informaworld logo
HOME . ABOUT US . CONTACT US 		HELP . PUBLISH WITH US . LIBRARIANS 
ebooks logo journals logo reference works logo abstract databases logo
bullet  SIGN IN Register | Why Register? | Got a Voucher? alerts   marked lists   shopping cart 

informaworld

HOME   |   SEARCH   |   BROWSE
    Issues List       Latest Issue       Volume 23 Issue 1       Aims & Scope       Editorial Board       Instructions for Authors       Subscribe      
<< earliestearliest   < prevprev   Issue listissues   next >next   latest >>latest
Publisher Logo Publication Cover
Search within this journal
iOpen

Stochastic Analysis and Applications, Volume 23 Issue 1 2005

ISSN: 1532-9356 (electronic) 0736-2994 (paper)
Publication Frequency: 6 issues per year
select-down Click for help
Original Articles
On a Detectability Concept of Discrete-Time Infinite Markov Jump Linear Systems
Eduardo F. Costa;  João B.R. do Val; Marcelo D. Fragosa
Pages 1 – 14
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Weighted Local Time for Fractional Brownian Motion and Applications to Finance
Yaozhong Hu;  Bernt Øksendal; Donna Mary Salopek
Pages 15 – 30
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
On the Convergence of the p-Optimal Martingale Measures to the Minimal Entropy Martingale Measure
Marina Santacroce
Pages 31 – 54
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Cited By | Related Articles 		 buy now buy now
Nonlinear Filtering with Fractional Brownian Motion Noise
Jie Xiong; Xingqiu Zhao
Pages 55 – 67
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Random Ishikawa Iterative Sequence with Applications
S. S. Chang;  Y. J. Cho;  J. K. Kim; H. Y. Zhou
Pages 69 – 77
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Survival Functions and Contact Distribution Functions for Inhomogeneous, Stochastic Geometric Marked Point Processes
Vincenzo Capasso; Elena Villa
Pages 79 – 96
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Cited By | Related Articles 		 buy now buy now
Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
Yufeng Shi;  Yanling Gu; Kai Liu
Pages 97 – 110
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
The Wiener Sausage Asymptotics on Simple Nested Fractals
Katarzyna Pietruska-Pałuba
Pages 111 – 135
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Existence of Solutions of Nonlinear Neutral Stochastic Differential Inclusions in a Hilbert Space
P. Balasubramaniam; D. Vinayagam
Pages 137 – 151
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Cited By | Related Articles 		 buy now buy now
Hidden Markov Chain Filtering for a Jump Diffusion Model
P. Wu; R. J. Elliott
Pages 153 – 163
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
Optimal Control of Stochastic Partial Differential Equations
Bernt Øksendal
Pages 165 – 179
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
The Compact Law of the Iterated Logarithm for Multivariate Stochastic Approximation Algorithms
Abdelkader Mokkadem; Mariane Pelletier
Pages 181 – 203
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
On Characterizing Integral Stopping Time Functionals on Diffusions as Solutions to Boundary Value Problems
David F. Miller
Pages 205 – 216
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles 		 buy now buy now
select-up

Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文（简体和繁體）
© 2009 Informa plc