Journal of Applied Mathematics and Stochastic Analysis Short Title: J. Appl. Math. Stochastic Anal. Publisher: Hindawi, New York, NY ISSN: 1048-9533; 1687-2177/e Online: http://www.hindawi.com/journals/ijsa/contents/http://www.emis.de/journals/HOA/JAMSA/ Predecessor: Journal of Applied Mathematics and Simulation Successor: International Journal of Stochastic Analysis Comments: Journal; No longer indexed; The coverage of this journal is based on the electronic edition, bibliographic data of the print version may differ. This journal is available open access. Documents Indexed: 653 Publications (1990–2009) References Indexed: 118 Publications with 1,901 References. all top 5 Latest Issues 2009 (2009) 2008 (2008) 2007 (2007) 2006, No. 5 (2006) 2006, No. 4 (2006) 2006, No. 3 (2006) 2006, No. 2 (2006) 2006, No. 1 (2006) 2006 (2006) 2005, No. 3 (2005) 2005, No. 2 (2005) 2005, No. 1 (2005) 2004, No. 4 (2004) 2004, No. 3 (2004) 2004, No. 2 (2004) 2004, No. 1 (2004) 16, No. 4 (2003) 16, No. 3 (2003) 16, No. 2 (2003) 16, No. 1 (2003) 15, No. 4 (2002) 15, No. 3 (2002) 15, No. 2 (2002) 15, No. 1 (2002) 14, No. 4 (2001) 14, No. 3 (2001) 14, No. 2 (2001) 14, No. 1 (2001) 13, No. 4 (2000) 13, No. 3 (2000) 13, No. 2 (2000) 13, No. 1 (2000) 12, No. 4 (1999) 12, No. 3 (1999) 12, No. 2 (1999) 12, No. 1 (1999) 11, No. 4 (1998) 11, No. 3 (1998) 11, No. 2 (1998) 11, No. 1 (1998) 10, No. 4 (1997) 10, No. 3 (1997) 10, No. 2 (1997) 10, No. 1 (1997) 9, No. 4 (1996) 9, No. 3 (1996) 9, No. 2 (1996) 9, No. 1 (1996) 8, No. 4 (1995) 8, No. 3 (1995) 8, No. 2 (1995) 8, No. 1 (1995) 7, No. 4 (1994) 7, No. 3 (1994) 7, No. 2 (1994) 7, No. 1 (1994) 6, No. 4 (1993) 6, No. 3 (1993) 6, No. 2 (1993) 6, No. 1 (1993) 5, No. 4 (1992) 5, No. 3 (1992) 5, No. 2 (1992) 5, No. 1 (1992) 4, No. 4 (1991) 4, No. 3 (1991) 4, No. 2 (1991) 4, No. 1 (1991) 3, No. 4 (1990) 3, No. 3 (1990) 3, No. 2 (1990) 3, No. 1 (1990) all top 5 Authors 19 Dshalalow, Jewgeni H. 17 Balachandran, Krishnan 14 Farahmand, Kambiz 13 O’Regan, Donal 11 Beg, Ismat 11 Verma, Ram U. 10 Byszewski, Ludwik 9 Agarwal, Ravi P. 9 Bahuguna, Dhirendra 9 Bainov, Drumi Dimitrov 9 Noor, Muhammad Aslam 8 Ahmed, Nasir Uddin 8 Shahzad, Naseer 8 Takács, Lajos 7 Bouziani, Abdelfatah 7 Le Gall, Pierre-Yves 7 Venkatesulu, M. 6 Abolnikov, Lev M. 6 Aggoun, Lakhdar 6 Benkherouf, Lakdere 6 Debnath, Lokenath 6 Dukhovny, Alexander M. 6 Guo, Dajun 6 Kloeden, Peter Eris 6 Ntouyas, Sotiris K. 5 Anh, Vo V. 5 Benchohra, Mouffak 5 Boyarsky, Abraham 5 Chakravarthy, Srinivas R. 5 Choi, Bong Dae 5 Dimitrova, Margarita Boneva 5 Góra, Paweł 5 Khan, Abdul Rahim 5 Knessl, Charles 5 Kovalenko, Igor Mykolaĭovych 5 Liu, Xinzhi 5 McKibben, Mark Anthony 5 Sivasundaram, Seenith 4 Bahlali, Khaled 4 Balasubramaniam, Pagavathigounder 4 Bozorgnia, Abolghasem 4 Chang, Mouhsiung 4 Cocozza-Thivent, Christiane 4 Dorogovtsev, Anatoliĭ Yakovych 4 Keck, David N. 4 Kumar Baruah, Pallav 4 Lakshmikantham, Vangipuram 4 Lasserre, Jean-Bernard 4 Lee, Ho Woo 4 Liptser, Robert 4 Ouknine, Youssef 4 Papageorgiou, Nikolaos S. 4 Pokrovskiĭ, Alexeĭ Vadimovich 4 Suhov, Yurii Mikhailovich 4 Syski, Ryszard 4 Vatsala, Aghalaya S. 3 Aizicovici, Sergiu 3 Anguraj, Annamalai 3 Basin, Michael V. 3 Belgacem, Fethi bin Muhammad 3 Choudhury, Binayak Samadder 3 Dhage, Bapurao C. 3 Dudin, Alexander N. 3 Exton, Harold 3 Ezzinbi, Khalil 3 Heikkilä, Seppo V. 3 Hussain, Nawab 3 Kalashnikov, Vladimir Vyacheslavovich 3 Khristova, Snezhana G. 3 Kisielewicz, Michał 3 Kleptsyna, Marina L. 3 Krishnamoorthy, Achyutha 3 Ladde, Gangaram S. 3 Malyshev, Igor 3 Martynyuk, Anatoliĭ Andriĭovych 3 McRae, Farzana A. 3 Melamed, Benjamin 3 Mezerdi, Brahim 3 Michta, Mariusz 3 Mishura, Yuliya Stepanivna 3 Nanda, Sudarsan 3 Pechersky, Eugene A. 3 Qun, Luo 3 Shin, Yang Woo 3 Skorokhod, Anatoliĭ Volodymyrovych 3 Smaoui, Nejib 3 Srinivasu, Pichika D. N. 3 Swift, Randall J. 2 Abbas, Mujahid 2 Agarwal, Shruti 2 Alfa, Attahiru Sule 2 Amini-Dehak, Mohammad 2 Appleby, John A. D. 2 Atkinson, J. Ben 2 Baten, Md. Azizul 2 Cabada, Alberto 2 Chernorutskii, Vladimir V. 2 Cohen, Jacob Willem 2 Cvitanić, Jakša 2 Daley, Daryl John ...and 570 more Authors all top 5 Fields 329 Probability theory and stochastic processes (60-XX) 130 Ordinary differential equations (34-XX) 99 Operations research, mathematical programming (90-XX) 81 Operator theory (47-XX) 74 Partial differential equations (35-XX) 47 Systems theory; control (93-XX) 45 Integral equations (45-XX) 43 Calculus of variations and optimal control; optimization (49-XX) 31 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 28 Statistics (62-XX) 25 Numerical analysis (65-XX) 22 Dynamical systems and ergodic theory (37-XX) 20 General topology (54-XX) 20 Computer science (68-XX) 11 Difference and functional equations (39-XX) 10 Measure and integration (28-XX) 10 Special functions (33-XX) 9 History and biography (01-XX) 9 Functional analysis (46-XX) 8 Approximations and expansions (41-XX) 7 Real functions (26-XX) 6 General and overarching topics; collections (00-XX) 6 Potential theory (31-XX) 6 Quantum theory (81-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 5 Fluid mechanics (76-XX) 5 Biology and other natural sciences (92-XX) 4 Mechanics of deformable solids (74-XX) 4 Information and communication theory, circuits (94-XX) 3 Combinatorics (05-XX) 3 Functions of a complex variable (30-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Mathematical logic and foundations (03-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Integral transforms, operational calculus (44-XX) 2 Convex and discrete geometry (52-XX) 2 Classical thermodynamics, heat transfer (80-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Number theory (11-XX) 1 Sequences, series, summability (40-XX) 1 Algebraic topology (55-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Optics, electromagnetic theory (78-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 454 Publications have been cited 2,954 times in 2,614 Documents Cited by ▼ Year ▼ \(A\)-monotonicity and applications to nonlinear variational inclusion problems. Zbl 1064.49012Verma, Ram U. 78 2004 Sumudu transform fundamental properties investigations and applications. Zbl 1115.44001Belgacem, Fethi Bin Muhammed; Karaballi, Ahmed Abdullatif 75 2006 On a mild solution of a semilinear functional-differential evolution nonlocal problem. Zbl 1043.34504Byszewski, Ludwik; Akca, Haydar 67 1997 Itô’s formula with respect to fractional Brownian motion and its application. Zbl 0867.60029Dai, W.; Heyde, C. C. 62 1996 The fundamental solutions for fractional evolution equations of parabolic type. Zbl 1081.34053El-Borai, Mahmoud M. 62 2004 Stability and asymptotic stability in impulsive semidynamical systems. Zbl 0857.54039Kaul, Saroop K. 44 1994 Fractional differential equations driven by Lévy noise. Zbl 1042.60034Anh, V. V.; McVinish, R. 42 2003 Singularly perturbed telegraph equations with applications in the random walk theory. Zbl 0909.35011Banasiak, Jacek; Mika, Janusz R. 41 1998 Galerkin approximation and the strong solution of the Navier-Stokes equation. Zbl 0974.60045Breckner, Hannelore 40 2000 BSDEs with polynomial growth generators. Zbl 0979.60046Briand, Philippe; Carmona, René 39 2000 On the mixed fractional Brownian motion. Zbl 1147.60313Zili, Mounir 39 2006 BSDE associated with Lévy processes and application to PDIE. Zbl 1027.60057Bahlali, K.; Eddahbi, M.; Essaky, E. 39 2003 Option pricing in a regime-switching model using the fast Fourier transform. Zbl 1140.91402Liu, R. H.; Zhang, Q.; Yin, G. 34 2006 Probabilistic analysis of the telegrapher’s process with drift by means of relativistic transformations. Zbl 0986.60096Beghin, L.; Nieddu, L.; Orsingher, E. 32 2001 Markov chains with transition delta-matrix: Ergodicity conditions, invariant probability measures and applications. Zbl 0745.60069Abolnikov, Lev; Dukhovny, Alexander 29 1991 Existence and uniqueness of a classical solution to a functional-differential abstract nonlocal Cauchy problem. Zbl 0934.34067Byszewski, Ludwik 29 1999 Mixed problem with boundary integral conditions for a certain parabolic equation. Zbl 0864.35049Bouziani, Abdelfatah 29 1996 Boundaries in digital planes. Zbl 0695.54017Khalimsky, Efim; Kopperman, Ralph; Meyer, Paul R. 29 1990 Reflected forward-backward SDEs and obstacle problems with boundary conditions. Zbl 1002.60065Ma, Jin; Cvitanić, Jakša 29 2001 Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs. Zbl 0988.60066Kloeden, P. E.; Shott, S. 27 2001 Existence of solutions of general nonlinear fuzzy Volterra-Fredholm integral equations. Zbl 1099.45005Balachandran, K.; Kanagarajan, K. 26 2005 Existence of solutions to Sobolev-type partial neutral differential equations. Zbl 1119.34060Agarwal, Shruti; Bahuguna, Dhirendra 25 2006 Common fixed point theorems for a pair of countably condensing mappings in ordered Banach spaces. Zbl 1068.47071Dhage, B. C.; O’Regan, Donal; Agarwal, Ravi P. 23 2003 The Pólya-Aeppli process and ruin problems. Zbl 1127.91037Minkova, Leda D. 22 2004 Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence. Zbl 0983.60009Leonenko, N. N.; Anh, V. V. 22 2001 Pricing participating products under a generalized jump-diffusion model. Zbl 1141.91386Siu, Tak Kuen; Lau, John W.; Yang, Hailiang 21 2008 The method of lower and upper solutions for \(n\)th-order periodic boundary value problems. Zbl 0801.34026Cabada, Alberto 21 1994 Complete convergence for negatively dependent random variables. Zbl 1040.60021Amini-Dehak, Mohammad; Bozorgnia, A. 21 2003 Rothe time-discretization method for a nonlocal problem arising in thermoelasticity. Zbl 1077.74019Merazga, Nabil; Bouziani, Abdelfatah 20 2005 Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Zbl 1147.60320Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui 19 2006 Existence and uniqueness of solutions of nonlocal problems for hyperbolic equation \(u_{xt}=F(x,t,u,u_ x)\). Zbl 0725.35059Byszewski, L. 19 1990 Further generalization of generalized quasilinearization method. Zbl 0817.34005Lakshmikantham, V.; Shahzad, N. 18 1994 On changes of measure in stochastic volatility models. Zbl 1147.60321Wong, Bernard; Heyde, C. C. 18 2006 Busy period analysis, rare events and transient behavior in fluid flow models. Zbl 0826.60086Asmussen, Søren 18 1994 On the asymptotic behavior of solutions of certain third-order nonlinear differential equations. Zbl 1077.34052Tunç, Cemil 17 2005 A numerical solution using an adaptively preconditioned Lanczos method for a class of linear systems related with the fractional Poisson equation. Zbl 1162.65015Ilić, M.; Turner, I. W.; Anh, V. 17 2008 Sensitivity analysis for variational inclusions by Wiener-Hopf equation techniques. Zbl 0946.49008Moudafi, Abdellatif; Noor, Muhammad Aslam 17 1999 Functional integro-differential stochastic evolution equations in Hilbert space. Zbl 1031.60061Keck, David N.; McKibben, Mark A. 17 2003 Random fixed point theorems for nonexpansive and contractive-type random operators on Banach spaces. Zbl 0823.47055Beg, Ismat; Shahzad, Naseer 16 1994 A family of non-Gaussian martingales with Gaussian marginals. Zbl 1152.60039Hamza, Kais; Klebaner, Fima C. 16 2007 Self-similar processes in collective risk theory. Zbl 0937.60029Michna, Zbigniew 16 1998 Monotone iterations for differential equations with a parameter. Zbl 0992.34010Jankowski, Tadeusz; Lakshmikantham, V. 16 1997 On the level crossing of multi-dimensional delayed renewal processes. Zbl 0896.60056Dshalalow, Jewgeni H. 16 1997 Mixed problem with a weighted integral condition for a parabolic equation with the Bessel operator. Zbl 1020.35039Mesloub, Said; Bouziani, Abdelfatah 16 2002 Optimal contracts in continuous-time models. Zbl 1140.91433Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng 15 2006 A fixed-size batch service queue with vacations. Zbl 0858.60085Lee, Ho Woo; Lee, Soon Seok; Chae, K. C. 15 1996 Analysis of the asymmetrical shortest two-server queueing model. Zbl 0922.60084Cohen, J. W. 15 1998 Fatou’s lemma and Lebesgue’s convergence theorem for measures. Zbl 0961.28002Hernández-Lerma, Onésimo; Lasserre, Jean B. 15 2000 Mixed problem with integral boundary condition for a high order mixed type partial differential equation. Zbl 1035.35085Denche, M.; Marhoune, A. L. 15 2003 Periodic solutions of non-densely defined delay evolution equations. Zbl 1018.34063Ezzinbi, Khalil; Liu, James H. 15 2002 Multi-dimensional quasi-Toeplitz Markov chains. Zbl 0959.60092Dudin, Alexander N.; Klimenok, Valentina I. 14 1999 Second-order neutral stochastic evolution equations with heredity. Zbl 1077.34062McKibben, Mark A. 14 2004 Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator. Zbl 1104.60029Hamadène, S.; Hdhiri, I. 14 2006 Approximation of solutions to evolution integrodifferential equations. Zbl 0859.34043Bahuguna, D.; Srivastava, S. K. 13 1996 Defaultable game options in a hazard process model. Zbl 1191.91060Bielecki, Tomasz R.; Crépey, Stéphane; Jeanblanc, Monique; Rutkowski, Marek 13 2009 \(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition. Zbl 1154.60048Wang, Jiajie; Ran, Qikang; Chen, Qihong 13 2007 On \((s,S)\) inventory system with random lead time and repeated demands. Zbl 1170.90319Ushakumari, P. V. 13 2006 Convergence of a random iteration scheme to a random fixed point. Zbl 0821.47047Choudhury, Binayak S. 13 1995 A probabilistic approach to the trace at the boundary for solutions of a semilinear parabolic partial differential equation. Zbl 0872.35052Le Gall, Jean-François 13 1996 A simplified proof of a conjecture of D. G. Kendall concerning shapes of random polygons. Zbl 0959.60007Kovalenko, Igor N. 13 1999 Periodic solutions for some partial functional differential equations. Zbl 1076.34081Benkhalti, Rachid; Ezzinbi, Khalil 13 2004 Approximation and optimality necessary conditions in relaxed stochastic control problems. Zbl 1119.49027Bahlali, Seïd; Mezerdi, Brahim; Djehiche, Boualem 13 2006 Optimization in HIV screening problems. Zbl 1044.92027Abolnikov, Lev; Dukhovny, Alexander 13 2003 Nonlinear impulsive Volterra integral equations in Banach spaces and applications. Zbl 0770.45012Guo, Dajun 12 1993 Uniqueness criterion for solution of abstract nonlocal Cauchy problem. Zbl 0776.34050Byszewski, L. 12 1993 Quantitative results for perturbed stochastic differential equations. Zbl 0860.60039Stoyanov, Jordan; Botev, Dobrin 12 1996 A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient. Zbl 1118.60051Halidias, Nikolaos; Kloeden, P. E. 12 2006 Functional differential equations with nonlocal initial conditions. Zbl 0883.34065Aizicovici, Sergiu; Gao, Yun 12 1997 Equivalence and stability of random fixed point iterative procedures. Zbl 1107.47046Beg, Ismat; Abbas, Mujahid 12 2006 On modulated random measures. Zbl 0737.60076Dshalalow, Jewgeni H. 11 1991 General algorithm and sensitivity analysis for variational inequalities. Zbl 0749.49010Noor, Muhammad Aslam 11 1992 Generalized BSDE driven by a Lévy process. Zbl 1147.60319El Otmani, Mohamed 11 2006 Properties of solution set of stochastic inclusions. Zbl 0796.93106Kisielewicz, Michał 11 1993 Volterra and Urysohn integral equations in Banach spaces. Zbl 0921.45008O’Regan, Donal 11 1998 Queueing systems with renovation. Zbl 0896.60068Kreinin, A. Ya. 11 1997 Robust option replication for a Black-Scholes model extended with nondeterministic trends. Zbl 0948.60047Schoenmakers, John G. M.; Kloeden, Peter E. 11 1999 Backward stochastic differential equations with stochastic monotone coefficients. Zbl 1064.60127Bahlali, K.; Elouaflin, A.; N’zi, M. 11 2004 Impulsive integral equations in Banach spaces and applications. Zbl 0760.45007Guo, Dajun 10 1992 Approximate controllability of delayed semilinear control systems. Zbl 1083.93006Wang, Lianwen 10 2005 Generalized preinvex functions and their properties. Zbl 1132.49005Noor, Muhammad Aslam; Noor, Khalida Inayat 10 2006 Some performance measures for vacation models with a batch Markovian arrival process. Zbl 0811.60086Matendo, Sadrac K. 10 1994 Limiting behavior of the perturbed empirical distribution functions evaluated at \(U\)-statistics for strongly mixing sequences of random variables. Zbl 0873.62050Sun, Shan; Chiang, Ching-Yuan 10 1997 Abstract stochastic integro-differential delay equations. Zbl 1105.60045Keck, David N.; McKibben, Mark A. 10 2005 Properties of fixed point set of a multivalued map. Zbl 1101.54044Khan, Abdul Rahim 10 2005 Conditional limit theorems for branching processes. Zbl 0737.60073Takács, Lajos 9 1991 Lyapunov stability theory for dynamic systems on time scales. Zbl 0762.34027Kaymakçalan, Billur 9 1992 Jump telegraph processes and financial markets with memory. Zbl 1149.60053Ratanov, Nikita 9 2007 Generalized quasilinearization method for nonlinear functional differential equations. Zbl 1048.34105Ahmad, Bashir; Ali Khan, Rehmat; Sivasundaram, S. 9 2003 A queueing system with queue length dependent service times, with applications to cell discarding in ATM networks. Zbl 0936.60086Choi, Doo Il; Knessl, Charles; Tier, Charles 8 1999 Approximation of solutions to retarded differential equations with applications to population dynamics. Zbl 1087.34056Bahuguna, D.; Muslim, M. 8 2005 Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs. Zbl 1076.60048Harraj, N.; Ouknine, Y.; Turpin, I. 8 2005 On a class of measure-dependent stochastic evolution equations driven by fbm. Zbl 1143.60319Hernandez, Eduardo; Keck, David N.; Mckibben, Mark A. 8 2007 Sensitivity analysis for relaxed cocoercive nonlinear quasivariational inclusions. Zbl 1120.47056Verma, Ram U. 8 2006 On the nonexistence of a law of the iterated logarithm for weighted sums of identically distributed random variables. Zbl 0715.60038Adler, André 8 1990 Strong maximum principles for parabolic nonlinear problems with nonlocal inequalities together with integrals. Zbl 0726.35023Byszewski, Ludwik 8 1990 Initial value problems for integro-differential equations of Volterra type in Banach spaces. Zbl 0812.45009Guo, Dajun 8 1994 Delay differential systems with discontinuous initial data and existence and uniqueness theorems for systems with impulse and delay. Zbl 0802.34080Krishna, S. V.; Anokhin, A. V. 8 1994 Brownian local times. Zbl 0845.60078Takács, Lajos 8 1995 Semilinear integro-differential equations with compact semigroups. Zbl 0919.34055Bahuguna, D.; Srivastava, S. K. 8 1998 Exact transient solution of a state-dependent birth-death process. Zbl 1102.60073Parthasarathy, P. R.; Sudhesh, R. 8 2006 Defaultable game options in a hazard process model. Zbl 1191.91060Bielecki, Tomasz R.; Crépey, Stéphane; Jeanblanc, Monique; Rutkowski, Marek 13 2009 On variant reflected backward SDEs, with applications. Zbl 1178.60045Ma, Jin; Wang, Yusun 3 2009 Interloss time in \(M/M/1/1\) loss system. Zbl 1178.60064Ferrante, Pierpaolo 2 2009 Modified iterative algorithms for nonexpansive mappings. Zbl 1220.47137Yao, Yonghong; Noor, Muhammad Aslam; Mohyud-Din, Syed Tauseef 2 2009 A boundary value problem with multivariables integral type condition for parabolic equations. Zbl 1197.35131Marhoune, A. L.; Lakhal, F. 2 2009 On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications. Zbl 1176.62103Wong, Bernard 1 2009 Pricing participating products under a generalized jump-diffusion model. Zbl 1141.91386Siu, Tak Kuen; Lau, John W.; Yang, Hailiang 21 2008 A numerical solution using an adaptively preconditioned Lanczos method for a class of linear systems related with the fractional Poisson equation. Zbl 1162.65015Ilić, M.; Turner, I. W.; Anh, V. 17 2008 A time-series approach to non-self-financing hedging in a discrete-time incomplete market. Zbl 1152.91730Josephy, N.; Kimball, L.; Steblovskaya, V. 7 2008 A hull and white formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility. Zbl 1161.60324Alòs, Elisa; León, Jorge A.; Pontier, Monique; Vives, Josep 7 2008 Analysis of MAP/PH(1), PH(2)/2 queue with Bernoulli vacations. Zbl 1157.90362Kumar, B. Krishna; Rukmani, R.; Thangaraj, V. 4 2008 Hölder-type inequalities for norms of Wick products. Zbl 1158.60321Lanconelli, Alberto; Stan, Aurel I. 3 2008 The distribution of the interval between events of a Cox process with shot noise intensity. Zbl 1159.60304Dassios, Angelos; Jang, Jiwook 3 2008 Asymptotic analysis of a loss model with trunk reservation. I: Trunks reserved for fast traffic. Zbl 1159.90328Morrison, John A.; Knessl, Charles 2 2008 Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes. Zbl 1145.60015Elharfaoui, Echarif; Harel, Michel 2 2008 A fluid model for a relay node in an ad hoc network: Evaluation of resource sharing policies. Zbl 1147.68366Mandjes, Michel; Scheinhardt, Werner 2 2008 Unbounded solutions of a boundary value problem for abstract \(n\)th-order differential equations on an infinite interval. Zbl 1154.37316Liu, Zhenbin; Liu, Lishan; Wu, Yonghong; Zhao, Jing 1 2008 On the lower classes of some mixed fractional Gaussian processes with two logarithmic factors. Zbl 1145.60020El-Nouty, Charles 1 2008 Weak approximation of SDEs by discrete-time processes. Zbl 1145.60038Zähle, Henryk 1 2008 On the optimality of \((s,S)\) inventory policies: A quasivariational approach. Zbl 1153.90301Benkherouf, Lakdere 1 2008 A maximum principle approach to risk indifference pricing with partial information. Zbl 1158.91350An, Ta Thi Kieu; Øksendal, Bernt; Proske, Frank 1 2008 On the survival time of a duplex system: A Sokhotski-Plemelj problem. Zbl 1157.90382Vanderperre, Edmond J. 1 2008 Strong convergence of viscosity methods for continuous pseudocontractions in Banach spaces. Zbl 1219.47106Cianciaruso, Filomena; Marino, Giuseppe; Muglia, Luigi; Zhou, Haiyun 1 2008 A family of non-Gaussian martingales with Gaussian marginals. Zbl 1152.60039Hamza, Kais; Klebaner, Fima C. 16 2007 \(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition. Zbl 1154.60048Wang, Jiajie; Ran, Qikang; Chen, Qihong 13 2007 Jump telegraph processes and financial markets with memory. Zbl 1149.60053Ratanov, Nikita 9 2007 On a class of measure-dependent stochastic evolution equations driven by fbm. Zbl 1143.60319Hernandez, Eduardo; Keck, David N.; Mckibben, Mark A. 8 2007 Laws of large numbers for asymmetrical Cauchy random variables. Zbl 1143.60025Adler, André 6 2007 On a class of forward-backward stochastic differential systems in infinite dimensions. Zbl 1154.60044Guatteri, Giuseppina 5 2007 Comparison of inventory systems with service, positive lead-time, loss, and retrial of customers. Zbl 1211.90019Krishnamoorthy, A.; Jose, K. P. 5 2007 Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. II. Zbl 1145.91022Chang, Mou-Hsiung 4 2007 Fluid limits of optimally controlled queueing networks. Zbl 1143.60057Pang, Guodong; Day, Martin V. 4 2007 Hölder continuity up to the boundary of minimizers for some integral functionals with degenerate integrands. Zbl 1255.49063Bonafede, Salvatore; Cataldo, Valentina; D’Asero, Salvatore 3 2007 On zeros of self-reciprocal random algebraic polynomials. Zbl 1143.60037Farahmand, K. 3 2007 Random three-step iteration scheme and common random fixed point of three operators. Zbl 1168.47303Plubtieng, Somyot; Kumam, Poom; Wangkeeree, Rabian 2 2007 Some local asymptotic laws for the Cauchy process on the line. Zbl 1151.60023Okoroafor, A. Chukwuemeka 1 2007 Common fixed points of mappings and set-valued mappings in symmetric spaces with application to probabilistic spaces. Zbl 1152.54348Aamri, M.; Bassou, A.; Bennani, S.; El Moutawakil, D. 1 2007 Sumudu transform fundamental properties investigations and applications. Zbl 1115.44001Belgacem, Fethi Bin Muhammed; Karaballi, Ahmed Abdullatif 75 2006 On the mixed fractional Brownian motion. Zbl 1147.60313Zili, Mounir 39 2006 Option pricing in a regime-switching model using the fast Fourier transform. Zbl 1140.91402Liu, R. H.; Zhang, Q.; Yin, G. 34 2006 Existence of solutions to Sobolev-type partial neutral differential equations. Zbl 1119.34060Agarwal, Shruti; Bahuguna, Dhirendra 25 2006 Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Zbl 1147.60320Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui 19 2006 On changes of measure in stochastic volatility models. Zbl 1147.60321Wong, Bernard; Heyde, C. C. 18 2006 Optimal contracts in continuous-time models. Zbl 1140.91433Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng 15 2006 Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator. Zbl 1104.60029Hamadène, S.; Hdhiri, I. 14 2006 On \((s,S)\) inventory system with random lead time and repeated demands. Zbl 1170.90319Ushakumari, P. V. 13 2006 Approximation and optimality necessary conditions in relaxed stochastic control problems. Zbl 1119.49027Bahlali, Seïd; Mezerdi, Brahim; Djehiche, Boualem 13 2006 A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient. Zbl 1118.60051Halidias, Nikolaos; Kloeden, P. E. 12 2006 Equivalence and stability of random fixed point iterative procedures. Zbl 1107.47046Beg, Ismat; Abbas, Mujahid 12 2006 Generalized BSDE driven by a Lévy process. Zbl 1147.60319El Otmani, Mohamed 11 2006 Generalized preinvex functions and their properties. Zbl 1132.49005Noor, Muhammad Aslam; Noor, Khalida Inayat 10 2006 Sensitivity analysis for relaxed cocoercive nonlinear quasivariational inclusions. Zbl 1120.47056Verma, Ram U. 8 2006 Exact transient solution of a state-dependent birth-death process. Zbl 1102.60073Parthasarathy, P. R.; Sudhesh, R. 8 2006 Explicit solutions of some fractional partial differential equations via stable subordinators. Zbl 1127.35316Debbi, Latifa 8 2006 Abstract semilinear stochastic Itô-Volterra integrodifferential equations. Zbl 1234.60065Keck, David N.; McKibben, Mark A. 8 2006 Installment options close to expiry. Zbl 1140.91372Alobaidi, G.; Mallier, R. 7 2006 Random fixed point theorems for multivalued nonexpansive non-self-random operators. Zbl 1120.47053Plubtieng, S.; Kumam, P. 7 2006 Characterization of the marginal distributions of Markov processes used in dynamic reliability. 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Zbl 1105.60045Keck, David N.; McKibben, Mark A. 10 2005 ...and 354 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 3,264 Authors 33 Noor, Muhammad Aslam 29 Dshalalow, Jewgeni H. 29 Li, Yongxiang 26 Agarwal, Ravi P. 24 Ren, Yong 21 O’Regan, Donal 21 Vijayakumar, Velusamy 20 Gupta, Umesh Chandra 20 Sooppy Nisar, Kottakkaran 19 Benchohra, Mouffak 19 Pandey, Dwijendra Narain 17 Cuevas, Claudio 17 El Otmani, Mohamed 17 Lan, Hengyou 16 Bonotto, Everaldo M. 16 Dudin, Alexander N. 16 Šlapal, Josef 16 Wang, Jinrong 15 Balachandran, Krishnan 15 Chen, Pengyu 15 Nieto Roig, Juan Jose 14 Bahuguna, Dhirendra 14 Sakthivel, Rathinasamy 14 Verma, Ram U. 14 Zhang, Xuping 13 Cho, Yeol Je 13 Ntouyas, Sotiris K. 13 Shukla, Anurag 12 Ezzati, Reza 12 Ezzinbi, Khalil 12 Nashine, Hemant Kumar 12 Ratanov, Nikita 12 Tadj, Lotfi 12 Ziari, Shokrollah 11 Di Crescenzo, Antonio 11 Gou, Haide 11 Jankowski, Tadeusz 11 Noor, Khalida Inayat 11 Zhou, Yong 10 Murugesu, R. 10 Tunç, Cemil 9 Abbas, Mujahid 9 Ahmad, Bashir 9 Băleanu, Dumitru I. 9 Kapustyan, Oleksiy V. 9 Klimenok, Valentina Ivanovna 9 Krishnamoorthy, Achyutha 9 McKibben, Mark Anthony 9 Mesloub, Said 9 Minkova, Leda D. 9 Papageorgiou, Nikolaos S. 9 Peng, Jianwen 9 Shahzad, Naseer 9 Siu, Tak Kuen 9 Sukavanam, Nagarajan 8 Balasubramaniam, Pagavathigounder 8 Balooee, Javad 8 Belgacem, Fethi bin Muhammad 8 Farahmand, Kambiz 8 Huang, Nan-Jing 8 Kumam, Poom 8 Martinucci, Barbara 8 Michta, Mariusz 8 Nualart, David 8 Ouknine, Youssef 8 Udhayakumar, Ramalingam 8 Vabishchevich, Pëtr Nikolaevich 8 Wei, Wei 7 Abolnikov, Lev M. 7 Anh, Vo V. 7 Bahlali, Khaled 7 Beg, Ismat 7 Bica, Alexandru Mihai 7 Cabada, Alberto 7 Chang, Shih-Sen 7 Chaudhry, Mohan L. 7 Choudhury, Gautam 7 Dębicki, Krzysztof 7 Ding, Xie Ping 7 Diop, Mamadou Abdoul 7 Fan, Shengjun 7 Hamadene, Saïd 7 Janković, Svetlana 7 Lee, Ho Woo 7 Macci, Claudio 7 Mahmudov, Nazim Idrisoglu 7 Malinowski, Marek T. 7 Tang, Sanyi 7 Wang, Xuejun 7 Wu, Zhen 6 Ahmed, Hamdy M. 6 Al-saedi, Ahmed Eid Salem 6 Altun, Ishak 6 Boulaaras, Salah Mahmoud 6 Bouziani, Abdelfatah 6 Cao, Junfei 6 Chadha, Alka 6 Chang, Yong-Kui 6 Dabas, Jaydev 6 Dhakne, Machindra Baburao ...and 3,164 more Authors all top 5 Cited in 486 Journals 98 Journal of Mathematical Analysis and Applications 81 Applied Mathematics and Computation 66 Nonlinear Analysis. 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