Stochastics, Volume 29, Issue 1 (1990)

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Stochastics and Stochastic Reports, Volume 29, Issue 1 (1990)

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Original Articles

Article
Un théorème d'unicité pour l'equation de zakaï
M. Chaleyat-Maurel, D. Michel & E. Pardoux
Pages: 1-12
Published online: 04 Apr 2007
AbstractforUn théorème d'unicité pour l'equation de zakaï | References | PDF (454.5 KB)
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Article
Second-order discretization schemes of stochastic differential systems for the computation of the invariant law
Denis Talay
Pages: 13-36
Published online: 04 Apr 2007
AbstractforSecond-order discretization schemes of stochastic differential systems for the computation of the invariant law | References | PDF (796.7 KB)
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Article
Brownian models of closed queueing networks with homogeneous customer populations
J. M. Harrison, R. J. Williams & H. Chen
Pages: 37-74
Published online: 04 Apr 2007
AbstractforBrownian models of closed queueing networks with homogeneous customer populations | References | PDF (1.7 MB)
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Article
On a generalization of the theorem of p. levy
H. J. Engelbert & W. Schmidt
Pages: 75-88
Published online: 04 Apr 2007
AbstractforOn a generalization of the theorem of p. levy | References | PDF (653.8 KB)
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Article
The lyapunov spectrum and stable manifolds for stochastic linear delay equations
Salah Eldin A. Mohammed
Pages: 89-131
Published online: 04 Apr 2007
AbstractforThe lyapunov spectrum and stable manifolds for stochastic linear delay equations | References | PDF (1.5 MB)
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Article
Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments
Lucien Foldes
Pages: 133-170
Published online: 04 Apr 2007
AbstractforConditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments | References | PDF (1.9 MB)
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Miscellany

Editorial board
Pages: ebi-ebii
Published online: 04 Apr 2007
CitationforEditorial board | PDF (101.9 KB)
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