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Stochastic Analysis and Applications, Volume 25 Issue 1 2007

ISSN: 1532-9356 (electronic) 0736-2994 (paper)
Publication Frequency: 6 issues per year
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Original Articles
The Strong Convergence and Numerical Stability of Multistep Approximations of Solutions of Stochastic Ordinary Differential Equations
Rózsa Horváth-Bokor
Pages 1 – 38
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Local Time and a Tanaka Formula for a Class of Discontinuous Measure-Valued Branching Processes
J. Villa
Pages 39 – 53
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Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging
Wencai Chen;  Dewen Xiong; Zhongxing Ye
Pages 55 – 71
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Nonexplosion Criteria for Solutions of SDE with Fractional Brownian Motion
Kiyomasa Narita
Pages 73 – 88
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Generalized Law of the Iterated Logarithm and Its Convergence Rate
Pingyan Chen; Yongcheng Qi
Pages 89 – 103
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Linear Stochastic Differential Equations Driven by a Fractional Brownian Motion with Hurst Parameter Less than 1/2
Jorge A. León; Jaime San Martín
Pages 105 – 126
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Mx/G/1 Queue with Multiple Vacations
Qingzhen Xu;  Susu Bao;  Zhanyou; Naishuo Tian
Pages 127 – 140
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Evaluation Formulas for Conditional Function Space Integrals I
Seung Jun Chang;  Jae Gil Choi; David Skoug
Pages 141 – 168
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A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes
José Manuel Corcuera;  David Nualart; Jeannette H. C. Woerner
Pages 169 – 186
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Shooting Methods for Numerical Solution of Nonlinear Stochastic Boundary-Value Problems
Armando Arciniega
Pages 187 – 200
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Optimal Dynamic Control for the Defined Benefit Pension Plans with Stochastic Benefit Outgo
Jing Xu;  D. Kannan; Bo Zhang
Pages 201 – 236
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Stochastic Convolution-Type Heat Equations with Nonlinear Drift
Mohamed Erraoui;  Habib Ouerdiane; José Luís da Silva
Pages 237 – 254
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No Arbitrage and the Growth Optimal Portfolio
Morten Mosegaard Christensen; Kasper Larsen
Pages 255 – 280
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