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Stochastic Analysis and Applications, Volume 23 Issue 2 2005

ISSN: 1532-9356 (electronic) 0736-2994 (paper)
Publication Frequency: 6 issues per year
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Original Articles
Stochastic Integrals and the Lévy–Ito Decomposition Theorem on Separable Banach Spaces
S. Albeverio; B. Rüdiger
Pages 217 – 253
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Nonhomogeneous Noise and Q-Wiener Processes on Bounded Domains
Dirk Blömker
Pages 255 – 273
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Financial Markets with Memory I: Dynamic Models
V. Anh; A. Inoue
Pages 275 – 300
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Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization
V. Anh;  A. Inoue; Y. Kasahara
Pages 301 – 328
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Transient Analysis of an M/M/1 Queue Subject to Catastrophes and Server Failures
B. Krishna Kumar; S. Pavai Madheswari
Pages 329 – 340
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Homogenization in Random Dirichlet Forms
Sergio Albeverio; Maria Simonetta Bernabei
Pages 341 – 364
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Stochastic Processes Associated with a Sum of the Lévy Laplacians
Kimiaki Sait�
Pages 365 – 381
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Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters
M. Eddahbi;  R. Lacayo;  J. L. Solé;  J. Vives; C. A. Tudor
Pages 383 – 400
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High Order Stochastic Inclusions and Their Applications
Mariusz Michta; Jerzy Motyl
Pages 401 – 420
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