International Journal of Stochastic Analysis

Classical solutions of linear regulator for degenerate diffusions

On the mixed fractional Brownian motion

Existence and uniqueness of constrained globally optimal feedback controls in a linear-quadratic framework

Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching

Attractivity of nonlinear impulsive delay differential equations

Optimal contracts in continuous-time models

Locally periodic homogenization of reflected diffusion

Existence of solutions of a special class of fuzzy integral equations

Abstract semilinear stochastic Itó-Volterra integrodifferential equations

Stock market dynamics created by interacting agents

Fixed points of cone compression and expansion multimaps defined on Fréchet spaces: The projective limit approach

A singular control problem with an expected and a pathwise ergodic performance criterion

Duality for multiobjective variational control and multiobjective fractional variational control problems with pseudoinvexity

On solutions of general nonlinear stochastic integral equations

Approximation and optimality necessary conditions in relaxed stochastic control problems

International Journal of Stochastic Analysis

Table of Contents

Table of Contents: 2006

Classical solutions of linear regulator for degenerate diffusions

On the mixed fractional Brownian motion

Existence and uniqueness of constrained globally optimal feedback controls in a linear-quadratic framework

Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching

Attractivity of nonlinear impulsive delay differential equations

Optimal contracts in continuous-time models

Locally periodic homogenization of reflected diffusion

Existence of solutions of a special class of fuzzy integral equations

Abstract semilinear stochastic Itó-Volterra integrodifferential equations

Stock market dynamics created by interacting agents

Fixed points of cone compression and expansion multimaps defined on Fréchet spaces: The projective limit approach

A singular control problem with an expected and a pathwise ergodic performance criterion

Duality for multiobjective variational control and multiobjective fractional variational control problems with pseudoinvexity

On solutions of general nonlinear stochastic integral equations

Approximation and optimality necessary conditions in relaxed stochastic control problems