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Stochastic Analysis and Applications, Volume 25 Issue 3 2007

ISSN: 1532-9356 (electronic) 0736-2994 (paper)
Publication Frequency: 6 issues per year
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Original Articles
The Existence, Uniqueness, and Measurability of a Stopped Semilinear Integral Equation
Hamideh D. Hamedani; Bijan Z. Zangeneh
Pages 493 – 518
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Strong Propagations of Chaos in Moran's Type Particle Interpretations of Feynman–Kac Measures
P. Del Moral; L. Miclo
Pages 519 – 575
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Markov Decision Processes with Variance Minimization: A New Condition and Approach
Quanxin Zhu; Xianping Guo
Pages 577 – 592
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Parameter Estimates and Exact Variations for Stochastic Heat Equations Driven by Space-Time White Noise
Jan Pospíšil; Roger Tribe
Pages 593 – 611
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An Impact of Stochastic Dynamic Boundary Conditions on the Evolution of the Cahn-Hilliard System
Desheng Yang; Jinqiao Duan
Pages 613 – 639
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Prediction of Fractional Brownian Motion-Type Processes
A. Inoue; V. V. Anh
Pages 641 – 666
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A Girsanov Type Theorem on the Path Space Over a Compact Riemannian Manifold
Jingxiao Zhang; D. Kannan
Pages 667 – 678
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Some Results of Backward Itô Formula
Giuseppe Da Prato;  Jose-Luis Menaldi; Luciano Tubaro
Pages 679 – 703
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A Maximum Principle for Stochastic Control with Partial Information
Fouzia Baghery; Bernt Øksendal
Pages 705 – 717
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