Stochastic Analysis and Applications, Volume 19, Issue 5 (2001)

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Stochastic Analysis and Applications, Volume 19, Issue 5 (2001)

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Original Articles

Article
A pathwise approach to backward and forward stochastic differential equations on the poisson space*
Jorge A. León, Josep L. Solé & Josep Vives
Page: 0
Published online: 15 Feb 2007
AbstractforA pathwise approach to backward and forward stochastic differential equations on the poisson space* | Full Text | References | PDF (180.9 KB)
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Article
On the paths Hölder continuity in models of Euclidean quantum field theory
Sergio Albeverio, Roman Gielerak & Francesco Russo
Pages: 677-702
Published online: 15 Feb 2007
AbstractforOn the paths Hölder continuity in models of Euclidean quantum field theory | Full Text | References | PDF (256.2 KB)
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Article
On existence and local stability of solutions of stochastic differential equations
Zengjing Chen
Pages: 703-714
Published online: 15 Feb 2007
AbstractforOn existence and local stability of solutions of stochastic differential equations | Full Text | References | PDF (140.5 KB)
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Article
Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations
Vasile Dragan & Toader Morozan
Pages: 715-751
Published online: 15 Feb 2007
AbstractforGame-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations | Full Text | References | PDF (290.5 KB)
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Article
Hedging options in market models modulated by the fractional Brownian motion
Boualem Djehiche & M'hamed Eddahbi
Pages: 753-770
Published online: 15 Feb 2007
AbstractforHedging options in market models modulated by the fractional Brownian motion | Full Text | References | PDF (175.7 KB)
  • 151 Views
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Article
Stopped Doob inequality for p-th moment, 0 <p<∞, stochastic convolution integrals
Hamideh D. Hamedani & Bijan Z. Zangeneh
Pages: 771-798
Published online: 15 Feb 2007
AbstractforStopped Doob inequality for p-th moment, 0 <p<∞, stochastic convolution integrals | Full Text | References | PDF (236.5 KB)
  • 119 Views
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Article
On the semi-Markovian random walk with two reflecting barriers
Tahır A. Khanıev, İhsan Unver & Selahattın Maden
Pages: 799-819
Published online: 15 Feb 2007
AbstractforOn the semi-Markovian random walk with two reflecting barriers | Full Text | References | PDF (182.2 KB)
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Article
Some general notions of variability ordering with applications
Broderick O. Oluyede
Pages: 841-856
Published online: 15 Feb 2007
AbstractforSome general notions of variability ordering with applications | Full Text | References | PDF (148.4 KB)
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Article
Random fixed point theorems for 1-set-contractive multivalued random maps
Naseer Shahzad
Pages: 857-862
Published online: 15 Feb 2007
AbstractforRandom fixed point theorems for 1-set-contractive multivalued random maps | Full Text | References | PDF (101.7 KB)
  • 43 Views
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Article
Individuals control schemes for monitoring the mean and variance of processes subject to drifts
Marion R. Reynolds Jr. & Zachary G. Stoumbos
Pages: 863-892
Published online: 15 Feb 2007
AbstractforIndividuals control schemes for monitoring the mean and variance of processes subject to drifts | Full Text | References | PDF (190 KB)
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Article
Evaluating a model of forest succession using fuzzy analysis
Jeong-Mi Yoon & André de Korvin
Pages: 893-901
Published online: 15 Feb 2007
AbstractforEvaluating a model of forest succession using fuzzy analysis | Full Text | References | PDF (105.6 KB)
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