Journal of Applied Mathematics and Stochastic Analysis

Title Publication Date Language Citations
On the Lower Classes of Some Mixed Fractional Gaussian Processes with Two Logarithmic Factors2008/03/17English2
Approximation and optimality necessary conditions in relaxed stochastic control problems2006/06/01English2
Modified Iterative Algorithms for Nonexpansive Mappings2009/06/03English2
Random Three-Step Iteration Scheme and Common Random Fixed Point of Three Operators2007/12/27English2
On (s,S) inventory system with random lead time and repeated demands2006/01/04English2
A Time-Series Approach to Non-Self-Financing Hedging in a Discrete-Time Incomplete Market2008/09/02English2
A Maximum Principle Approach to Risk Indifference Pricing with Partial Information2008/11/18English2
Asymptotic Analysis of a Loss Model with Trunk Reservation I: Trunks Reserved for Fast Traffic2008/02/25English2
Continuity of fuzzy multifunctions1999/01/01English2
Sample correlations of infinite variance time series models: an empirical and theoretical study1998/01/01English2
On Variant Reflected Backward SDEs, with Applications2009/06/18English2
Central Limit Theorem of the Smoothed Empirical Distribution Functions for Asymptotically Stationary Absolutely Regular Stochastic Processes2008/04/03English1
Hereditary Portfolio Optimization with Taxes and Fixed Plus Proportional Transaction Costs—Part II2007/01/03English1
Hereditary Portfolio Optimization with Taxes and Fixed Plus Proportional Transaction Costs—Part I2007/01/08English1
Mixed problem with boundary integral conditions for a certain parabolic equation1996/01/01English1
Singularly perturbed telegraph equations with applications in the random walk theory1998/01/01English1
Existence, uniqueness and continuability of solutions of impulsive differential-difference equations1999/01/01English1
Sensitivity analysis for variational inclusions by Wiener-Hopf equation techniques1999/01/01English1
On a mild solution of a semilinear functional-differential evolution nonlocal problem1997/01/01English1
Extinction in a generalized Lotka-Volterra predator-prey model2000/01/01English1
A queueing system with queue length dependent service times, with applications to cell discarding in ATM networks1999/01/01English1
Single server queueing networks with varying service times and renewal input2000/01/01English1
The MX/G/1 queue with queue length dependent service times2001/01/01English1
Limiting behavior of the perturbed empirical distribution functions evaluated at U-statistics for strongly mixing sequences of random variables1997/01/01English1
Galerkin approximation and the strong solution of the Navier-Stokes equation2000/01/01English1
Reflected forward-backward SDEs and obstacle problems with boundary conditions2001/01/01English1
A k-out-of-n reliability system with an unreliable server and phase type repairs and services: the (N,T) policy2001/01/01English1
Probabilistic analysis of the telegrapher's process with drift by means of relativistic transformations2001/01/01English1
Essentials of stochastic finance, by Albert N. Shiryaev2000/01/01English1
A spectral approach to compute the mean performance measures of the queue with low-order BMAP input2003/01/01English1