## Table of Contents [1–100 of 697 articles]

The following is a list of the articles that have been published in Journal of Applied Mathematics and Stochastic Analysis between 1990 and 2009. The journal title has been changed to International Journal of Stochastic Analysis in 2013.

- Spectral Approximation of Infinite-Dimensional Black-Scholes Equations with Memory, Mou-Hsiung Chang and Roger K. Youree

Volume 2009 (2009), Article ID 782572, 37 pages - A Boundary Value Problem with Multivariables Integral Type Condition for Parabolic Equations, A. L. Marhoune and F. Lakhal

Volume 2009 (2009), Article ID 975601, 13 pages - On Modelling Long Term Stock Returns with Ergodic Diffusion Processes: Arbitrage and Arbitrage-Free Specifications, Bernard Wong

Volume 2009 (2009), Article ID 215817, 16 pages - Defaultable Game Options in a Hazard Process Model, Tomasz R. Bielecki, Stéphane Crépey, Monique Jeanblanc, and Marek Rutkowski

Volume 2009 (2009), Article ID 695798, 33 pages - Interloss Time in Loss System, Pierpaolo Ferrante

Volume 2009 (2009), Article ID 308025, 14 pages - On Variant Reflected Backward SDEs, with Applications, Jin Ma and Yusun Wang

Volume 2009 (2009), Article ID 854768, 26 pages - Modified Iterative Algorithms for Nonexpansive Mappings, Yonghong Yao, Muhammad Aslam Noor, and Syed Tauseef Mohyud-Din

Volume 2009 (2009), Article ID 320820, 11 pages - Algebraic Polynomials with Random Coefficients with Binomial and Geometric Progressions, K. Farahmand and M. Sambandham

Volume 2009 (2009), Article ID 725260, 6 pages - Implicit Difference Inequalities Corresponding to First-Order Partial Differential Functional Equations, Z. Kamont and K. Kropielnicka

Volume 2009 (2009), Article ID 254720, 18 pages - A Numerical Solution Using an Adaptively Preconditioned Lanczos Method for a Class of Linear Systems Related with the Fractional Poisson Equation, M. Ilić, I. W. Turner, and V. Anh

Volume 2008 (2008), Article ID 104525, 26 pages - A Hull and White Formula for a General Stochastic Volatility Jump-Diffusion Model with Applications to the Study of the Short-Time Behavior of the Implied Volatility, Elisa Alòs, Jorge A. León, Monique Pontier, and Josep Vives

Volume 2008 (2008), Article ID 359142, 17 pages - Strong Convergence of Viscosity Methods for Continuous Pseudocontractions in Banach Spaces, Filomena Cianciaruso, Giuseppe Marino, Luigi Muglia, and Haiyun Zhou

Volume 2008 (2008), Article ID 149483, 11 pages - On the Survival Time of a Duplex System: A Sokhotski-Plemelj Problem, Edmond J. Vanderperre

Volume 2008 (2008), Article ID 905721, 13 pages - Analysis of MAP/PH(1), PH(2)/2 Queue with Bernoulli Vacations, B. Krishna Kumar, R. Rukmani, and V. Thangaraj

Volume 2008 (2008), Article ID 396871, 20 pages - The Distribution of the Interval between Events of a Cox Process with Shot Noise Intensity, Angelos Dassios and Jiwook Jang

Volume 2008 (2008), Article ID 367170, 14 pages - A Maximum Principle Approach to Risk Indifference Pricing with Partial Information, Ta Thi Kieu An, Bernt Øksendal, and Frank Proske

Volume 2008 (2008), Article ID 821243, 15 pages - Fredholm Determinant of an Integral Operator Driven by a Diffusion Process, Adrian P. C. Lim

Volume 2008 (2008), Article ID 130940, 17 pages - Characterisation of Exponential Convergence to Nonequilibrium Limits for Stochastic Volterra Equations, John A. D. Appleby, Siobhán Devin, and David W. Reynolds

Volume 2008 (2008), Article ID 473156, 27 pages - The Packing Measure of the Trajectory of a One-Dimensional Symmetric Cauchy Process, A. C. Okoroafor

Volume 2008 (2008), Article ID 564601, 7 pages - On the Optimality of Inventory Policies: A Quasivariational Approach, Lakdere Benkherouf

Volume 2008 (2008), Article ID 158193, 9 pages - A Time-Series Approach to Non-Self-Financing Hedging in a Discrete-Time Incomplete Market, N. Josephy, L. Kimball, and V. Steblovskaya

Volume 2008 (2008), Article ID 275217, 20 pages - A Fluid Model for a Relay Node in an Ad Hoc Network: Evaluation of Resource Sharing Policies, Michel Mandjes and Werner Scheinhardt

Volume 2008 (2008), Article ID 518214, 25 pages - Pricing Participating Products under a Generalized Jump-Diffusion Model, Tak Kuen Siu, John W. Lau, and Hailiang Yang

Volume 2008 (2008), Article ID 474623, 30 pages - On Different Classes of Algebraic Polynomials with Random Coefficients, K. Farahmand, A. Grigorash, and B. McGuinness

Volume 2008 (2008), Article ID 189675, 8 pages - Hölder-Type Inequalities for Norms of Wick Products, Alberto Lanconelli and Aurel I. Stan

Volume 2008 (2008), Article ID 254897, 22 pages - Central Limit Theorem of the Smoothed Empirical Distribution
Functions for Asymptotically Stationary Absolutely Regular Stochastic Processes, Echarif Elharfaoui and Michel Harel

Volume 2008 (2008), Article ID 735436, 18 pages - Weak Approximation of SDEs by Discrete-Time Processes, Henryk Zähle

Volume 2008 (2008), Article ID 275747, 15 pages - On the Lower Classes of Some Mixed Fractional Gaussian Processes with Two Logarithmic Factors, Charles El-Nouty

Volume 2008 (2008), Article ID 160303, 16 pages - Integral Averages of Two Generalizations of the Poisson Kernel by Haruki and Rassias, Serap Bulut

Volume 2008 (2008), Article ID 760214, 6 pages - Unbounded Solutions of a Boundary Value Problem for Abstract
*n*th-Order Differential Equations on an Infinite Interval, Zhenbin Liu, Lishan Liu, Yonghong Wu, and Jing Zhao

Volume 2008 (2008), Article ID 589480, 11 pages - Asymptotic Analysis of a Loss Model with Trunk Reservation I: Trunks Reserved for Fast Traffic, John A. Morrison and Charles Knessl

Volume 2008 (2008), Article ID 415692, 34 pages - Monotonicity of Harnack Inequality for Positive Invariant Harmonic Functions, Yifei Pan and Mei Wang

Volume 2007 (2007), Article ID 39171, 12 pages - On Zeros of Self-Reciprocal Random Algebraic Polynomials, K. Farahmand

Volume 2007 (2007), Article ID 43091, 7 pages - Comparison of Inventory Systems with Service, Positive Lead-Time, Loss, and Retrial of Customers, A. Krishnamoorthy and K. P. Jose

Volume 2007 (2007), Article ID 37848, 23 pages - Continuous Interpolation of Solution Sets of Lipschitzian Quantum Stochastic Differential Inclusions, E. O. Ayoola and John O. Adeyeye

Volume 2007 (2007), Article ID 80750, 12 pages - Hölder Continuity up to the Boundary of Minimizers for Some Integral Functionals with Degenerate Integrands, S. Bonafede, V. Cataldo, and S. D'Asero

Volume 2007 (2007), Article ID 31819, 14 pages - Common Fixed Points of Mappings and Set-Valued Mappings in Symmetric Spaces with Application to Probabilistic Spaces, M. Aamri, A. Bassou, S. Bennani, and D. El Moutawakil

Volume 2007 (2007), Article ID 59204, 7 pages - On the Lower Bound for the Number of Real Roots of a
Random Algebraic Equation, Takashi Uno

Volume 2007 (2007), Article ID 74191, 8 pages - Jump Telegraph Processes and Financial Markets with Memory, Nikita Ratanov

Volume 2007 (2007), Article ID 72326, 19 pages - Nonlinear Vector Variational Inequality Problems for -Pseudomonotone Maps, A. P. Farajzadeh

Volume 2007 (2007), Article ID 78343, 6 pages - On a Class of Measure-Dependent Stochastic Evolution Equations Driven by fBm, Eduardo Hernandez, David N. Keck, and Mark A. McKibben

Volume 2007 (2007), Article ID 69747, 26 pages - Fluid Limits of Optimally Controlled Queueing Networks, Guodong Pang and Martin V. Day

Volume 2007 (2007), Article ID 68958, 19 pages - A Family of Non-Gaussian Martingales with Gaussian Marginals, Kais Hamza and Fima C. Klebaner

Volume 2007 (2007), Article ID 92723, 19 pages - Some Local Asymptotic Laws for the Cauchy Process on the Line, A. Chukwuemeka Okoroafor

Volume 2007 (2007), Article ID 81934, 9 pages - On a Class of Forward-Backward Stochastic Differential Systems in Infinite Dimensions, Giuseppina Guatteri

Volume 2007 (2007), Article ID 42640, 33 pages -
Solutions of BSDEs with Stochastic Lipschitz Condition, Jiajie Wang, Qikang Ran, and Qihong Chen

Volume 2007 (2007), Article ID 78196, 14 pages - Hereditary Portfolio Optimization with Taxes and Fixed Plus
Proportional Transaction Costs—Part I, Mou-Hsiung Chang

Volume 2007 (2007), Article ID 82753, 33 pages - Laws of Large Numbers for Asymmetrical Cauchy Random Variables, André Adler

Volume 2007 (2007), Article ID 56924, 6 pages - Hereditary Portfolio Optimization with Taxes and Fixed Plus Proportional Transaction Costs—Part II, Mou-Hsiung Chang

Volume 2007 (2007), Article ID 40149, 25 pages - Random Three-Step Iteration Scheme and Common Random Fixed Point of Three Operators, Somyot Plubtieng, Poom Kumam, and Rabian Wangkeeree

Volume 2007 (2007), Article ID 82517, 10 pages - On inventory system with random lead time and repeated
demands, P. V. Ushakumari

Volume 2006 (2006), Article ID 81508, 22 pages - Analysis of a -out-of- system with spares, repairs, and a probabilistic rule, Srinivas R. Chakravarthy

Volume 2006 (2006), Article ID 39093, 23 pages - On changes of measure in stochastic volatility models, Bernard Wong and C. C. Heyde

Volume 2006 (2006), Article ID 18130, 13 pages - Random fixed points of multivalued inward random operators, A. R. Khan and A. A. Domlo

Volume 2006 (2006), Article ID 19428, 8 pages - Approximating fixed points of non-self asymptotically nonexpansive
mappings in Banach spaces, Yongfu Su and Xiaolong Qin

Volume 2006 (2006), Article ID 21961, 13 pages - Quasi-stationary distributions for birth-death processes with killing, Pauline Coolen-Schrijner and Erik A. van Doorn

Volume 2006 (2006), Article ID 84640, 15 pages - Representations of isotropic Gaussian random fields with homogeneous increments, Kacha Dzhaparidze, Harry van Zanten, and Pawel Zareba

Volume 2006 (2006), Article ID 72731, 25 pages - Generalized BSDE driven by a Lévy process, Mohamed El Otmani

Volume 2006 (2006), Article ID 85407, 25 pages - Installment options close to expiry, G. Alobaidi and R. Mallier

Volume 2006 (2006), Article ID 60824, 9 pages - Option pricing in a regime-switching model using the fast Fourier transform, R. H. Liu, Q. Zhang, and G. Yin

Volume 2006 (2006), Article ID 18109, 22 pages - Effective utilization of idle time in an inventory with positive service tim
, A. Krishnamoorthy, T. G. Deepak, Viswanath C. Narayanan, and K. Vineetha

Volume 2006 (2006), Article ID 69068, 13 pages - Convergence of iterative algorithms to common random fixed points of random operators, Ismat Beg and Mujahid Abbas

Volume 2006 (2006), Article ID 89213, 16 pages - Mean convergence theorem for multidimensional arrays of random elements in Banach spaces, Le Van Thanh

Volume 2006 (2006), Article ID 68605, 6 pages - Rothe time-discretization method for the semilinear heat equation subject to a nonlocal boundary condition, Nabil Merazga and Abdelfatah Bouziani

Volume 2006 (2006), Article ID 34053, 20 pages - Moderate deviations for bounded subsequences, George Stoica

Volume 2006 (2006), Article ID 21782, 5 pages - Classical solutions of linear regulator for degenerate diffusions, Md. Azizul Baten

Volume 2006 (2006), Article ID 98764, 16 pages - On the mixed fractional Brownian motion, Mounir Zili

Volume 2006 (2006), Article ID 32435, 9 pages - Existence and uniqueness of constrained globally optimal
feedback controls in a linear-quadratic framework, Yashan Xu

Volume 2006 (2006), Article ID 41926, 22 pages - Euler-Maruyama approximations in mean-reverting
stochastic volatility model under regime-switching, Xuerong Mao, Aubrey Truman, and Chenggui Yuan

Volume 2006 (2006), Article ID 80967, 20 pages - Attractivity of nonlinear impulsive delay differential
equations, Zhichun Yang and Daoyi Xu

Volume 2006 (2006), Article ID 83152, 12 pages - Optimal contracts in continuous-time models, Jakša Cvitanić, Xuhu Wan, and Jianfeng Zhang

Volume 2006 (2006), Article ID 95203, 27 pages - Locally periodic homogenization of reflected diffusion, Aboubakary Diakhaby and Youssef Ouknine

Volume 2006 (2006), Article ID 37643, 17 pages - Existence of solutions of a special class of fuzzy integral equations, K. Balachandran and K. Kanagarajan

Volume 2006 (2006), Article ID 52620, 8 pages - Abstract semilinear stochastic Itó-Volterra
integrodifferential equations, David N. Keck and Mark A. McKibben

Volume 2006 (2006), Article ID 45253, 22 pages - Stock market dynamics created by interacting agents, Mohamed Riad Remita and Karl-Theodor Eisele

Volume 2006 (2006), Article ID 86412, 11 pages - Fixed points of cone compression and expansion
multimaps defined on Fréchet spaces: The projective limit
approach, Ravi P. Agarwal and Donal O'Regan

Volume 2006 (2006), Article ID 92375, 13 pages - A singular control problem with an expected and a pathwise ergodic performance criterion, Andrew Jack and Mihail Zervos

Volume 2006 (2006), Article ID 82538, 19 pages - Duality for multiobjective variational control and multiobjective fractional variational control problems with pseudoinvexity, C. Nahak

Volume 2006 (2006), Article ID 62631, 15 pages - On solutions of general nonlinear stochastic integral equations, K. Balachandran and J.-H. Kim

Volume 2006 (2006), Article ID 45979, 7 pages - Approximation and optimality necessary conditions in relaxed stochastic control problems, Seïd Bahlali, Brahim Mezerdi, and Boualem Djehiche

Volume 2006 (2006), Article ID 72762, 23 pages - Invariant densities of random maps have lower bounds on their supports, Paweł Góra, Abraham Boyarsky, and Md Shafiqul Islam

Volume 2006 (2006), Article ID 79175, 13 pages - Sumudu transform fundamental properties investigations and
applications, Fethi Bin Muhammed Belgacem and Ahmed Abdullatif Karaballi

Volume 2006 (2006), Article ID 91083, 23 pages - A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient, Nikolaos Halidias and P. E. Kloeden

Volume 2006 (2006), Article ID 73257, 6 pages - On fuzzy -continuous multifunction
, M. Alimohammady and M. Roohi

Volume 2006 (2006), Article ID 85165, 7 pages - Stability of retrial queues with versatile retrial
policy, Tewfik Kernane and Amar Aïssani

Volume 2006 (2006), Article ID 54359, 16 pages - Likely path to extinction in simple branching models
with large initial population, F. C. Klebaner and R. Liptser

Volume 2006 (2006), Article ID 60376, 23 pages - Solution of a transmission problem for semilinear
parabolic-hyperbolic equations by the time-discretization
method, Abdelfatah Bouziani

Volume 2006 (2006), Article ID 61439, 23 pages - Bond portfolio's duration and investment term-structure management problem, Daobai Liu

Volume 2006 (2006), Article ID 76920, 19 pages - On covariance generating functions and spectral densities of periodically correlated autoregressive processes, Z. Shishebor, A. R. Nematollahi, and A. R. Soltani

Volume 2006 (2006), Article ID 94746, 17 pages - Operator self-similar processes on Banach spaces, Mihaela T. Matache and Valentin Matache

Volume 2006 (2006), Article ID 82838, 18 pages - Mixed quasi-equilibrium-like problems, Muhammad Aslam Noor

Volume 2006 (2006), Article ID 70930, 8 pages - Viscosity solution of linear regulator quadratic for degenerate diffusions, Md. Azizul Baten

Volume 2006 (2006), Article ID 48369, 17 pages - Sensitivity analysis for relaxed cocoercive nonlinear quasivariational inclusions, Ram U. Verma

Volume 2006 (2006), Article ID 52041, 9 pages - A scalarization technique for computing the power and exponential
moments of Gaussian random matrices, Igor Vladimirov and Bevan Thompson

Volume 2006 (2006), Article ID 42542, 20 pages - The single server queue and the storage model: Large deviations and fixed points, Moez Draief

Volume 2006 (2006), Article ID 74603, 22 pages - Robustness of solutions of linear differential equations with infinite delay, Anwar A. Al-Badarneh (Al-Nayef) and Rabaa K. Maaitah

Volume 2006 (2006), Article ID 38769, 13 pages - Mean convergence theorems and weak laws of large numbers for
double arrays of random variables, Le Van Thanh

Volume 2006 (2006), Article ID 49561, 15 pages - Random fixed point theorems for multivalued nonexpansive
non-self-random operators, S. Plubtieng and P. Kumam

Volume 2006 (2006), Article ID 43796, 9 pages - Existence results for second-order impulsive functional differential inclusions, Yong-Kui Chang and Li-Mei Qi

Volume 2006 (2006), Article ID 28216, 12 pages - Stability of invariant sets of Itô stochastic
differential equations with Markovian switching, Jiaowan Luo

Volume 2006 (2006), Article ID 59032, 6 pages