International Journal of Stochastic Analysis

Rothe time-discretization method for a nonlocal problem arising in thermoelasticity

On the first-passage time of integrated Brownian motion

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

Real almost zeros of random polynomials with complex coefficients

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

Multiobjective duality with-invexity

On some stochastic parabolic differential equations in a Hilbert space

Davis-type theorems for martingale difference sequences

Transient analysis of a fluid queue driven by a birth and death process suggested by a chain sequence

A generalization of Straube's theorem: existence of absolutely continuous invariant measures for random maps

Using factorization in analyzing D-BMAP/G/1 queues

Approximation of solutions to retarded differential equations with applications to population dynamics

International Journal of Stochastic Analysis

Table of Contents

Table of Contents: 2005

Rothe time-discretization method for a nonlocal problem arising in thermoelasticity

On the first-passage time of integrated Brownian motion

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

Real almost zeros of random polynomials with complex coefficients

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

Multiobjective duality with-invexity

On some stochastic parabolic differential equations in a Hilbert space

Davis-type theorems for martingale difference sequences

Transient analysis of a fluid queue driven by a birth and death process suggested by a chain sequence

A generalization of Straube's theorem: existence of absolutely continuous invariant measures for random maps

Using factorization in analyzing D-BMAP/G/1 queues

Approximation of solutions to retarded differential equations with applications to population dynamics