International Journal of Stochastic Analysis

1987 - 2018

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Volume 2005, month January, 2005

Approximation of solutions to retarded differential equations with applications to population dynamics pp. 1-11

D. Bahuguna and M. Muslim

Asymptotic expansion for the functional of Markovian evolution in R d in the circuit of diffusion approximation pp. 1-11

I. V. Samoilenko

Existence of solutions of general nonlinear fuzzy Volterra-Fredholm integral equations pp. 1-11

K. Balachandran and K. Kanagarajan

On a multidimensional oil exploration problem pp. 1-22

Lakdere Benkherouf and Susan Pitts

Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs pp. 1-17

N. Harraj, Y. Ouknine and I. Turpin

ℬ 𝒞 -total stability and almost periodicity for some partial functional differential equations with infinite delay pp. 1-16

Abdelhai Elazzouzi and Khalil Ezzinbi

Transient analysis of a fluid queue driven by a birth and death process suggested by a chain sequence pp. 1-16

P. R. Parthasarathy, B. Sericola and K. V. Vijayashree

Rothe time-discretization method for a nonlocal problem arising in thermoelasticity pp. 1-16

Nabil Merazga and Abdelfatah Bouziani

Local volatility in the Heston model: a Malliavin calculus approach pp. 1-16

Christian-Oliver Ewald

Multiobjective duality with Ï âˆ’ ( η, θ ) -invexity pp. 1-6

C. Nahak and S. Nanda

Approximate controllability of delayed semilinear control systems pp. 1-10

Lianwen Wang

On the first-passage time of integrated Brownian motion pp. 1-10

Christian H. Hesse

Real almost zeros of random polynomials with complex coefficients pp. 1-15

K. Farahmand, A. Grigorash and P. Flood

A generalization of Straube's theorem: existence of absolutely continuous invariant measures for random maps pp. 1-9

Md. Shafiqul Islam, Pawel Góra and Abraham Boyarsky

Properties of fixed point set of a multivalued map pp. 1-9

Abdul Rahim Khan

A Stroock formula for a certain class of Lévy processes and applications to finance pp. 1-25

M. Eddahbi, J. L. Solé and J. Vives

Abstract stochastic integrodifferential delay equations pp. 1-31

David N. Keck and Mark A. McKibben

On the asymptotic behavior of solutions of certain third-order nonlinear differential equations pp. 1-7

Cemil Tunç

On some stochastic parabolic differential equations in a Hilbert space pp. 1-7

Khairia El-Said El-Nadi

Davis-type theorems for martingale difference sequences pp. 1-7

George Stoica

Recursive smoothers for hidden discrete-time Markov chains pp. 1-7

Lakhdar Aggoun

A note on the minimal essential set of coincident points for set-valued mappings pp. 1-7

Luo Qun

Using factorization in analyzing D-BMAP/G/1 queues pp. 1-14

Ho Woo Lee, Se Won Lee and Jongwoo Jeon

Exact and approximate solutions of delay differential equations with nonlocal history conditions pp. 1-14

S. Agarwal and D. Bahuguna

Complete analysis of M A P / G / 1 / N queue with single (multiple) vacation(s) under limited service discipline pp. 1-21

U. C. Gupta, A. D. Banik and S. S. Pathak

Tauberian theorems for summability transforms pp. 1-12

Rohitha Goonatilake

Maximum process problems in optimal control theory pp. 1-12

Goran Peskir

Volume 2004, month January, 2004

A finite capacity bulk service queue with single vacation and Markovian arrival process pp. 1-21

U. C. Gupta and Karabi Sikdar

Backward stochastic differential equations with stochastic monotone coefficients pp. 1-19

K. Bahlali, A. Elouaflin and M. N'zi

On existence of extremal solutions of nonlinear functional integral equations in Banach algebras pp. 1-12

B. C. Dhage

A -monotonicity and applications to nonlinear variational inclusion problems pp. 1-3

Ram U. Verma

A remark on a complementarity problem in Banach space pp. 1-3

Sudarsan Nanda

On a Berry-Esseen type bound for the maximum likelihood estimator of a parameter for some stochastic partial differential equations pp. 1-14

M. N. Mishra and B. L. S. Prakasa Rao

A deterministic discretisation-step upper bound for state estimation via Clark transformations pp. 1-14

W. P. Malcolm, R. J. Elliott and J. van der Hoek

Prevalence of backward stochastic differential equations with unique solution pp. 1-14

K. Bahlali, B. Mezerdi and Y. Ouknine

The Pólya-Aeppli process and ruin problems pp. 1-14

Leda D. Minkova

Essential 𝒰 c κ -type maps and Birkhoff-Kellogg theorems pp. 1-8

R. P. Agarwal and Donal O'Regan

On fuzzy Volterra integral equations with deviating arguments pp. 1-8

K. Balachandran and P. Prakash

Existence, uniqueness, and regularity of solutions to semilinear retarded differential equations pp. 1-7

D. Bahuguna

A description of stochastic systems using chaotic maps pp. 1-5

Abraham Boyarsky and Pawel Góra

On the distributional solution of the inverse problem induced by the heat kernel method pp. 1-2

I. Malyshev and A. Pryvarnikova

Some estimates on exponentials of solutions to stochastic differential equations pp. 1-30

Jiongmin Yong

An application of the nonselfadjoint operators theory in the study of stochastic processes pp. 1-9

Lyazid Abbaoui and Latifa Debbi

Asymptotic analysis by the saddle point method of the Anick-Mitra-Sondhi model pp. 1-53

Diego Dominici and Charles Knessl

Recursive estimation of the claim rates and sizes in an insurance model pp. 1-15

Lakhdar Aggoun

The fundamental solutions for fractional evolution equations of parabolic type pp. 1-15

Mahmoud M. El-Borai

Second-order neutral stochastic evolution equations with heredity pp. 1-16

Mark A. McKibben

The generalized Burgers equation with and without a time delay pp. 1-24

Nejib Smaoui and Mona Mekkaoui

Partially relaxed cocoercive variational inequalities and auxiliary problem principle pp. 1-6

Ram U. Verma

Hemiequilibrium problems pp. 1-10

Muhammad Aslam Noor

On the order of growth of convergent series of independent random variables pp. 1-10

Eunwoo Nam

A singular initial value problem for some functional differential equations pp. 1-10

Ravi P. Agarwal, Donal O'Regan and Oleksandr E. Zernov

Periodic solutions for some partial functional differential equations pp. 1-10

Rachid Benkhalti and Khalil Ezzinbi

What random variable generates a bounded potential? pp. 1-10

N. Kartashov and Yu. Mishura

An iteration for finding a common random fixed point pp. 1-10

Binayak S. Choudhury

Itô-Skorohod stochastic equations and applications to finance pp. 1-11

Ciprian A. Tudor