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 17 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 17 Issue 1 1999

ISSN: 1532-9356 (electronic) 0736-2994 (paper)
Publication Frequency: 6 issues per year
select-down Click for help
Miscellany
Editorial Board
Pages ebi – ebii
Abstract | Full Text PDF | Request Permissions
Related Articles
 buy now buy now
Original Articles
Some cauchy problems in white noise analysis and associated semigroups of operators
Dong Myung Chung; Un Cig Ji
Pages 1 – 22
Abstract | References | Full Text PDF | Request Permissions
Related Articles
 buy now buy now
Explicit stability conditions for stochastic integro-differential equations with non-selfadjoint operator coefficients
Aleksey Drozdov
Pages 23 – 41
Abstract | References | Full Text PDF | Request Permissions
Related Articles
 buy now buy now
On a class of stochastic equations in hilbert spaces: solvability and smoothing properties
Marco Fuhrman
Pages 43 – 69
Abstract | References | Full Text PDF | Request Permissions
Related Articles
 buy now buy now
Local time for stable discontinuous superprocesses in one dimension
Marica Lewin
Pages 71 – 84
Abstract | References | Full Text PDF | Request Permissions
Related Articles
 buy now buy now
On convergence of series of independent random elements in banach spaces
Eunwoo Nam;  Andrew Rosalsky; Andrej I. Volodin
Pages 85 – 97
Abstract | References | Full Text PDF | Request Permissions
Related Articles
 buy now buy now
Discrete time nonlinear filtering with marked point process observations
F. Dufour; D. Kannan
Pages 99 – 115
Abstract | References | Full Text PDF | Request Permissions
Related Articles
 buy now buy now
Nonzero sum linear–quadratic stochastic differential games and backward–forward equations
S. Hamadène
Pages 117 – 130
Abstract | References | Full Text PDF | 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