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Stochastic Analysis and Applications, Volume 16 Issue 1 1998

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
The viability theorem for stochastic differential inclusions
Jean-Pierre Aubin; Giuseppe Da Prato
Pages 1 – 15
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Feedback stabilization of nonlinear stochastic systems by locally bounded controls
Christophe Boulanger
Pages 17 – 27
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A recursive algorithm for the solution of special non-linear stochastic differential equations
Georg Budke; Rupert Lasser
Pages 29 – 41
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A Jurdjevic-Quinn Theorem for Stochastic Nonlinear Systems
R. Chabour; M. Oumoun
Pages 43 – 50
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Expected transition costs based on a Markov model having fuzzy states with an application to policy selection
A. De Korvin; R. Kleyle
Pages 51 – 64
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A note on monotone iterative technique for one-dimensional stochastic differential equations
Xiaodong Ding; Xiaojun Sun
Pages 65 – 81
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M.A.P.Estimation for hidden discrete Markov random fields
Robert J. Elliott; Lakhdar Aggoun
Pages 83 – 89
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Stochastic differential games with multiple modes
Mrinal K. Ghosh; Steven I. Marcus
Pages 91 – 105
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Stochastic maximum principle: a minimizing sequence approach
N. G. Medhin
Pages 107 – 118
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A remark on the stability of the l.m.s. tracking algorithm
P. Priouret; A.Yu Veretenikov
Pages 119 – 129
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A novel approach for the stochastic effects of radiation on cell survival
A. Rangan; V. Arunachalam
Pages 131 – 152
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A convergence theorem for a special class of stochastic processes
Richard Rödler
Pages 153 – 162
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The filtered counting process and its applications to stochastic manufacturing systems
B. D. Sivazlian; K. G. Gakis
Pages 163 – 184
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Non parametric estimation of the diffusion coefficient of a diffusion process
Pages 185 – 200
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