pricing in a regime-switching model using the fast Fourier transform pp. 1-22

- R. H. Liu, Qiang Zhang and G. Yin
- Installment options close to expiry pp. 1-9

- G. Alobaidi and R. Mallier
Volume 2006, month August, 2006
- On the mixed fractional Brownian motion pp. 1-9

- Mounir Zili
Volume 2006, month July, 2006
- 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
- 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
- Locally periodic homogenization of reflected diffusion pp. 1-17

- Aboubakary Diakhaby and Youssef Ouknine
- 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
Volume 2006, month June, 2006
- Duality for multiobjective variational control and multiobjective fractional variational control problems with pseudoinvexity pp. 1-15

- C. Nahak
- A singular control problem with an expected and a pathwise ergodic performance criterion pp. 1-19

- Andrew Jack and Mihail Zervos
- 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
- 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
Volume 2006, month May, 2006
- A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient pp. 1-6

- Nikolaos Halidias and P. E. Kloeden
- Stability of retrial queues with versatile retrial policy pp. 1-16

- Tewfik Kernane and Amar Aïssani
- 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
- Operator self-similar processes on Banach spaces pp. 1-18

- Mihaela T. Matache and Valentin Matache
- Bond portfolio's duration and investment term-structure management problem pp. 1-19

- Daobai Liu
- Sensitivity analysis for relaxed cocoercive nonlinear quasivariational inclusions pp. 1-9

- Ram U. Verma
- 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
- Invariant densities of random maps have lower bounds on their supports pp. 1-13

- Paweł Góra, Abraham Boyarsky and Md Shafiqul Islam
- 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
- Mixed quasi-equilibrium-like problems pp. 1-8

- Muhammad Aslam Noor
Volume 2006, month April, 2006
- The single server queue and the storage model: Large deviations and fixed points pp. 1-22

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

- Guang-hui Cai
- A semimartingale characterization of average optimal stationary policies for Markov decision processes pp. 1-8

- Quanxin Zhu and Xianping Guo
- 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
- 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
- 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
- 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
- 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
- Quasilinearization for the periodic boundary value problem for systems of impulsive differential equations pp. 1-25

- S. G. Hristova and A. S. Vatsala
- Existence results for second-order impulsive functional differential inclusions pp. 1-12

- Yong-Kui Chang and Li-Mei Qi
- Stability of invariant sets of Itô stochastic differential equations with Markovian switching pp. 1-6

- Jiaowan Luo
Volume 2006, month March, 2006
- A remark on recent results for finding zeroes of accretive operators pp. 1-6

- Abdellatif Moudafi
- Some limit theorems connected with Brownian local time pp. 1-5

- Raouf Ghomrasni
- 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
- Equivalence and stability of random fixed point iterative procedures pp. 1-19

- Ismat Beg and Mujahid Abbas
- 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
- 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
- Complementarity problem for η -monotone-type maps pp. 1-4

- S. Pani and S. Nanda
- Stabilization of Volterra equations by noise pp. 1-29

- John A. D. Appleby and Aoife Flynn
- Generalized flow invariance for differential inclusions pp. 1-7

- T. Gnana Bhaskar and V. Lakshmikantham
Volume 2006, month February, 2006
- Explicit solutions of some fractional partial differential equations via stable subordinators pp. 1-18

- Latifa Debbi
- Exact transient solution of a state-dependent birth-death process pp. 1-16

- P. R. Parthasarathy and R. Sudhesh
- Sample-path analysis of the proportional relation and its constant for discrete-time single-server queues pp. 1-10

- Fumio Ishizaki and Naoto Miyoshi
- Real zeros of random algebraic polynomials with binomial elements pp. 1-6

- A. Nezakati and K. Farahmand
- Linear filtering of systems with memory and application to finance pp. 1-26

- A. Inoue, Y. Nakano and V. Anh
- Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator pp. 1-28

- S. Hamadène and I. Hdhiri
Volume 2006, month January, 2006
- 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
- On ( s, S ) inventory system with random lead time and repeated demands pp. 1-22

- P. V. Ushakumari