International Journal of Stochastic Analysis

Table of Contents: 2005

  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2005
  • - Article ID 985917

Complete analysis of MAP/G/1/N queue with single (multiple) vacation(s) under limited service discipline

U. C. Gupta | A. D. Banik | S. S. Pathak
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2005
  • - Article ID 901863

Recursive smoothers for hidden discrete-time Markov chains

Lakhdar Aggoun
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2005
  • - Article ID 937014

Existence of solutions of general nonlinear fuzzy Volterra-Fredholm integral equations

K. Balachandran | K. Kanagarajan
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2005
  • - Article ID 298259

Properties of fixed point set of a multivalued map

Abdul Rahim Khan
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2005
  • - Article ID 951429

Local volatility in the Heston model: a Malliavin calculus approach

Christian-Oliver Ewald
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2005
  • - Article ID 973980

Abstract stochastic integrodifferential delay equations

David N. Keck | Mark A. McKibben
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2005
  • - Article ID 139878

𝒞-total stability and almost periodicity for some partial functional differential equations with infinite delay

Abdelhai Elazzouzi | Khalil Ezzinbi
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2005
  • - Article ID 909521

Asymptotic expansion for the functional of Markovian evolution in Rd in the circuit of diffusion approximation

I. V. Samoilenko
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2005
  • - Article ID 960738

On the first-passage time of integrated Brownian motion

Christian H. Hesse
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2005
  • - Article ID 438197

A Stroock formula for a certain class of Lévy processes and applications to finance

M. Eddahbi | J. L. Solé | J. Vives
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2005
  • - Article ID 281505

Real almost zeros of random polynomials with complex coefficients

K. Farahmand | A. Grigorash | P. Flood
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2005
  • - Article ID 204048

Exact and approximate solutions of delay differential equations with nonlocal history conditions

S. Agarwal | D. Bahuguna
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2005
  • - Article ID 395727

Multiobjective duality with ρ(η,θ)-invexity

C. Nahak | S. Nanda
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2005
  • - Article ID 459581

On some stochastic parabolic differential equations in a Hilbert space

Khairia El-Said El-Nadi
  • International Journal of Stochastic Analysis -
  • Special Issue
  • Volume 2005
  • - Article ID 532648

Davis-type theorems for martingale difference sequences

George Stoica

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