Stochastic Analysis and Applications, Volume 22, Issue 5 (2004)

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Stochastic Analysis and Applications, Volume 22, Issue 5 (2004)

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Original Articles

Article
Stability in Distribution of Numerical Solutions for Stochastic Differential Equations
Chenggui Yuan & Xuerong Mao
Pages: 1133-1150
Published online: 01 Sep 2006
AbstractforStability in Distribution of Numerical Solutions for Stochastic Differential Equations | Full Text | References | PDF (180.6 KB)
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Article
Performance Analysis of a Finite-Buffer Bulk-Arrival and Bulk-Service Queue with Variable Server Capacity
Seok Ho Chang, Dae Won Choi & Tae-Sung Kim
Pages: 1151-1173
Published online: 01 Sep 2006
AbstractforPerformance Analysis of a Finite-Buffer Bulk-Arrival and Bulk-Service Queue with Variable Server Capacity | Full Text | References | PDF (193.7 KB)
  • 196 Views
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Article
Particle Motions in Absorbing Medium with Hard and Soft Obstacles
Pierre Del Moral & Arnaud Doucet
Pages: 1175-1207
Published online: 01 Sep 2006
AbstractforParticle Motions in Absorbing Medium with Hard and Soft Obstacles | Full Text | References | PDF (258.8 KB)
  • 83 Views
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Article
Fractional Bilinear Stochastic Equations with the Drift in the First Fractional Chaos
Constantin Tudor
Pages: 1209-1233
Published online: 01 Sep 2006
AbstractforFractional Bilinear Stochastic Equations with the Drift in the First Fractional Chaos | Full Text | References | PDF (226.5 KB)
  • 79 Views
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Article
The Virtual Waiting Time for the Batch Arrival Queueing Systems
Wojciech Kempa
Pages: 1235-1255
Published online: 01 Sep 2006
AbstractforThe Virtual Waiting Time for the Batch Arrival Queueing Systems | Full Text | References | PDF (182.9 KB)
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Article
A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals
Jong Woo Jeon, Kyu Seok Lee & Yoon Tae Kim
Pages: 1257-1271
Published online: 01 Sep 2006
AbstractforA Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals | Full Text | References | PDF (175.1 KB)
  • 92 Views
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Article
Some Results on Nonlinear Backward Stochastic Evolution Equations
A. M. Márquez-Durán & J. Real
Pages: 1273-1293
Published online: 01 Sep 2006
AbstractforSome Results on Nonlinear Backward Stochastic Evolution Equations | Full Text | References | PDF (206.1 KB)
  • 95 Views
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Article
Shooting Methods for Numerical Solution of Stochastic Boundary-Value Problems
Armando Arciniega & Edward Allen
Pages: 1295-1314
Published online: 01 Sep 2006
AbstractforShooting Methods for Numerical Solution of Stochastic Boundary-Value Problems | Full Text | References | PDF (198.3 KB)
  • 99 Views
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Article
Inventory System Subject to Disaster with General Interarrival Times
T. V. Varghese & A. Krishnamoorthy
Pages: 1315-1326
Published online: 01 Sep 2006
AbstractforInventory System Subject to Disaster with General Interarrival Times | Full Text | References | PDF (149.3 KB)
  • 61 Views
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Article
Irregular Sampling of Generalized Harmonizable Processes
A. G. García, M. J. Muñoz-Bouzo & A. Portal
Pages: 1327-1339
Published online: 01 Sep 2006
AbstractforIrregular Sampling of Generalized Harmonizable Processes | Full Text | References | PDF (174.8 KB)
  • 34 Views
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Article
On Weak Solutions to Stochastic Differential Inclusions Driven by Semimartingales
Mariusz Michta
Pages: 1341-1361
Published online: 01 Sep 2006
AbstractforOn Weak Solutions to Stochastic Differential Inclusions Driven by Semimartingales | Full Text | References | PDF (227.6 KB)
  • 86 Views
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Article
Diffusion-Approximations for Navier-Stokes Equation in Space-Time Gaussian Velocity Field
Hisao Watanabe
Pages: 1363-1384
Published online: 01 Sep 2006
AbstractforDiffusion-Approximations for Navier-Stokes Equation in Space-Time Gaussian Velocity Field | Full Text | References | PDF (207.8 KB)
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