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Stochastic Analysis and Applications, Volume 17 Issue 2 1999

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
An H–theorem for a class of Markov processes
Alberto Abbondandolo
Pages 131 – 136
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On the equivalence of the measures induced by banach valued gaussian autoregressive processes
Denis Bosq; Tahar Mourid
Pages 137 – 144
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Weak convergence for smooth estimator of a distribution function under negative association
Zongwu Cai; George G. Roussas
Pages 145 – 168
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Long time existence for the heat equation with a spatially correlated noise term
N. Franzova
Pages 169 – 190
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Filtering for hybrid systems with Markovian and deterministic switching parameters
D. Kannan; J. Nelson Rushton
Pages 191 – 217
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A convergence method for stochastic differential games with a small parameter
K. M. Ramachandran
Pages 219 – 252
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Estimating Markov transition matrices using uncertain observed states
Joe H. Sullivan; William H. Woodall
Pages 253 – 274
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The distribution of hermitian indefinite quadratic forms
Shagufta A. Sultan
Pages 275 – 293
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Emprical distribution for linear system identification
G. Yin;  B. G. Fitzpatrick; K. Yin
Pages 295 – 313
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