Stochastic Analysis and Applications, Volume 28, Issue 1 (2009)

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Stochastic Analysis and Applications, Volume 28, Issue 1 (2009)

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Original Articles

Article
Some Limit Theorems for Linear Processes Generated by Symmetrically Exchangeable Random Variables
Ke-Ang Fu & Li-Xin Zhang
Pages: 1-7
Published online: 21 Dec 2009
AbstractforSome Limit Theorems for Linear Processes Generated by Symmetrically Exchangeable Random Variables | Full Text | References | PDF (75.5 KB)
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Article
Strong Stability of the Batch Arrival Queueing Systems
L. Boukir, L. Bouallouche-Medjkoune & D. Aïssani
Pages: 8-25
Published online: 21 Dec 2009
AbstractforStrong Stability of the Batch Arrival Queueing Systems | Full Text | References | PDF (124.2 KB)
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Article
Some New Results for Departure Process in the MX/G/1 Queueing System with a Single Vacation and Exhaustive Service
Wojciech M. Kempa
Pages: 26-43
Published online: 21 Dec 2009
AbstractforSome New Results for Departure Process in the MX/G/1 Queueing System with a Single Vacation and Exhaustive Service | Full Text | References | PDF (123.9 KB)
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Article
Analysis of the GI/Geo/1 Queue with Disasters
Hyun Min Park, Won Seok Yang & Kyung Chul Chae
Pages: 44-53
Published online: 21 Dec 2009
AbstractforAnalysis of the GI/Geo/1 Queue with Disasters | Full Text | References | PDF (169.5 KB)
  • 148 Views
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Article
Minimal-Variance Hedging in Large Financial Markets: Random Fields Approach
Giulia Di Nunno & Inga Baadshaug Eide
Pages: 54-85
Published online: 21 Dec 2009
AbstractforMinimal-Variance Hedging in Large Financial Markets: Random Fields Approach | Full Text | References | PDF (186.2 KB)
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Article
On the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Bounded Random Variables
Deli Li, Yongcheng Qi & Andrew Rosalsky
Pages: 86-102
Published online: 21 Dec 2009
AbstractforOn the Set of Limit Points of Normed Sums of Geometrically Weighted I.I.D. Bounded Random Variables | Full Text | References | PDF (117 KB)
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Article
On the Moments of the Modulus of Continuity of Itô Processes
Markus Fischer & Giovanna Nappo
Pages: 103-122
Published online: 21 Dec 2009
AbstractforOn the Moments of the Modulus of Continuity of Itô Processes | Full Text | References | PDF (152.4 KB)
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Article
The Convergence to Equilibrium of Neutral Genetic Models
P. Del Moral, L. Miclo, F. Patras & S. Rubenthaler
Pages: 123-143
Published online: 21 Dec 2009
AbstractforThe Convergence to Equilibrium of Neutral Genetic Models | Full Text | References | PDF (155.4 KB)
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Article
Upper and Lower Bounds for Probabilities in the Conditional Borel–Cantelli Lemma
B. L. S. Prakasa Rao
Pages: 144-156
Published online: 21 Dec 2009
AbstractforUpper and Lower Bounds for Probabilities in the Conditional Borel–Cantelli Lemma | Full Text | References | PDF (99.7 KB)
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Article
Asymptotics in the MAP/G/1 Queue with Critical Load
Jeongsim Kim & Bara Kim
Pages: 157-168
Published online: 21 Dec 2009
AbstractforAsymptotics in the MAP/G/1 Queue with Critical Load | Full Text | References | PDF (106.7 KB)
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Errata

Correction
Erratum
Pages: 169-170
Published online: 21 Dec 2009
CitationforErratum | Full Text | PDF (136.7 KB)
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