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Stochastic Analysis and Applications, Volume 26 Issue 2 2008

ISSN: 1532-9356 (electronic) 0736-2994 (paper)
Publication Frequency: 6 issues per year
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Original Articles
Measure Distributions for Some Poisson Process Random Domains and Statistical Applications
Marcello De Giosa
Pages 197 – 208
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Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
Hao Yan;  Junyu Zhang; Xianping Guo
Pages 209 – 231
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Expected Number of Slope Crossings of Certain Gaussian Random Polynomials
S. Rezakhah; S. Shemehsavar
Pages 232 – 242
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A Uniform Bound on a Combinatorial Central Limit Theorem for Randomized Orthogonal Array Sampling Designs
K. Neammanee; K. Laipaporn
Pages 243 – 255
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On a Class of Stochastic Anderson Models with Fractional Noises
Lijun Bo;  Yiming Jiang; Yongjin Wang
Pages 256 – 273
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Construction of Equivalent Stochastic Differential Equation Models
Edward J. Allen;  Linda J. S. Allen;  Armando Arciniega; Priscilla E. Greenwood
Pages 274 – 297
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A Note on Convergence of the Equi-Energy Sampler
Christophe Andrieu;  Ajay Jasra;  Arnaud Doucet; Pierre Del Moral
Pages 298 – 312
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Risk Minimizing Option Pricing in a Regime Switching Market
Amogh Deshpande; Mrinal K. Ghosh
Pages 313 – 324
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A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations
Chenggui Yuan; Xuerong Mao
Pages 325 – 333
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Singularity of Fractional Brownian Motions with Different Hurst Indices
B. L. S. Prakasa Rao
Pages 334 – 337
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Numerical Solution to Hybrid Stochastic Differential Systems
S. Pederson; M. Sambandham
Pages 338 – 356
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Derivation of Stochastic Partial Differential Equations
Edward J. Allen
Pages 357 – 378
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Invariant Measures for a Stochastic Kuramoto–Sivashinsky Equation
Benedetta Ferrario
Pages 379 – 407
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Stochastic Differential Equations with Non-Lipschitz Coefficients in Hilbert Spaces
Bin Xie
Pages 408 – 433
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