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Classical solutions of linear regulator for degenerate diffusions.
January 01, 2006
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Quasilinearization for the periodic boundary value problem for systems...
January 01, 2006
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Exact transient solution of a state-dependent birth-death process.
January 01, 2006
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Backward stochastic differential equations with two distinct reflectin...
January 01, 2006
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Optimal contracts in continuous-time models.
January 01, 2006
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On covariance generating functions and spectral densities of periodica...
January 01, 2006
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Explicit solutions of some fractional partial differential equations v...
January 01, 2006
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Fixed points of cone compression and expansion multimaps defined on fr...
January 01, 2006
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Characterization of the marginal distributions of Markov processes use...
January 01, 2006
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Sumudu transform fundamental properties investigations and application...
January 01, 2006
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Stabilization of Volterra equations by noise.
January 01, 2006
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Convergence of iterative algorithms to common random fixed points of r...
January 01, 2006
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Stock market dynamics created by interacting agents.
January 01, 2006
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Generalized BSDE driven by a Levy process.
January 01, 2006
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On fuzzy [phi][psi]-continuous multifunction.
January 01, 2006
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Quasi-stationary distributions for birth-death processes with killing.
January 01, 2006
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Sample-path analysis of the proportional relation and its constant for...
January 01, 2006
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A positive solution for singular discrete boundary value problems with...
January 01, 2006
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On solutions of general nonlinear stochastic integral equations.
January 01, 2006
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Abstract semilinear stochastic ito-Volterra integrodifferential equati...
January 01, 2006
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Random fixed point theorems for multivalued nonexpansive non-self-rand...
January 01, 2006
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A scalarization technique for computing the power and exponential mome...
January 01, 2006
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Existence and uniqueness of constrained globally optimal feedback cont...
January 01, 2006
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Robustness of solutions of linear differential equations with infinite...
January 01, 2006
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Locally periodic homogenization of reflected diffusion.
January 01, 2006
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Multivalued H-essential maps of acyclic type on Hausdorff topological ...
January 01, 2006
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Central limit theorem for solutions of random initialized differential...
January 01, 2006
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Rothe time-discretization method for the semilinear heat equation subj...
January 01, 2006
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On the mixed fractional Brownian motion.
January 01, 2006
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Some limit theorems connected with Brownian local time.
January 01, 2006
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Large-scale stochastic hereditary systems under Markovian structural p...
January 01, 2006
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Equivalence and stability of random fixed point iterative procedures.
January 01, 2006
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Approximating fixed points of non-self asymptotically nonexpansive map...
January 01, 2006
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Moderate deviations for bounded subsequences.
January 01, 2006
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Large-scale stochastic hereditary systems under Markovian structural p...
January 01, 2006
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Random fixed points of multivalued inward random operators.
January 01, 2006
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Complementarity problem for [eta]-monotone-type maps.
January 01, 2006
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On changes of measure in stochastic volatility models.
January 01, 2006
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Option pricing in a regime-switching model using the fast Fourier tran...
January 01, 2006
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Existence of solutions to Sobolev-type partial neutral differential eq...
January 01, 2006
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Real zeros of random algebraic polynomials with binomial elements.
January 01, 2006
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Generalized preinvex functions and their properties.
January 01, 2006
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Upper and lower solutions method for differential inclusions with inte...
January 01, 2006
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Rothe time-discretization method for a nonlocal problem arising in the...
January 01, 2006
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Attractivity of nonlinear impulsive delay differential equations.
January 01, 2006
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Operator self-similar processes on Banach spaces.
January 01, 2006
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A singular control problem with an expected and a pathwise ergodic per...
January 01, 2006
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A semimartingale characterization of average optimal stationary polici...
January 01, 2006
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Euler-Maruyama approximations in mean-reverting stochastic volatility ...
January 01, 2006
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Invariant densities of random maps have lower bounds on their supports...
January 01, 2006
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Bond portfolio's duration and investment term-structure management pro...
January 01, 2006
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The single server queue and the storage model: large deviations and fi...
January 01, 2006
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A note on strong solutions of stochastic differential equations with a...
January 01, 2006
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Approximation and optimality necessary conditions in relaxed stochasti...
January 01, 2006
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Representations of isotropic Gaussian random fields with homogeneous i...
January 01, 2006
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Mixed quasi-equilibrium-like problems.
January 01, 2006
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On nondensely defined semilinear stochastic functional differential eq...
January 01, 2006
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Effective utilization of idle time in an (s,S) inventory with positive...
January 01, 2006
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Mean convergence theorem for multidimensional arrays of random element...
January 01, 2006
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Large-scale stochastic hereditary systems under Markovian structural p...
January 01, 2006
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Chover-type laws of the iterated logarithm for weighted sums of [[rho]...
January 01, 2006
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Null exact controllability of the parabolic equations with equivalued ...
January 01, 2006
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Duality for multiobjective variational control and multiobjective frac...
January 01, 2006
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Solution of a transmission problem for semilinear parabolic-hyperbolic...
January 01, 2006
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Installment options close to expiry.
January 01, 2006
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Likely path to extinction in simple branching models with large initia...
January 01, 2006
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Stability of invariant sets of Ito stochastic differential equations w...
January 01, 2006
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Orbital stability of standing waves for a class of Schrodinger equatio...
January 01, 2006
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A remark on recent results for finding zeroes of accretive operators.
January 01, 2006
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Stability of retrial queues with versatile retrial policy.
January 01, 2006
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Linear filtering of systems with memory and application to finance.
January 01, 2006
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Existence of solutions of a special class of fuzzy integral equations.
January 01, 2006
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Sensitivity analysis for relaxed cocoercive nonlinear quasivariational...
January 01, 2006
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Free area estimation in a dynamic germ-grain model with renewal droppi...
January 01, 2006
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Mean convergence theorems and weak laws of large numbers for double ar...
January 01, 2006
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