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Stochastic Analysis and Applications, Volume 18 Issue 4 2000

ISSN: 1532-9356 (electronic) 0736-2994 (paper)
Publication Frequency: 6 issues per year
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Miscellany
Editorial Board
Pages ebi – ebii
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Original Articles
Stein–type shrinkage quantile estimation
S. E. Ahmed
Pages 475 – 492
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Convergence and stability analysis of system of partial differential equations under Markovian structural perturbations–i: vector lyapunov–like functions
M. J. Anabtawi; G. S. Ladde
Pages 493 – 524
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Converging multistep schemes for weak solutions of quantum stochastic differential equations
E. O. Ayoola
Pages 525 – 554
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On oblique reflecting switched diffusion processes
Jai Heui Kim; Jung Hoon Song
Pages 555 – 569
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On explicit solutions to stochastic differential equations
M. A. Kouritsin; Li Deli
Pages 571 – 580
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Long-time behavior of solutions to a class of stochastic parabolic equations with homogeneous white noise: itô's case
Igor D. Chueshov; Pierre A. Vuillermot
Pages 581 – 615
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On a ogawa–type integral with application to the fractional brownian motion
Rosario Delgado; Maria Jolis
Pages 617 – 634
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Single–machine scheduling with random machine breakdowns and randomly compressible processing times
X. D. Qi;  G. Yin; J. R. Birge
Pages 635 – 653
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Family size order statistics in branching processes with immigration
George P. Yanev; Chris P. Tsokos
Pages 655 – 670
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