Volume 11 [42 articles]

• Editorial, Jewgeni H. Dshalalow
  Volume 11 (1998), Issue 3, Pages 219-220
• Impulse control in Kalman-like filtering problems, Michael V. Basin and Mark A. Pinsky
  Volume 11 (1998), Issue 1, Pages 1-8
• On the approximation of an integral by a sum of random variables, John H. J. Einmahl and Martien C. A. Van Zuijlen
  Volume 11 (1998), Issue 2, Pages 107-114
• Self-similar processes in collective risk theory, Zbigniew Michna
  Volume 11 (1998), Issue 4, Pages 429-448
• Volterra and Urysohn integral equations in Banach spaces, Donal O'Regan
  Volume 11 (1998), Issue 4, Pages 449-464
• Analysis of the asymmetrical shortest two-server queueing model, J. W. Cohen
  Volume 11 (1998), Issue 2, Pages 115-162
• Singularly perturbed telegraph equations with applications in the random walk theory, Jacek Banasiak and Janusz R. Mika
  Volume 11 (1998), Issue 1, Pages 9-28
• On Ryszard Syski, J. W. Cohen
  Volume 11 (1998), Issue 3, Pages 223-224
• Nonlinear filtering and optimal quality control, Václav E. Beneš
  Volume 11 (1998), Issue 3, Pages 225-230
• A non-nonstandard proof of Reimers' existence result for heat SPDEs, Hassan Allouba
  Volume 11 (1998), Issue 1, Pages 29-41
• The stationary G/G/s queue with non-identical servers, Pierre Le Gall
  Volume 11 (1998), Issue 2, Pages 163-178
• Moment computation in shift invariant spaces, David A. Eubanks, Patrick J. van Fleet, and Jianzhong Wang
  Volume 11 (1998), Issue 4, Pages 465-479
• Generalized stability of motion of impulsive Lurie-Postnikov systems with structural perturbation, A. A. Martynyuk and I. P. Stavroulakis
  Volume 11 (1998), Issue 4, Pages 481-492
• A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process, Doncho S. Donchev
  Volume 11 (1998), Issue 2, Pages 179-192
• Linear distribution processes, L. Bel, G. Oppenheim, L. Robbiano, and M. C. Viano
  Volume 11 (1998), Issue 1, Pages 43-58
• Sojourn times for the Brownian motion, Lajos Takács
  Volume 11 (1998), Issue 3, Pages 231-246
• A heavy-traffic theorem for the GI/G/1 queue with a Pareto-type service time distribution, J. W. Cohen
  Volume 11 (1998), Issue 3, Pages 247-254
• The stationary G/G/s queue, Pierre Le Gall
  Volume 11 (1998), Issue 1, Pages 59-71
• Oscillation criteria for high order delay partial differential equations, Xinzhi Liu and Xilin Fu
  Volume 11 (1998), Issue 2, Pages 193-208
• A G-KKM type theorem and its applications to minimax inequalities on G-convex spaces, Mohammad S. R. Chowdhury
  Volume 11 (1998), Issue 4, Pages 493-505
• Semilinear integro-differential equations with compact semigroups, D. Bahuguna and S. K. Srivastava
  Volume 11 (1998), Issue 4, Pages 507-517
• Second method of Lyapunov for stability of linear impulsive differential-difference equations with variable impulsive perturbations, D. D. Bainov, I. M. Stamova, and A. S. Vatsala
  Volume 11 (1998), Issue 2, Pages 209-216
• Selections of set-valued stochastic processes, Mariusz Michta and Longin E. Rybiński
  Volume 11 (1998), Issue 1, Pages 73-78
• Sample correlations of infinite variance time series models: an empirical and theoretical study, Jason Cohen, Sidney Resnick, and Gennady Samorodnitsky
  Volume 11 (1998), Issue 3, Pages 255-282
• Monotone measures of ergodicity for Markov chains, J. Keilson and O. A. Vasicek
  Volume 11 (1998), Issue 3, Pages 283-288
• On a class of multivalued variational inequalities, Muhammad Aslam Noor
  Volume 11 (1998), Issue 1, Pages 79-93
• Generalized optimal stopping problems and financial markets, by Dennis Wong, Jérôme Detemple
  Volume 11 (1998), Issue 2, Pages 217-218
• Stabilization of nonlinear systems by similarity transformations, Irina E. Zuber
  Volume 11 (1998), Issue 4, Pages 519-526
• Oscillation of the solutions of a class of impulsive differential equations with a deviating argument, D. D. Bainov, Margarita B. Dimitrova, and Angel B. Dishliev
  Volume 11 (1998), Issue 1, Pages 95-102
• Filtering with a limiter, R. Liptser and P. Muzhikanov
  Volume 11 (1998), Issue 3, Pages 289-300
• Moment estimation of customer loss rates from transactional data, D. J. Daley and L. D. Servi
  Volume 11 (1998), Issue 3, Pages 301-310
• Introduction to stochastic calculus applied to finance, by Damien Lamberton and Bernard Lapeyre, S. G. Kou
  Volume 11 (1998), Issue 1, Pages 103-105
• Elementary methods for failure due to a sequence of Markovian events, J. Gani
  Volume 11 (1998), Issue 3, Pages 311-318
• Verifying cell loss requirements in high-speed communication networks, Kerry W. Fendick and Ward Whitt
  Volume 11 (1998), Issue 3, Pages 319-338
• Analysis of a multi-server queueing model of ABR, R. Núñez-Queija and O. J. Boxma
  Volume 11 (1998), Issue 3, Pages 339-354
• Some reflections on the Renewal-theory paradox in queueing theory, Robert B. Cooper, Shun-Chen Niu, and Mandyam M. Srinivasan
  Volume 11 (1998), Issue 3, Pages 355-368
• On certain random polygons of large areas, Igor N. Kovalenko
  Volume 11 (1998), Issue 3, Pages 369-376
• Multiserver queueing networks and the tandem queue model, Pierre Le Gall
  Volume 11 (1998), Issue 3, Pages 377-390
• Covariance and relaxation time in finite Markov chains, Julian Keilson
  Volume 11 (1998), Issue 3, Pages 391-396
• Performance limitations of parallel simulations, Liang Chen and Richard F. Serfozo
  Volume 11 (1998), Issue 3, Pages 397-409
• On intensities of modulated Cox measures, Jewgeni H. Dshalalow
  Volume 11 (1998), Issue 3, Pages 411-423
• Quasi-likelihood and its application, by Christopher C. Heyde, Jordan Stoyanov
  Volume 11 (1998), Issue 3, Pages 425-427