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Stochastic Analysis and Applications, Volume 25 Issue 4 2007

ISSN: 1532-9356 (electronic) 0736-2994 (paper)
Publication Frequency: 6 issues per year
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Original Articles
String Stability of Singularly Perturbed Stochastic Systems
Liliana Rybarska-Rusinek; Lesław Socha
Pages 719 – 737
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Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences
Weidong Liu; Zheng-yan Lin
Pages 739 – 762
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On the Solution to QBD Processes with Finite State Space
Essia H. Elhafsi; Mart Molle
Pages 763 – 779
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Approximation of Multiple Stratonovich Fractional Integrals
Constantin Tudor; Maria Tudor
Pages 781 – 799
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Explicit Martingale Representations for Brownian Functionals and Applications to Option Hedging
Jean-François Renaud; Bruno Rémillard
Pages 801 – 820
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Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model
Robert J. Elliott;  Tak Kuen Siu;  Leunglung Chan; John W. Lau
Pages 821 – 843
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Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization
Arnab Basu; Mrinal K. Ghosh
Pages 845 – 867
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The Mean-Variance Hedging of a Defaultable Option with Partial Information
Michael Kohlmann; Dewen Xiong
Pages 869 – 893
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On Almost Sure and Mean Convergence of Normed Double Sums of Banach Space Valued Random Elements
Andrew Rosalsky; Le Van Thanh
Pages 895 – 911
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