International Journal of Stochastic Analysis

1987 - 2018

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Volume 2006, month December, 2006

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

Srinivas R. Chakravarthy

On changes of measure in stochastic volatility models pp. 1-13

Bernard Wong and C. C. Heyde

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

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

Yongfu Su and Xiaolong Qin

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

Volume 2006, month September, 2006

Moderate deviations for bounded subsequences pp. 1-5

George Stoica

Installment options close to expiry pp. 1-9

G. Alobaidi and R. Mallier

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

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

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

Le Van Thanh

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

R. H. Liu, Qiang Zhang and G. Yin

Volume 2006, month August, 2006

On the mixed fractional Brownian motion pp. 1-9

Mounir Zili

Volume 2006, month July, 2006

Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching pp. 1-20

Xuerong Mao, Aubrey Truman and Chenggui Yuan

Attractivity of nonlinear impulsive delay differential equations pp. 1-12

Zhichun Yang and Daoyi Xu

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

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

Approximation and optimality necessary conditions in relaxed stochastic control problems pp. 1-23

Seïd Bahlali, Brahim Mezerdi and Boualem Djehiche

Duality for multiobjective variational control and multiobjective fractional variational control problems with pseudoinvexity pp. 1-15

C. Nahak

On solutions of general nonlinear stochastic integral equations pp. 1-7

K. Balachandran and J.-H. Kim

Stock market dynamics created by interacting agents pp. 1-11

Mohamed Riad Remita and Karl-Theodor Eisele

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

Andrew Jack and Mihail Zervos

Volume 2006, month May, 2006

Mixed quasi-equilibrium-like problems pp. 1-8

Muhammad Aslam Noor

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

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

Daobai Liu

Stability of retrial queues with versatile retrial policy pp. 1-16

Tewfik Kernane and Amar Aïssani

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

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

Nikolaos Halidias and P. E. Kloeden

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

Ram U. Verma

On fuzzy ϕ ψ -continuous multifunction pp. 1-7

M. Alimohammady and M. Roohi

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

Volume 2006, month April, 2006

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

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

Mean convergence theorems and weak laws of large numbers for double arrays of random variables pp. 1-15

Le Van Thanh

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 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

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

S. G. Hristova and A. S. Vatsala

The single server queue and the storage model: Large deviations and fixed points pp. 1-22

Moez Draief

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

Donal O'Regan

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

Guang-hui Cai

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 I. Variational comparison theorems pp. 1-11

G. S. Ladde

Volume 2006, month March, 2006

A remark on recent results for finding zeroes of accretive operators pp. 1-6

Abdellatif Moudafi

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

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

On nondensely defined semilinear stochastic functional differential equations with nonlocal conditions pp. 1-13

M. Benchohra, S. K. Ntouyas and A. Ouahab

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

Ismat Beg and Mujahid Abbas

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

Complementarity problem for η -monotone-type maps pp. 1-4

S. Pani and S. Nanda

Generalized flow invariance for differential inclusions pp. 1-7

T. Gnana Bhaskar and V. Lakshmikantham

Volume 2006, month February, 2006

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

Real zeros of random algebraic polynomials with binomial elements pp. 1-6

A. Nezakati and K. Farahmand

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

S. Hamadène and I. Hdhiri

Explicit solutions of some fractional partial differential equations via stable subordinators pp. 1-18

Latifa Debbi

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

Fumio Ishizaki and Naoto Miyoshi

Volume 2006, month January, 2006

On ( s, S ) inventory system with random lead time and repeated demands pp. 1-22

P. V. Ushakumari

Orbital stability of standing waves for a class of Schrödinger equations with unbounded potential pp. 1-7

Guanggan Chen, Jian Zhang and Yunyun Wei

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