Volume 2006 [68 articles]

• Option pricing in a regime-switching model using the fast Fourier transform, R.H. Liu, Q. Zhang, G. Yin
  Volume 2006 (2006), Article ID 18109, 22 pages
• On changes of measure in stochastic volatility models, Bernard Wong, C.C. Heyde
  Volume 2006 (2006), Article ID 18130, 13 pages
• Random fixed points of multivalued inward random operators, A.R. Khan, A.A. Domlo
  Volume 2006 (2006), Article ID 19428, 8 pages
• Moderate deviations for bounded subsequences, George Stoica
  Volume 2006 (2006), Article ID 21782, 5 pages
• Approximating fixed points of non-self asymptotically nonexpansive mappings in Banach spaces, Yongfu Su, Xiaolong Qin
  Volume 2006 (2006), Article ID 21961, 13 pages
• Equivalence and stability of random fixed point iterative procedures, Ismat Beg, Mujahid Abbas
  Volume 2006 (2006), Issue 1, Article ID 23297, 19 pages
• On the mixed fractional Brownian motion, Mounir Zili
  Volume 2006 (2006), Article ID 32435, 9 pages
• Rothe time-discretization method for the semilinear heat equation subject to a nonlocal boundary condition, Nabil Merazga, Abdelfatah Bouziani
  Volume 2006 (2006), Article ID 34053, 20 pages
• Analysis of a k-out-of-N system with spares, repairs, and a probabilistic rule, Srinivas R. Chakravarthy
  Volume 2006 (2006), Article ID 39093, 23 pages
• Existence and uniqueness of constrained globally optimal feedback controls in a linear-quadratic framework, Yashan Xu
  Volume 2006 (2006), Article ID 41926, 22 pages
• A positive solution for singular discrete boundary value problems with sign-changing nonlinearities, Haishen Lü, Donal O'Regan, Ravi P. Agarwal
  Volume 2006 (2006), Issue 1, Article ID 46287, 14 pages
• Sample-path analysis of the proportional relation and its constant for discrete-time single-server queues, Fumio Ishizaki, Naoto Miyoshi
  Volume 2006 (2006), Issue 1, Article ID 47125, 10 pages
• Linear filtering of systems with memory and application to finance, A. Inoue, Y. Nakano, V. Anh
  Volume 2006 (2006), Issue 1, Article ID 53104, 26 pages
• Orbital stability of standing waves for a class of Schrödinger equations with unbounded potential, Guanggan Chen, Jian Zhang, Yunyun Wei
  Volume 2006 (2006), Issue 1, Article ID 57676, 7 pages
• Installment options close to expiry, G. Alobaidi, R. Mallier
  Volume 2006 (2006), Article ID 60824, 9 pages
• Mean convergence theorem for multidimensional arrays of random elements in Banach spaces, Le Van Thanh
  Volume 2006 (2006), Article ID 68605, 6 pages
• Effective utilization of idle time in an (s,S) inventory with positive service tim, A. Krishnamoorthy, T.G. Deepak, Viswanath C. Narayanan, K. Vineetha
  Volume 2006 (2006), Article ID 69068, 13 pages
• Representations of isotropic Gaussian random fields with homogeneous increments, Kacha Dzhaparidze, Harry van Zanten, Pawel Zareba
  Volume 2006 (2006), Article ID 72731, 25 pages
• Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching, Xuerong Mao, Aubrey Truman, Chenggui Yuan
  Volume 2006 (2006), Article ID 80967, 20 pages
• On (s,S) inventory system with random lead time and repeated demands, P.V. Ushakumari
  Volume 2006 (2006), Article ID 81508, 22 pages
• Attractivity of nonlinear impulsive delay differential equations, Zhichun Yang, Daoyi Xu
  Volume 2006 (2006), Article ID 83152, 12 pages
• Quasi-stationary distributions for birth-death processes with killing, Pauline Coolen-Schrijner, Erik A. van Doorn
  Volume 2006 (2006), Article ID 84640, 15 pages
• Generalized BSDE driven by a Lévy process, Mohamed El Otmani
  Volume 2006 (2006), Article ID 85407, 25 pages
• Convergence of iterative algorithms to common random fixed points of random operators, Ismat Beg, Mujahid Abbas
  Volume 2006 (2006), Article ID 89213, 16 pages
• Stabilization of Volterra equations by noise, John A.D. Appleby, Aoife Flynn
  Volume 2006 (2006), Issue 1, Article ID 89729, 29 pages
• Characterization of the marginal distributions of Markov processes used in dynamic reliability, Christiane Cocozza-Thivent, Robert Eymard, Sophie Mercier, Michel Roussignol
  Volume 2006 (2006), Issue 1, Article ID 92156, 18 pages
• Optimal contracts in continuous-time models, Jakša Cvitanić, Xuhu Wan, Jianfeng Zhang
  Volume 2006 (2006), Article ID 95203, 27 pages
• Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator, S. Hamadène, I. Hdhiri
  Volume 2006 (2006), Issue 1, Article ID 95818, 28 pages
• Exact transient solution of a state-dependent birth-death process, P.R. Parthasarathy, R. Sudhesh
  Volume 2006 (2006), Issue 1, Article ID 97073, 16 pages
• Classical solutions of linear regulator for degenerate diffusions, Md.Azizul Baten
  Volume 2006 (2006), Article ID 98764, 16 pages
• Complementarity problem for η-monotone-type maps, S. Pani, S. Nanda
  Volume 2006 (2006), Issue 2, Article ID 18626, 4 pages
• Some limit theorems connected with Brownian local time, Raouf Ghomrasni
  Volume 2006 (2006), Issue 2, Article ID 26961, 5 pages
• Central limit theorem for solutions of random initialized differential equations: a simple proof, Ileana Iribarren, José R. León
  Volume 2006 (2006), Issue 2, Article ID 35206, 20 pages
• Multivalued H-essential maps of acyclic type on Hausdorff topological spaces, Donal O'Regan
  Volume 2006 (2006), Issue 2, Article ID 36461, 4 pages
• Generalized flow invariance for differential inclusions, T.Gnana Bhaskar, V. Lakshmikantham
  Volume 2006 (2006), Issue 2, Article ID 49431, 7 pages
• Free area estimation in a dynamic germ-grain model with renewal dropping process, Marcello de Giosa
  Volume 2006 (2006), Issue 2, Article ID 50786, 14 pages
• A remark on recent results for finding zeroes of accretive operators, Abdellatif Moudafi
  Volume 2006 (2006), Issue 2, Article ID 56704, 6 pages
• Null exact controllability of the parabolic equations with equivalued surface boundary condition, Zhongqi Yin
  Volume 2006 (2006), Issue 2, Article ID 62694, 10 pages
• Chover-type laws of the iterated logarithm for weighted sums of ρ∗-mixing sequences, Guang-Hui Cai
  Volume 2006 (2006), Issue 2, Article ID 65023, 7 pages
• Existence results for second-order impulsive functional differential inclusions, Yong-Kui Chang, Li-Mei Qi
  Volume 2006 (2006), Issue 3, Article ID 28216, 12 pages
• Robustness of solutions of linear differential equations with infinite delay, Anwar A. (al-Nayef) Al-Badarneh, Rabaa K. Maaitah
  Volume 2006 (2006), Issue 3, Article ID 38769, 13 pages
• A scalarization technique for computing the power and exponential moments of Gaussian random matrices, Igor Vladimirov, Bevan Thompson
  Volume 2006 (2006), Issue 3, Article ID 42542, 20 pages
• Random fixed point theorems for multivalued nonexpansive non-self-random operators, S. Plubtieng, P. Kumam
  Volume 2006 (2006), Issue 3, Article ID 43796, 9 pages
• Sensitivity analysis for relaxed cocoercive nonlinear quasivariational inclusions, Ram U. Verma
  Volume 2006 (2006), Issue 3, Article ID 52041, 9 pages
• Stability of invariant sets of Itô stochastic differential equations with Markovian switching, Jiaowan Luo
  Volume 2006 (2006), Issue 3, Article ID 59032, 6 pages
• The single server queue and the storage model: large deviations and fixed points, Moez Draief
  Volume 2006 (2006), Issue 3, Article ID 74603, 22 pages
• A semimartingale characterization of average optimal stationary policies for Markov decision processes, Quanxin Zhu, Xianping Guo
  Volume 2006 (2006), Issue 3, Article ID 81593, 8 pages
• Operator self-similar processes on Banach spaces, Mihaela T. Matache, Valentin Matache
  Volume 2006 (2006), Issue 3, Article ID 82838, 18 pages
• Quasilinearization for the periodic boundary value problem for systems of impulsive differential equations, S.G. Hristova, A.S. Vatsala
  Volume 2006 (2006), Issue 3, Article ID 98318, 25 pages
• Real zeros of random algebraic polynomials with binomial elements, A. Nezakati, K. Farahmand
  Volume 2006 (2006), Issue 4, Article ID 13980, 6 pages
• Stability of retrial queues with versatile retrial policy, Tewfik Kernane, Amar Aïssani
  Volume 2006 (2006), Issue 4, Article ID 54359, 16 pages
• Likely path to extinction in simple branching models with large initial population, F.C. Klebaner, R. Liptser
  Volume 2006 (2006), Issue 4, Article ID 60376, 23 pages
• Solution of a transmission problem for semilinear parabolic-hyperbolic equations by the time-discretization method, Abdelfatah Bouziani
  Volume 2006 (2006), Issue 4, Article ID 61439, 23 pages
• A note on strong solutions of stochastic differential equations with a discontinuous drift coeffi\-cient, Nikolaos Halidias, P.E. Kloeden
  Volume 2006 (2006), Issue 4, Article ID 73257, 6 pages
• On fuzzy ϕψ-continuous multifunction, M. Alimohammady, M. Roohi
  Volume 2006 (2006), Issue 4, Article ID 85165, 7 pages
• Sumudu transform fundamental properties investigations and applications, Fethi Bin Muhammed Belgacem, Ahmed Abdullatif Karaballi
  Volume 2006 (2006), Issue 4, Article ID 91083, 23 pages
• On covariance generating functions and spectral densities of periodically correlated autoregressive processes, Z. Shishebor, A.R. Nematollahi, A.R. Soltani
  Volume 2006 (2006), Issue 4, Article ID 94746, 17 pages
• Locally periodic homogenization of reflected diffusion, Aboubakary Diakhaby, Youssef Ouknine
  Volume 2006 (2006), Issue 5, Article ID 37643, 17 pages
• Abstract semilinear stochastic Itô-Volterra integrodifferential equations, David N. Keck, Mark A. McKibben
  Volume 2006 (2006), Issue 5, Article ID 45253, 22 pages
• On solutions of general nonlinear stochastic integral equations, K. Balachandran, J.-H. Kim
  Volume 2006 (2006), Issue 5, Article ID 45979, 7 pages
• Existence of solutions of a special class of fuzzy integral equations, K. Balachandran, K. Kanagarajan
  Volume 2006 (2006), Issue 5, Article ID 52620, 8 pages
• Duality for multiobjective variational control and multiobjective fractional variational control problems with pseudoinvexity, C. Nahak
  Volume 2006 (2006), Issue 5, Article ID 62631, 15 pages
• Approximation and optimality necessary conditions in relaxed stochastic control problems, Seïd Bahlali, Brahim Mezerdi, Boualem Djehiche
  Volume 2006 (2006), Issue 5, Article ID 72762, 23 pages
• Invariant densities of random maps have lower bounds on their supports, PawełGóra, Abraham Boyarsky, Md.Shafiqul Islam
  Volume 2006 (2006), Issue 5, Article ID 79175, 13 pages
• A singular control problem with an expected and a pathwise ergodic performance criterion, Andrew Jack, Mihail Zervos
  Volume 2006 (2006), Issue 5, Article ID 82538, 19 pages
• Stock market dynamics created by interacting agents, Mohamed Riad Remita, Karl-Theodor Eisele
  Volume 2006 (2006), Issue 5, Article ID 86412, 11 pages
• Fixed points of cone compression and expansion multimaps defined on Fréchet spaces: the projective limit approach, Ravi P. Agarwal, Donal O'Regan
  Volume 2006 (2006), Issue 5, Article ID 92375, 13 pages
• Explicit solutions of some fractional partial differential equations via stable subordinators, Latifa Debbi
  Volume 2006 (2006), Issue 5, Article ID 93502, 18 pages