International Journal of Stochastic Analysis

1987 - 2018

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Volume 12, month January, 1999

Random mappings with a single absorbing center and combinatorics of discretizations of the logistic mapping pp. 1-17

A. Klemm and A. Pokrovskii

An M X / G I / 1 / N queue with close-down and vacation times pp. 1-21

Andreas Frey and Yoshitaka Takahashi

Two service units with interference in the access to servers pp. 1-14

Rosa E. Lillo and Marcel F. Neuts

On the H -function pp. 1-14

Anatoly A. Kilbas and Megumi Saigo

Introduction to matrix analytic methods in stochastic modeling, by G. Latouche and V. Ramaswamy pp. 1-2

Vidyadhar G. Kulkarni

MathType for Windows, version 4.0 pp. 1-2

Donn E. Miller-Kermani

Uniqueness of solutions to integrodifferential and functional integrodifferential equations pp. 1-8

D. Bahuguna and L. E. Garey

Robust option replication for a Black-Scholes model extended with nondeterministic trends pp. 1-8

John G. M. Schoenmakers and Peter E. Kloeden

Existence, uniqueness and continuability of solutions of impulsive differential-difference equations pp. 1-8

D. D. Bainov and I. M. Stamova

Convergence of an iteration leading to a solution of a random operator equation pp. 1-8

Binayak S. Choudhury and M. Ray

Linear filtering with fractional Brownian motion in the signal and observation processes pp. 1-6

M. L. Kleptsyna, P. E. Kloeden and V. V. Anh

Analysis of an N / G / 1 finite queue with the supplementary variable method pp. 1-6

Gyemin Lee and Jongwoo Jeon

Continuity of fuzzy multifunctions pp. 1-6

Ismat Beg

An application of a noncompactness technique to an investigation of the existence of solutions to a nonlocal multivalued Darboux problem pp. 1-12

Ludwik Byszewski and Nikolaos S. Papageorgiou

The stationary local sojourn time in single server tandem queues with renewal input pp. 1-12

Pierre Le Gall

A diffusion model for two parallel queues with processor sharing: transient behavior and asymptotics pp. 1-28

Charles Knessl

A queueing system with queue length dependent service times, with applications to cell discarding in ATM networks pp. 1-28

Doo Il Choi, Charles Knessl and Charles Tier

Averaging and stability of quasilinear functional differential equations with Markov parameters pp. 1-15

Lambros Katafygiotis and Yevgeny Tsarkov

Nonconvex evolution inclusions generated by time-dependent subdifferential operators pp. 1-20

Kate Arseni-Benou, Nikolaos Halidias and Nikolaos S. Papageorgiou

On nonlocal problems for ordinary differential equations and on a nonlocal parabolic transmission problem pp. 1-13

M. Denche

Controllability of second order semilinear ordinary differential systems in Banach spaces pp. 1-13

K. Balachandran and S. Marshal Anthoni

Periodic in distribution solution for a telegraph equation pp. 1-11

A. Ya. Dorogovtsev

A stochastic inventory model with perishable and aging items pp. 1-7

Lakhdar Aggoun, Lakdere Benkherouf and Lotfi Tadj

Transformations of index set for Skorokhod integral with respect to Gaussian processes pp. 1-7

Leszek Gawarecki

Existence and uniqueness of a classical solution to a functional-differential abstract nonlocal Cauchy problem pp. 1-7

Ludwik Byszewski

In memoriam: Julian Keilson (November 19, 1924 - March 8, 1999) pp. 1-3

Ryszard Syski

The solution of an open problem given by H. Haruki and T. M. Rassias pp. 1-3

Bara Kim

Generic stability of the spectra for bounded linear operators on Banach spaces pp. 1-3

Luo Qun

Transient analysis of a queue with queue-length dependent MAP and its application to SS7 network pp. 1-22

Bong Dae Choi, Sung Ho Choi, Dan Keun Sung, Tae-Hee Lee and Kyu-Seog Song

Existence of moments of increasing predictable processes associated with one- and two-parameter potentials pp. 1-18

Yu. Mishura and Ya. Oltsik

Sojourn time distributions in a Markovian G -queue with batch arrival and batch removal pp. 1-18

Yang Woo Shin

Multi-dimensional quasitoeplitz Markov chains pp. 1-23

Alexander N. Dudin and Valentina I. Klimenok

A simplified proof of a conjecture of D. G. Kendall concerning shapes of random polygons pp. 1-10

Igor N. Kovalenko

Sensitivity analysis for variational inclusions by Wiener-Hopf equation techniques pp. 1-10

Abdellatif Moudafi and Muhammad Aslam Noor

A note on multivalued differential equations on proximate retracts pp. 1-10

Donal O'Regan

Exact solution of the Bellman equation for a β -discounted reward in a two-armed bandit with switching arms pp. 1-10

Doncho S. Donchev

Volume 11, month January, 1998

Introduction to stochastic calculus applied to finance, by Damien Lamberton and Bernard Lapeyre pp. 1-3

S. G. Kou

Quasi-likelihood and its application, by Christopher C. Heyde pp. 1-3

Jordan Stoyanov

Analysis of the asymmetrical shortest two-server queueing model pp. 1-48

J. W. Cohen

Moment estimation of customer loss rates from transactional data pp. 1-10

D. J. Daley and L. D. Servi

Semilinear integro-differential equations with compact semigroups pp. 1-11

D. Bahuguna and S. K. Srivastava

On a class of multivalued variational inequalities pp. 1-15

Muhammad Aslam Noor

Moment computation in shift invariant spaces pp. 1-15

David A. Eubanks, Patrick J. van Fleet and Jianzhong Wang

Sample correlations of infinite variance time series models: an empirical and theoretical study pp. 1-28

Jason Cohen, Sidney Resnick and Gennady Samorodnitsky

Filtering with a limiter pp. 1-12

R. Liptser and P. Muzhikanov

Generalized stability of motion of impulsive Lurie-Postnikov systems with structural perturbation pp. 1-12

A. A. Martynyuk and I. P. Stavroulakis

Selections of set-valued stochastic processes pp. 1-6

Mariusz Michta and Longin E. Rybiński

Covariance and relaxation time in finite Markov chains pp. 1-6

Julian Keilson

Monotone measures of ergodicity for Markov chains pp. 1-6

J. Keilson and O. A. Vasicek

Nonlinear filtering and optimal quality control pp. 1-6

Václav E. Beneš

A G-KKM type theorem and its applications to minimax inequalities on G-convex spaces pp. 1-13

Mohammad S. R. Chowdhury

On intensities of modulated Cox measures pp. 1-13

Jewgeni H. Dshalalow

The stationary G / G / s queue pp. 1-13

Pierre Le Gall

Performance limitations of parallel simulations pp. 1-13

Liang Chen and Richard F. Serfozo

A non-nonstandard proof of Reimers' existence result for heat SPDE s pp. 1-13

Hassan Allouba

Self-similar processes in collective risk theory pp. 1-20

Zbigniew Michna

Singularly perturbed telegraph equations with applications in the random walk theory pp. 1-20

Jacek Banasiak and Janusz R. Mika

Verifying cell loss requirements in high-speed communication networks pp. 1-20

Kerry W. Fendick and Ward Whitt

Oscillation criteria for high order delay partial differential equations pp. 1-16

Xinzhi Liu and Xilin Fu

Sojourn times for the Brownian motion pp. 1-16

Lajos Takács

The stationary G / G / s queue with non-identical servers pp. 1-16

Pierre Le Gall

Volterra and Urysohn integral equations in Banach spaces pp. 1-16

Donal O'Regan

Analysis of a multi-server queueing model of ABR pp. 1-16

R. Núñez-Queija and O. J. Boxma

Linear distribution processes pp. 1-16

L. Bel, G. Oppenheim, L. Robbiano and M. C. Viano

On Ryszard Syski pp. 1-2

J. W. Cohen

Generalized optimal stopping problems and financial markets, by Dennis Wong pp. 1-2

Jerome Detemple

Editorial pp. 1-2

Jewgeni H. Dshalalow

A heavy-traffic theorem for the G I / G / 1 queue with a Pareto-type service time distribution pp. 1-8

J. W. Cohen

Second method of Lyapunov for stability of linear impulsive differential-difference equations with variable impulsive perturbations pp. 1-8

D. D. Bainov, I. M. Stamova and A. S. Vatsala

Oscillation of the solutions of a class of impulsive differential equations with a deviating argument pp. 1-8

D. D. Bainov, Margarita B. Dimitrova and Angel B. Dishliev

On certain random polygons of large areas pp. 1-8

Igor N. Kovalenko

Impulse control in Kalman-like filtering problems pp. 1-8

Michael V. Basin and Mark A. Pinsky

Stabilization of nonlinear systems by similarity transformations pp. 1-8

Irina E. Zuber

On the approximation of an integral by a sum of random variables pp. 1-8

John Einmahl and Martien C. A. Van Zuijlen

Elementary methods for failure due to a sequence of Markovian events pp. 1-8

J. Gani

Some reflections on the Renewal-theory paradox in queueing theory pp. 1-14

Robert B. Cooper, Shun-Chen Niu and Mandyam M. Srinivasan

A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process pp. 1-14

Doncho S. Donchev

Multiserver queueing networks and the tandem queue model pp. 1-14

Pierre Le Gall