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 Adler, André Bruce 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 ...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 456 Publications have been cited 3,080 times in 2,728 Documents Cited by ▼ Year ▼ On a mild solution of a semilinear functional-differential evolution nonlocal problem. Zbl 1043.34504 Byszewski, Ludwik; Akca, Haydar 86 1997 Sumudu transform fundamental properties investigations and applications. Zbl 1115.44001 Belgacem, Fethi Bin Muhammed; Karaballi, Ahmed Abdullatif 83 2006 \(A\)-monotonicity and applications to nonlinear variational inclusion problems. Zbl 1064.49012 Verma, Ram U. 83 2004 The fundamental solutions for fractional evolution equations of parabolic type. Zbl 1081.34053 El-Borai, Mahmoud M. 65 2004 Itô’s formula with respect to fractional Brownian motion and its application. Zbl 0867.60029 Dai, W.; Heyde, C. C. 63 1996 Singularly perturbed telegraph equations with applications in the random walk theory. Zbl 0909.35011 Banasiak, Jacek; Mika, Janusz R. 48 1998 Stability and asymptotic stability in impulsive semidynamical systems. Zbl 0857.54039 Kaul, Saroop K. 45 1994 Fractional differential equations driven by Lévy noise. Zbl 1042.60034 Anh, V. V.; McVinish, R. 44 2003 BSDEs with polynomial growth generators. Zbl 0979.60046 Briand, Philippe; Carmona, René 43 2000 On the mixed fractional Brownian motion. Zbl 1147.60313 Zili, Mounir 42 2006 Galerkin approximation and the strong solution of the Navier-Stokes equation. Zbl 0974.60045 Breckner, Hannelore 41 2000 BSDE associated with Lévy processes and application to PDIE. Zbl 1027.60057 Bahlali, K.; Eddahbi, M.; Essaky, E. 40 2003 Option pricing in a regime-switching model using the fast Fourier transform. Zbl 1140.91402 Liu, R. H.; Zhang, Q.; Yin, G. 34 2006 Probabilistic analysis of the telegrapher’s process with drift by means of relativistic transformations. Zbl 0986.60096 Beghin, L.; Nieddu, L.; Orsingher, E. 33 2001 Existence of solutions to Sobolev-type partial neutral differential equations. Zbl 1119.34060 Agarwal, Shruti; Bahuguna, Dhirendra 31 2006 Existence and uniqueness of a classical solution to a functional-differential abstract nonlocal Cauchy problem. Zbl 0934.34067 Byszewski, Ludwik 31 1999 Boundaries in digital planes. Zbl 0695.54017 Khalimsky, Efim; Kopperman, Ralph; Meyer, Paul R. 31 1990 Markov chains with transition delta-matrix: Ergodicity conditions, invariant probability measures and applications. Zbl 0745.60069 Abolnikov, Lev; Dukhovny, Alexander 31 1991 Mixed problem with boundary integral conditions for a certain parabolic equation. Zbl 0864.35049 Bouziani, Abdelfatah 31 1996 Reflected forward-backward SDEs and obstacle problems with boundary conditions. Zbl 1002.60065 Ma, Jin; Cvitanić, Jakša 30 2001 Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs. Zbl 0988.60066 Kloeden, P. E.; Shott, S. 28 2001 Existence of solutions of general nonlinear fuzzy Volterra-Fredholm integral equations. Zbl 1099.45005 Balachandran, K.; Kanagarajan, K. 27 2005 Common fixed point theorems for a pair of countably condensing mappings in ordered Banach spaces. Zbl 1068.47071 Dhage, B. C.; O’Regan, Donal; Agarwal, Ravi P. 24 2003 Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence. Zbl 0983.60009 Leonenko, N. N.; Anh, V. V. 22 2001 The Pólya-Aeppli process and ruin problems. Zbl 1127.91037 Minkova, Leda D. 22 2004 Existence and uniqueness of solutions of nonlocal problems for hyperbolic equation \(u_{xt}=F(x,t,u,u_ x)\). Zbl 0725.35059 Byszewski, L. 22 1990 Complete convergence for negatively dependent random variables. Zbl 1040.60021 Amini-Dehak, Mohammad; Bozorgnia, A. 21 2003 The method of lower and upper solutions for \(n\)th-order periodic boundary value problems. Zbl 0801.34026 Cabada, Alberto 21 1994 Pricing participating products under a generalized jump-diffusion model. Zbl 1141.91386 Siu, Tak Kuen; Lau, John W.; Yang, Hailiang 21 2008 Rothe time-discretization method for a nonlocal problem arising in thermoelasticity. Zbl 1077.74019 Merazga, Nabil; Bouziani, Abdelfatah 20 2005 Busy period analysis, rare events and transient behavior in fluid flow models. Zbl 0826.60086 Asmussen, Søren 19 1994 Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Zbl 1147.60320 Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui 19 2006 Further generalization of generalized quasilinearization method. Zbl 0817.34005 Lakshmikantham, V.; Shahzad, N. 18 1994 On changes of measure in stochastic volatility models. Zbl 1147.60321 Wong, Bernard; Heyde, C. C. 18 2006 A family of non-Gaussian martingales with Gaussian marginals. Zbl 1152.60039 Hamza, Kais; Klebaner, Fima C. 17 2007 Functional integro-differential stochastic evolution equations in Hilbert space. Zbl 1031.60061 Keck, David N.; McKibben, Mark A. 17 2003 Sensitivity analysis for variational inclusions by Wiener-Hopf equation techniques. Zbl 0946.49008 Moudafi, Abdellatif; Noor, Muhammad Aslam 17 1999 On the asymptotic behavior of solutions of certain third-order nonlinear differential equations. Zbl 1077.34052 Tunç, 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 1162.65015 Ilić, M.; Turner, I. W.; Anh, V. 17 2008 \(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition. Zbl 1154.60048 Wang, Jiajie; Ran, Qikang; Chen, Qihong 16 2007 Fatou’s lemma and Lebesgue’s convergence theorem for measures. Zbl 0961.28002 Hernández-Lerma, Onésimo; Lasserre, Jean B. 16 2000 Random fixed point theorems for nonexpansive and contractive-type random operators on Banach spaces. Zbl 0823.47055 Beg, Ismat; Shahzad, Naseer 16 1994 Self-similar processes in collective risk theory. Zbl 0937.60029 Michna, Zbigniew 16 1998 On the level crossing of multi-dimensional delayed renewal processes. Zbl 0896.60056 Dshalalow, Jewgeni H. 16 1997 Monotone iterations for differential equations with a parameter. Zbl 0992.34010 Jankowski, Tadeusz; Lakshmikantham, V. 16 1997 A fixed-size batch service queue with vacations. Zbl 0858.60085 Lee, Ho Woo; Lee, Soon Seok; Chae, K. C. 16 1996 Mixed problem with a weighted integral condition for a parabolic equation with the Bessel operator. Zbl 1020.35039 Mesloub, Said; Bouziani, Abdelfatah 16 2002 Optimal contracts in continuous-time models. Zbl 1140.91433 Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng 16 2006 Periodic solutions of non-densely defined delay evolution equations. Zbl 1018.34063 Ezzinbi, Khalil; Liu, James H. 16 2002 A simplified proof of a conjecture of D. G. Kendall concerning shapes of random polygons. Zbl 0959.60007 Kovalenko, Igor N. 15 1999 Analysis of the asymmetrical shortest two-server queueing model. Zbl 0922.60084 Cohen, J. W. 15 1998 Optimization in HIV screening problems. Zbl 1044.92027 Abolnikov, Lev; Dukhovny, Alexander 15 2003 Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator. Zbl 1104.60029 Hamadène, S.; Hdhiri, I. 15 2006 Mixed problem with integral boundary condition for a high order mixed type partial differential equation. Zbl 1035.35085 Denche, M.; Marhoune, A. L. 15 2003 Multi-dimensional quasi-Toeplitz Markov chains. Zbl 0959.60092 Dudin, Alexander N.; Klimenok, Valentina I. 14 1999 Second-order neutral stochastic evolution equations with heredity. Zbl 1077.34062 McKibben, Mark A. 14 2004 A probabilistic approach to the trace at the boundary for solutions of a semilinear parabolic partial differential equation. Zbl 0872.35052 Le Gall, Jean-François 14 1996 A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient. Zbl 1118.60051 Halidias, Nikolaos; Kloeden, P. E. 13 2006 Approximation and optimality necessary conditions in relaxed stochastic control problems. Zbl 1119.49027 Bahlali, Seïd; Mezerdi, Brahim; Djehiche, Boualem 13 2006 Convergence of a random iteration scheme to a random fixed point. Zbl 0821.47047 Choudhury, Binayak S. 13 1995 Defaultable game options in a hazard process model. Zbl 1191.91060 Bielecki, Tomasz R.; Crépey, Stéphane; Jeanblanc, Monique; Rutkowski, Marek 13 2009 Equivalence and stability of random fixed point iterative procedures. Zbl 1107.47046 Beg, Ismat; Abbas, Mujahid 13 2006 Periodic solutions for some partial functional differential equations. Zbl 1076.34081 Benkhalti, Rachid; Ezzinbi, Khalil 13 2004 Approximation of solutions to evolution integrodifferential equations. Zbl 0859.34043 Bahuguna, D.; Srivastava, S. K. 13 1996 Uniqueness criterion for solution of abstract nonlocal Cauchy problem. Zbl 0776.34050 Byszewski, L. 13 1993 Generalized BSDE driven by a Lévy process. Zbl 1147.60319 El Otmani, Mohamed 13 2006 On \((s,S)\) inventory system with random lead time and repeated demands. Zbl 1170.90319 Ushakumari, P. V. 13 2006 Queueing systems with renovation. Zbl 0896.60068 Kreinin, A. Ya. 12 1997 Backward stochastic differential equations with stochastic monotone coefficients. Zbl 1064.60127 Bahlali, K.; Elouaflin, A.; N’zi, M. 12 2004 Quantitative results for perturbed stochastic differential equations. Zbl 0860.60039 Stoyanov, Jordan; Botev, Dobrin 12 1996 Functional differential equations with nonlocal initial conditions. Zbl 0883.34065 Aizicovici, Sergiu; Gao, Yun 12 1997 Nonlinear impulsive Volterra integral equations in Banach spaces and applications. Zbl 0770.45012 Guo, Dajun 12 1993 Generalized preinvex functions and their properties. Zbl 1132.49005 Noor, Muhammad Aslam; Noor, Khalida Inayat 11 2006 Robust option replication for a Black-Scholes model extended with nondeterministic trends. Zbl 0948.60047 Schoenmakers, John G. M.; Kloeden, Peter E. 11 1999 Volterra and Urysohn integral equations in Banach spaces. Zbl 0921.45008 O’Regan, Donal 11 1998 On modulated random measures. Zbl 0737.60076 Dshalalow, Jewgeni H. 11 1991 General algorithm and sensitivity analysis for variational inequalities. Zbl 0749.49010 Noor, Muhammad Aslam 11 1992 Properties of solution set of stochastic inclusions. Zbl 0796.93106 Kisielewicz, Michał 11 1993 Approximate controllability of delayed semilinear control systems. Zbl 1083.93006 Wang, Lianwen 10 2005 Abstract stochastic integro-differential delay equations. Zbl 1105.60045 Keck, David N.; McKibben, Mark A. 10 2005 Properties of fixed point set of a multivalued map. Zbl 1101.54044 Khan, Abdul Rahim 10 2005 Impulsive integral equations in Banach spaces and applications. Zbl 0760.45007 Guo, Dajun 10 1992 Limiting behavior of the perturbed empirical distribution functions evaluated at \(U\)-statistics for strongly mixing sequences of random variables. Zbl 0873.62050 Sun, Shan; Chiang, Ching-Yuan 10 1997 Some performance measures for vacation models with a batch Markovian arrival process. Zbl 0811.60086 Matendo, Sadrac K. 10 1994 Jump telegraph processes and financial markets with memory. Zbl 1149.60053 Ratanov, Nikita 9 2007 Conditional limit theorems for branching processes. Zbl 0737.60073 Takács, Lajos 9 1991 Lyapunov stability theory for dynamic systems on time scales. Zbl 0762.34027 Kaymakçalan, Billur 9 1992 Generalized quasilinearization method for nonlinear functional differential equations. Zbl 1048.34105 Ahmad, Bashir; Ali Khan, Rehmat; Sivasundaram, S. 9 2003 Sensitivity analysis for relaxed cocoercive nonlinear quasivariational inclusions. Zbl 1120.47056 Verma, Ram U. 8 2006 Explicit solutions of some fractional partial differential equations via stable subordinators. Zbl 1127.35316 Debbi, Latifa 8 2006 Abstract semilinear stochastic Itô-Volterra integrodifferential equations. Zbl 1234.60065 Keck, David N.; McKibben, Mark A. 8 2006 On a class of measure-dependent stochastic evolution equations driven by fbm. Zbl 1143.60319 Hernandez, Eduardo; Keck, David N.; Mckibben, Mark A. 8 2007 A queueing system with queue length dependent service times, with applications to cell discarding in ATM networks. Zbl 0936.60086 Choi, Doo Il; Knessl, Charles; Tier, Charles 8 1999 Brownian local times. Zbl 0845.60078 Takács, Lajos 8 1995 Approximation of solutions to retarded differential equations with applications to population dynamics. Zbl 1087.34056 Bahuguna, D.; Muslim, M. 8 2005 Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs. Zbl 1076.60048 Harraj, N.; Ouknine, Y.; Turpin, I. 8 2005 Semilinear integro-differential equations with compact semigroups. Zbl 0919.34055 Bahuguna, D.; Srivastava, S. K. 8 1998 Controllability of semilinear stochastic evolution equations in Hilbert space. Zbl 1031.93040 Balasubramaniam, P.; Dauer, J. P. 8 2001 Exact transient solution of a state-dependent birth-death process. Zbl 1102.60073 Parthasarathy, P. R.; Sudhesh, R. 8 2006 Characterization of the marginal distributions of Markov processes used in dynamic reliability. Zbl 1101.60068 Cocozza-Thivent, Christiane; Eymard, Robert; Mercier, Sophie; Roussignol, Michel 8 2006 Defaultable game options in a hazard process model. Zbl 1191.91060 Bielecki, Tomasz R.; Crépey, Stéphane; Jeanblanc, Monique; Rutkowski, Marek 13 2009 On variant reflected backward SDEs, with applications. Zbl 1178.60045 Ma, Jin; Wang, Yusun 3 2009 A boundary value problem with multivariables integral type condition for parabolic equations. Zbl 1197.35131 Marhoune, A. L.; Lakhal, F. 2 2009 Interloss time in \(M/M/1/1\) loss system. Zbl 1178.60064 Ferrante, Pierpaolo 2 2009 Modified iterative algorithms for nonexpansive mappings. Zbl 1220.47137 Yao, Yonghong; Noor, Muhammad Aslam; Mohyud-Din, Syed Tauseef 2 2009 On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications. Zbl 1176.62103 Wong, Bernard 1 2009 Pricing participating products under a generalized jump-diffusion model. Zbl 1141.91386 Siu, 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 1162.65015 Ilić, M.; Turner, I. W.; Anh, V. 17 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 1161.60324 Alòs, Elisa; León, Jorge A.; Pontier, Monique; Vives, Josep 7 2008 A time-series approach to non-self-financing hedging in a discrete-time incomplete market. Zbl 1152.91730 Josephy, N.; Kimball, L.; Steblovskaya, V. 7 2008 Analysis of MAP/PH(1), PH(2)/2 queue with Bernoulli vacations. Zbl 1157.90362 Kumar, B. Krishna; Rukmani, R.; Thangaraj, V. 5 2008 The distribution of the interval between events of a Cox process with shot noise intensity. Zbl 1159.60304 Dassios, Angelos; Jang, Jiwook 3 2008 Hölder-type inequalities for norms of Wick products. Zbl 1158.60321 Lanconelli, Alberto; Stan, Aurel I. 3 2008 Asymptotic analysis of a loss model with trunk reservation. I: Trunks reserved for fast traffic. Zbl 1159.90328 Morrison, John A.; Knessl, Charles 2 2008 Central limit theorem of the smoothed empirical distribution functions for asymptotically stationary absolutely regular stochastic processes. Zbl 1145.60015 Elharfaoui, Echarif; Harel, Michel 2 2008 A fluid model for a relay node in an ad hoc network: Evaluation of resource sharing policies. Zbl 1147.68366 Mandjes, Michel; Scheinhardt, Werner 2 2008 A maximum principle approach to risk indifference pricing with partial information. Zbl 1158.91350 An, Ta Thi Kieu; Øksendal, Bernt; Proske, Frank 1 2008 On the survival time of a duplex system: A Sokhotski-Plemelj problem. Zbl 1157.90382 Vanderperre, Edmond J. 1 2008 Strong convergence of viscosity methods for continuous pseudocontractions in Banach spaces. Zbl 1219.47106 Cianciaruso, Filomena; Marino, Giuseppe; Muglia, Luigi; Zhou, Haiyun 1 2008 On the optimality of \((s,S)\) inventory policies: A quasivariational approach. Zbl 1153.90301 Benkherouf, Lakdere 1 2008 Unbounded solutions of a boundary value problem for abstract \(n\)th-order differential equations on an infinite interval. Zbl 1154.37316 Liu, Zhenbin; Liu, Lishan; Wu, Yonghong; Zhao, Jing 1 2008 On the lower classes of some mixed fractional Gaussian processes with two logarithmic factors. Zbl 1145.60020 El-Nouty, Charles 1 2008 Weak approximation of SDEs by discrete-time processes. Zbl 1145.60038 Zähle, Henryk 1 2008 A family of non-Gaussian martingales with Gaussian marginals. Zbl 1152.60039 Hamza, Kais; Klebaner, Fima C. 17 2007 \(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition. Zbl 1154.60048 Wang, Jiajie; Ran, Qikang; Chen, Qihong 16 2007 Jump telegraph processes and financial markets with memory. Zbl 1149.60053 Ratanov, Nikita 9 2007 On a class of measure-dependent stochastic evolution equations driven by fbm. Zbl 1143.60319 Hernandez, Eduardo; Keck, David N.; Mckibben, Mark A. 8 2007 Comparison of inventory systems with service, positive lead-time, loss, and retrial of customers. Zbl 1211.90019 Krishnamoorthy, A.; Jose, K. P. 7 2007 Laws of large numbers for asymmetrical Cauchy random variables. Zbl 1143.60025 Adler, André 6 2007 On a class of forward-backward stochastic differential systems in infinite dimensions. Zbl 1154.60044 Guatteri, Giuseppina 5 2007 Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. II. Zbl 1145.91022 Chang, Mou-Hsiung 4 2007 Fluid limits of optimally controlled queueing networks. Zbl 1143.60057 Pang, Guodong; Day, Martin V. 4 2007 Hölder continuity up to the boundary of minimizers for some integral functionals with degenerate integrands. Zbl 1255.49063 Bonafede, Salvatore; Cataldo, Valentina; D’Asero, Salvatore 3 2007 On zeros of self-reciprocal random algebraic polynomials. Zbl 1143.60037 Farahmand, K. 3 2007 Random three-step iteration scheme and common random fixed point of three operators. Zbl 1168.47303 Plubtieng, Somyot; Kumam, Poom; Wangkeeree, Rabian 2 2007 Some local asymptotic laws for the Cauchy process on the line. Zbl 1151.60023 Okoroafor, A. Chukwuemeka 1 2007 Common fixed points of mappings and set-valued mappings in symmetric spaces with application to probabilistic spaces. Zbl 1152.54348 Aamri, M.; Bassou, A.; Bennani, S.; El Moutawakil, D. 1 2007 Sumudu transform fundamental properties investigations and applications. Zbl 1115.44001 Belgacem, Fethi Bin Muhammed; Karaballi, Ahmed Abdullatif 83 2006 On the mixed fractional Brownian motion. Zbl 1147.60313 Zili, Mounir 42 2006 Option pricing in a regime-switching model using the fast Fourier transform. Zbl 1140.91402 Liu, R. H.; Zhang, Q.; Yin, G. 34 2006 Existence of solutions to Sobolev-type partial neutral differential equations. Zbl 1119.34060 Agarwal, Shruti; Bahuguna, Dhirendra 31 2006 Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Zbl 1147.60320 Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui 19 2006 On changes of measure in stochastic volatility models. Zbl 1147.60321 Wong, Bernard; Heyde, C. C. 18 2006 Optimal contracts in continuous-time models. Zbl 1140.91433 Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng 16 2006 Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator. Zbl 1104.60029 Hamadène, S.; Hdhiri, I. 15 2006 A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient. Zbl 1118.60051 Halidias, Nikolaos; Kloeden, P. E. 13 2006 Approximation and optimality necessary conditions in relaxed stochastic control problems. Zbl 1119.49027 Bahlali, Seïd; Mezerdi, Brahim; Djehiche, Boualem 13 2006 Equivalence and stability of random fixed point iterative procedures. Zbl 1107.47046 Beg, Ismat; Abbas, Mujahid 13 2006 Generalized BSDE driven by a Lévy process. Zbl 1147.60319 El Otmani, Mohamed 13 2006 On \((s,S)\) inventory system with random lead time and repeated demands. Zbl 1170.90319 Ushakumari, P. V. 13 2006 Generalized preinvex functions and their properties. Zbl 1132.49005 Noor, Muhammad Aslam; Noor, Khalida Inayat 11 2006 Sensitivity analysis for relaxed cocoercive nonlinear quasivariational inclusions. Zbl 1120.47056 Verma, Ram U. 8 2006 Explicit solutions of some fractional partial differential equations via stable subordinators. Zbl 1127.35316 Debbi, Latifa 8 2006 Abstract semilinear stochastic Itô-Volterra integrodifferential equations. Zbl 1234.60065 Keck, David N.; McKibben, Mark A. 8 2006 Exact transient solution of a state-dependent birth-death process. Zbl 1102.60073 Parthasarathy, P. R.; Sudhesh, R. 8 2006 Characterization of the marginal distributions of Markov processes used in dynamic reliability. Zbl 1101.60068 Cocozza-Thivent, Christiane; Eymard, Robert; Mercier, Sophie; Roussignol, Michel 8 2006 Installment options close to expiry. Zbl 1140.91372 Alobaidi, G.; Mallier, R. 8 2006 Random fixed point theorems for multivalued nonexpansive non-self-random operators. 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Zbl 1105.60045 Keck, David N.; McKibben, Mark A. 10 2005 ...and 356 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 3,395 Authors 34 Noor, Muhammad Aslam 34 Vijayakumar, Velusamy 29 Dshalalow, Jewgeni H. 29 Li, Yongxiang 29 Sooppy Nisar, Kottakkaran 27 Agarwal, Ravi P. 24 Ren, Yong 22 O’Regan, Donal 21 Benchohra, Mouffak 20 Gupta, Umesh Chandra 20 Udhayakumar, Ramalingam 19 Pandey, Dwijendra Narain 18 El Otmani, Mohamed 18 Shukla, Anurag 17 Cuevas, Claudio 17 Lan, Hengyou 17 Šlapal, Josef 16 Bonotto, Everaldo M. 16 Dudin, Alexander N. 16 Nieto Roig, Juan Jose 16 Wang, Jinrong 15 Balachandran, Krishnan 15 Chen, Pengyu 14 Bahuguna, Dhirendra 14 Sakthivel, Rathinasamy 14 Verma, Ram U. 14 Zhang, Xuping 14 Zhou, Yong 13 Cho, Yeol Je 13 Dineshkumar, Chendrayan 13 Noor, Khalida Inayat 13 Ntouyas, Sotiris K. 12 Di Crescenzo, Antonio 12 Ezzati, Reza 12 Ezzinbi, Khalil 12 Gou, Haide 12 Nashine, Hemant Kumar 12 Ratanov, Nikita 12 Tadj, Lotfi 12 Ziari, Shokrollah 11 Balooee, Javad 11 Jankowski, Tadeusz 10 Abbas, Mujahid 10 Kapustyan, Oleksiy V. 10 Murugesu, R. 10 Tunç, Cemil 9 Ahmad, Bashir 9 Băleanu, Dumitru I. 9 Belgacem, Fethi bin Muhammad 9 Klimenok, Valentina Ivanovna 9 Krishnamoorthy, Achyutha 9 McKibben, Mark Anthony 9 Mesloub, Said 9 Michta, Mariusz 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 Fan, Shengjun 8 Farahmand, Kambiz 8 Huang, Nan-Jing 8 Kumam, Poom 8 Martinucci, Barbara 8 Nualart, David 8 Ouknine, Youssef 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 Dabas, Jaydev 7 Dębicki, Krzysztof 7 Ding, Xie Ping 7 Diop, Mamadou Abdoul 7 Hamadene, Saïd 7 Janković, Svetlana 7 Khan, Abdul Rahim 7 Lee, Ho Woo 7 Macci, Claudio 7 Mahmudov, Nazim Idrisoglu 7 Malinowski, Marek T. 7 Srivastava, Hari Mohan 7 Tang, Sanyi 7 Wang, Xuejun 7 Wu, Zhen 6 Ahmed, Hamdy M. 6 Al-saedi, Ahmed Eid Salem 6 Altun, Ishak 6 Aman, Auguste 6 Boulaaras, Salah Mahmoud 6 Bouziani, Abdelfatah ...and 3,295 more Authors all top 5 Cited in 500 Journals 98 Journal of Mathematical Analysis and Applications 81 Applied Mathematics and Computation 66 Nonlinear Analysis. 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