EMIS Electronic Library mirror
Hindawi Publishing Corporation
Hindawi Homepage
Journals
About Hindawi
ELibM Homepage
About this Journal
Submit a Manuscript
Table of Contents
Journal Menu
Abstracting and Indexing
Aims and Scope
Article Processing Charges
Author Guidelines
Bibliographic Information
Contact Information
Editorial Board
Editorial Workflow
Reviewers Acknowledgment
Subscription Information
Open Special Issues
Closed Special Issues
Published Special Issues
Special Issue Guidelines
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 p.
On changes of measure in stochastic volatility models
, Bernard Wong, C.C. Heyde
Volume 2006 (2006), Article ID 18130, 13 p.
Random fixed points of multivalued inward random operators
, A.R. Khan, A.A. Domlo
Volume 2006 (2006), Article ID 19428, 8 p.
Moderate deviations for bounded subsequences
, George Stoica
Volume 2006 (2006), Article ID 21782, 5 p.
Approximating fixed points of non-self asymptotically nonexpansive mappings in Banach spaces
, Yongfu Su, Xiaolong Qin
Volume 2006 (2006), Article ID 21961, 13 p.
On the mixed fractional Brownian motion
, Mounir Zili
Volume 2006 (2006), Article ID 32435, 9 p.
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 p.
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 p.
Existence and uniqueness of constrained globally optimal feedback controls in a linear-quadratic framework
, Yashan Xu
Volume 2006 (2006), Article ID 41926, 22 p.
Installment options close to expiry
, G. Alobaidi, R. Mallier
Volume 2006 (2006), Article ID 60824, 9 p.
Mean convergence theorem for multidimensional arrays of random elements in Banach spaces
, Le Van Thanh
Volume 2006 (2006), Article ID 68605, 6 p.
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 p.
Representations of isotropic Gaussian random fields with homogeneous increments
, Kacha Dzhaparidze, Harry van Zanten, Pawel Zareba
Volume 2006 (2006), Article ID 72731, 25 p.
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 p.
On $(s,S)$ inventory system with random lead time and repeated demands
, P.V. Ushakumari
Volume 2006 (2006), Article ID 81508, 22 p.
Attractivity of nonlinear impulsive delay differential equations
, Zhichun Yang, Daoyi Xu
Volume 2006 (2006), Article ID 83152, 12 p.
Quasi-stationary distributions for birth-death processes with killing
, Pauline Coolen-Schrijner, Erik A. van Doorn
Volume 2006 (2006), Article ID 84640, 15 p.
Generalized BSDE driven by a Lévy process
, Mohamed El Otmani
Volume 2006 (2006), Article ID 85407, 25 p.
Convergence of iterative algorithms to common random fixed points of random operators
, Ismat Beg, Mujahid Abbas
Volume 2006 (2006), Article ID 89213, 16 p.
Optimal contracts in continuous-time models
, Jakša Cvitanić, Xuhu Wan, Jianfeng Zhang
Volume 2006 (2006), Article ID 95203, 27 p.
Classical solutions of linear regulator for degenerate diffusions
, Md.Azizul Baten
Volume 2006 (2006), Article ID 98764, 16 p.
Equivalence and stability of random fixed point iterative procedures
, Ismat Beg, Mujahid Abbas
Volume 2006 (2006), Issue 1, Article ID 23297, 19 p.
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 p.
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 p.
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 p.
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 p.
Stabilization of Volterra equations by noise
, John A.D. Appleby, Aoife Flynn
Volume 2006 (2006), Issue 1, Article ID 89729, 29 p.
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 p.
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 p.
Exact transient solution of a state-dependent birth-death process
, P.R. Parthasarathy, R. Sudhesh
Volume 2006 (2006), Issue 1, Article ID 97073, 16 p.
Complementarity problem for η-monotone-type maps
, S. Pani, S. Nanda
Volume 2006 (2006), Issue 2, Article ID 18626, 4 p.
Some limit theorems connected with Brownian local time
, Raouf Ghomrasni
Volume 2006 (2006), Issue 2, Article ID 26961, 5 p.
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 p.
Multivalued $H$-essential maps of acyclic type on Hausdorff topological spaces
, Donal O'Regan
Volume 2006 (2006), Issue 2, Article ID 36461, 4 p.
Generalized flow invariance for differential inclusions
, T.Gnana Bhaskar, V. Lakshmikantham
Volume 2006 (2006), Issue 2, Article ID 49431, 7 p.
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 p.
A remark on recent results for finding zeroes of accretive operators
, Abdellatif Moudafi
Volume 2006 (2006), Issue 2, Article ID 56704, 6 p.
Null exact controllability of the parabolic equations with equivalued surface boundary condition
, Zhongqi Yin
Volume 2006 (2006), Issue 2, Article ID 62694, 10 p.
Chover-type laws of the iterated logarithm for weighted sums of $ρ^{\ast}$-mixing sequences
, Guang-Hui Cai
Volume 2006 (2006), Issue 2, Article ID 65023, 7 p.
Existence results for second-order impulsive functional differential inclusions
, Yong-Kui Chang, Li-Mei Qi
Volume 2006 (2006), Issue 3, Article ID 28216, 12 p.
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 p.
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 p.
Random fixed point theorems for multivalued nonexpansive non-self-random operators
, S. Plubtieng, P. Kumam
Volume 2006 (2006), Issue 3, Article ID 43796, 9 p.
Sensitivity analysis for relaxed cocoercive nonlinear quasivariational inclusions
, Ram U. Verma
Volume 2006 (2006), Issue 3, Article ID 52041, 9 p.
Stability of invariant sets of Itô stochastic differential equations with Markovian switching
, Jiaowan Luo
Volume 2006 (2006), Issue 3, Article ID 59032, 6 p.
The single server queue and the storage model: large deviations and fixed points
, Moez Draief
Volume 2006 (2006), Issue 3, Article ID 74603, 22 p.
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 p.
Operator self-similar processes on Banach spaces
, Mihaela T. Matache, Valentin Matache
Volume 2006 (2006), Issue 3, Article ID 82838, 18 p.
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 p.
Real zeros of random algebraic polynomials with binomial elements
, A. Nezakati, K. Farahmand
Volume 2006 (2006), Issue 4, Article ID 13980, 6 p.
Stability of retrial queues with versatile retrial policy
, Tewfik Kernane, Amar Aïssani
Volume 2006 (2006), Issue 4, Article ID 54359, 16 p.
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 p.
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 p.
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 p.
On fuzzy $φψ$-continuous multifunction
, M. Alimohammady, M. Roohi
Volume 2006 (2006), Issue 4, Article ID 85165, 7 p.
Sumudu transform fundamental properties investigations and applications
, Fethi Bin Muhammed Belgacem, Ahmed Abdullatif Karaballi
Volume 2006 (2006), Issue 4, Article ID 91083, 23 p.
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 p.
Locally periodic homogenization of reflected diffusion
, Aboubakary Diakhaby, Youssef Ouknine
Volume 2006 (2006), Issue 5, Article ID 37643, 17 p.
Abstract semilinear stochastic Itô-Volterra integrodifferential equations
, David N. Keck, Mark A. McKibben
Volume 2006 (2006), Issue 5, Article ID 45253, 22 p.
On solutions of general nonlinear stochastic integral equations
, K. Balachandran, J.-H. Kim
Volume 2006 (2006), Issue 5, Article ID 45979, 7 p.
Existence of solutions of a special class of fuzzy integral equations
, K. Balachandran, K. Kanagarajan
Volume 2006 (2006), Issue 5, Article ID 52620, 8 p.
Duality for multiobjective variational control and multiobjective fractional variational control problems with pseudoinvexity
, C. Nahak
Volume 2006 (2006), Issue 5, Article ID 62631, 15 p.
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 p.
Invariant densities of random maps have lower bounds on their supports
, Paweł Góra, Abraham Boyarsky, Md.Shafiqul Islam
Volume 2006 (2006), Issue 5, Article ID 79175, 13 p.
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 p.
Stock market dynamics created by interacting agents
, Mohamed Riad Remita, Karl-Theodor Eisele
Volume 2006 (2006), Issue 5, Article ID 86412, 11 p.
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 p.
Explicit solutions of some fractional partial differential equations via stable subordinators
, Latifa Debbi
Volume 2006 (2006), Issue 5, Article ID 93502, 18 p.