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Stochastic Analysis and Applications, Volume 20 Issue 3 2002

ISSN: 1532-9356 (electronic) 0736-2994 (paper)
Publication Frequency: 6 issues per year
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Original Articles
Mean–variance hedging with random volatility jumps
Francesca Biagini; Paolo Guasoni
Pages 471 – 494
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Remarks on the existence and approximation for semilinear stochastic differential equations in Hilbert spaces
Y. El Boukfaoui; M. Erraoui
Pages 495 – 518
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Infinite dimensional BSDE with jumps
Mohammed Hassani; Youssef Ouknine
Pages 519 – 565
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Perturbed stochastic hereditary differential equations
Svetlana Janković; Miljana Jovanović
Pages 567 – 589
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Single machine scheduling with randomly compressible processing times
X. D. Qi;  G. Yin; J. R. Birge
Pages 591 – 613
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A Wong–Zakai type approximation for two-parameter processes
Kyu Seok Lee;  Yoon Tae Kim; Jong Woo Jeon
Pages 615 – 642
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A strong law of large numbers for arrays of rowwise negatively dependent random variables
Robert L. Taylor;  Ronald F. Patterson; Abolghassem Bozorgnia
Pages 643 – 656
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Improvement and extension to “exponential stability and stabilizability in mean square of large-scale stochastic systems”
Yunlung Ting
Pages 657 – 671
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Anticipating stratonovich integral with respect to the Azema's martingales
C. A. Tudor; J. Vives
Pages 673 – 692
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