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Stochastic Analysis and Applications, Volume 19 Issue 5 2001

ISSN: 1532-9356 (electronic) 0736-2994 (paper)
Publication Frequency: 6 issues per year
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Original Articles
On the paths Hölder continuity in models of Euclidean quantum field theory
Sergio Albeverio;  Roman Gielerak; Francesco Russo
Pages 677 – 702
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On existence and local stability of solutions of stochastic differential equations
Zengjing Chen
Pages 703 – 714
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Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations
Vasile Dragan; Toader Morozan
Pages 715 – 751
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Hedging options in market models modulated by the fractional Brownian motion
Boualem Djehiche; M'hamed Eddahbi
Pages 753 – 770
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Stopped Doob inequality for p-th moment, 0 <p<∞, stochastic convolution integrals
Hamideh D. Hamedani; Bijan Z. Zangeneh
Pages 771 – 798
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On the semi-Markovian random walk with two reflecting barriers
Tahır A. Khanıev;  İhsan Unver; Selahattın Maden
Pages 799 – 819
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A pathwise approach to backward and forward stochastic differential equations on the poisson space *
Jorge A. León;  Josep L. Solé; Josep Vives
Page 1
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Some general notions of variability ordering with applications
Broderick O. Oluyede
Pages 841 – 856
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Random fixed point theorems for 1-set-contractive multivalued random maps
Naseer Shahzad
Pages 857 – 862
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Individuals control schemes for monitoring the mean and variance of processes subject to drifts
Marion R. Reynolds Jr.; Zachary G. Stoumbos
Pages 863 – 892
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Evaluating a model of forest succession using fuzzy analysis
Jeong-Mi Yoon; André de Korvin
Pages 893 – 901
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