Stochastic Analysis and Applications, Volume 23, Issue 4 (2005)

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Stochastic Analysis and Applications, Volume 23, Issue 4 (2005)

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Original Articles

Article
Operator Semi-Stable Distributions
Cheng Wang & Zhihao Ma
Pages: 659-664
Published online: 15 Feb 2007
AbstractforOperator Semi-Stable Distributions | Full Text | References | PDF (66.1 KB)
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Article
A Kolmogorov and Tightness Criterion in Modular Besov Spaces and an Application to a Class of Gaussian Processes
B. Boufoussi*, E. Lakhel* & M. Dozzi*
Pages: 665-685
Published online: 15 Feb 2007
AbstractforA Kolmogorov and Tightness Criterion in Modular Besov Spaces and an Application to a Class of Gaussian Processes | Full Text | References | PDF (142.3 KB)
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Article
A Note on Merton's Portfolio Selection Problem for the Schwartz Mean-Reversion Model
Fred Espen Benth & Kenneth Hvistendahl Karlsen
Pages: 687-704
Published online: 15 Feb 2007
AbstractforA Note on Merton's Portfolio Selection Problem for the Schwartz Mean-Reversion Model | Full Text | References | PDF (117.1 KB)
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Article
Adaptive Estimation of FCG Using Nonlinear State-Space Models
Vassilios C. Moussas, Sokratis K. Katsikas & Demetrios G. Lainiotis
Pages: 705-722
Published online: 15 Feb 2007
AbstractforAdaptive Estimation of FCG Using Nonlinear State-Space Models | Full Text | References | PDF (362.1 KB)
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Article
Existence of Weak Solutions to Stochastic Evolution Inclusions
Adam Jakubowski, Mikhail Kamenskii & Paul Raynaud de Fitte
Pages: 723-749
Published online: 15 Feb 2007
AbstractforExistence of Weak Solutions to Stochastic Evolution Inclusions | Full Text | References | PDF (166.3 KB)
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Article
A Random Set Extension of a Strong Law of Large Numbers of Cantrell and Rosalsky
Pedro Terán
Pages: 751-756
Published online: 15 Feb 2007
AbstractforA Random Set Extension of a Strong Law of Large Numbers of Cantrell and Rosalsky | Full Text | References | PDF (61.7 KB)
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Article
A Three-Field Finite Element Method for Elliptic Partial Differential Equations Driven by Stochastic Loads
Scott R. Franklin, Padmanabhan Seshaiyer & Philip W. Smith
Pages: 757-783
Published online: 15 Feb 2007
AbstractforA Three-Field Finite Element Method for Elliptic Partial Differential Equations Driven by Stochastic Loads | Full Text | References | PDF (1.3 MB)
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Article
Analysis of the MX/G/1 Queue Under D-Policy
Ho Woo Lee, Jung Woo Baek & Jongwoo Jeon
Pages: 785-808
Published online: 15 Feb 2007
AbstractforAnalysis of the MX/G/1 Queue Under D-Policy | Full Text | References | PDF (164.4 KB)
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Article
Numerical Analysis of Stochastic Differential Equations with Explosions
Juan Dávila, Julian Fern´ndez Bonder, Julio D. Rossi, Pablo Groisman & Mariela Sued
Pages: 809-825
Published online: 15 Feb 2007
AbstractforNumerical Analysis of Stochastic Differential Equations with Explosions | Full Text | References | PDF (219.7 KB)
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Article
Existence of Solutions of General Nonlinear Stochastic Volterra Fredholm Integral Equations
K. Balachandran, K. Sumathy & H. H. Kuo
Pages: 827-851
Published online: 15 Feb 2007
AbstractforExistence of Solutions of General Nonlinear Stochastic Volterra Fredholm Integral Equations | Full Text | References | PDF (138.2 KB)
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Article
General Weak Laws of Large Numbers for Bootstrap Sample Means
John H. J. Einmahl & Andrew Rosalsky
Pages: 853-869
Published online: 15 Feb 2007
AbstractforGeneral Weak Laws of Large Numbers for Bootstrap Sample Means | Full Text | References | PDF (106 KB)
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