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zbMATH — the first resource for mathematics

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: 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

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 573 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

Citations contained in zbMATH Open

439 Publications have been cited 2,470 times in 2,188 Documents Cited by Year
\(A\)-monotonicity and applications to nonlinear variational inclusion problems. Zbl 1064.49012
Verma, Ram U.
71
2004
The fundamental solutions for fractional evolution equations of parabolic type. Zbl 1081.34053
El-Borai, Mahmoud M.
52
2004
Itô’s formula with respect to fractional Brownian motion and its application. Zbl 0867.60029
Dai, W.; Heyde, C. C.
52
1996
Sumudu transform fundamental properties investigations and applications. Zbl 1115.44001
Belgacem, Fethi Bin Muhammed; Karaballi, Ahmed Abdullatif
42
2006
On a mild solution of a semilinear functional-differential evolution nonlocal problem. Zbl 1043.34504
Byszewski, Ludwik; Akca, Haydar
42
1997
Stability and asymptotic stability in impulsive semidynamical systems. Zbl 0857.54039
Kaul, Saroop K.
39
1994
BSDEs with polynomial growth generators. Zbl 0979.60046
Briand, Philippe; Carmona, René
38
2000
Fractional differential equations driven by Lévy noise. Zbl 1042.60034
Anh, V. V.; McVinish, R.
38
2003
Singularly perturbed telegraph equations with applications in the random walk theory. Zbl 0909.35011
Banasiak, Jacek; Mika, Janusz R.
33
1998
BSDE associated with Lévy processes and application to PDIE. Zbl 1027.60057
Bahlali, K.; Eddahbi, M.; Essaky, E.
30
2003
Galerkin approximation and the strong solution of the Navier-Stokes equation. Zbl 0974.60045
Breckner, Hannelore
29
2000
Option pricing in a regime-switching model using the fast Fourier transform. Zbl 1140.91402
Liu, R. H.; Zhang, Q.; Yin, G.
28
2006
Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs. Zbl 0988.60066
Kloeden, P. E.; Shott, S.
26
2001
Boundaries in digital planes. Zbl 0695.54017
Khalimsky, Efim; Kopperman, Ralph; Meyer, Paul R.
26
1990
Reflected forward-backward SDEs and obstacle problems with boundary conditions. Zbl 1002.60065
Ma, Jin; Cvitanić, Jakša
26
2001
Markov chains with transition delta-matrix: Ergodicity conditions, invariant probability measures and applications. Zbl 0745.60069
Abolnikov, Lev; Dukhovny, Alexander
25
1991
Existence and uniqueness of a classical solution to a functional-differential abstract nonlocal Cauchy problem. Zbl 0934.34067
Byszewski, Ludwik
23
1999
Mixed problem with boundary integral conditions for a certain parabolic equation. Zbl 0864.35049
Bouziani, Abdelfatah
23
1996
On the mixed fractional Brownian motion. Zbl 1147.60313
Zili, Mounir
22
2006
Probabilistic analysis of the telegrapher’s process with drift by means of relativistic transformations. Zbl 0986.60096
Beghin, L.; Nieddu, L.; Orsingher, E.
22
2001
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.
22
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.
20
2001
The method of lower and upper solutions for \(n\)th-order periodic boundary value problems. Zbl 0801.34026
Cabada, Alberto
20
1994
Pricing participating products under a generalized jump-diffusion model. Zbl 1141.91386
Siu, Tak Kuen; Lau, John W.; Yang, Hailiang
19
2008
Complete convergence for negatively dependent random variables. Zbl 1040.60021
Amini-Dehak, Mohammad; Bozorgnia, A.
19
2003
Existence of solutions of general nonlinear fuzzy Volterra-Fredholm integral equations. Zbl 1099.45005
Balachandran, K.; Kanagarajan, K.
18
2005
Rothe time-discretization method for a nonlocal problem arising in thermoelasticity. Zbl 1077.74019
Merazga, Nabil; Bouziani, Abdelfatah
18
2005
Further generalization of generalized quasilinearization method. Zbl 0817.34005
Lakshmikantham, V.; Shahzad, N.
18
1994
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Zbl 1147.60320
Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui
17
2006
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
16
2005
Random fixed point theorems for nonexpansive and contractive-type random operators on Banach spaces. Zbl 0823.47055
Beg, Ismat; Shahzad, Naseer
16
1994
Existence and uniqueness of solutions of nonlocal problems for hyperbolic equation \(u_{xt}=F(x,t,u,u_ x)\). Zbl 0725.35059
Byszewski, L.
16
1990
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.
15
1997
Self-similar processes in collective risk theory. Zbl 0937.60029
Michna, Zbigniew
15
1998
On changes of measure in stochastic volatility models. Zbl 1147.60321
Wong, Bernard; Heyde, C. C.
14
2006
Periodic solutions of non-densely defined delay evolution equations. Zbl 1018.34063
Ezzinbi, Khalil; Liu, James H.
14
2002
Busy period analysis, rare events and transient behavior in fluid flow models. Zbl 0826.60086
Asmussen, Søren
14
1994
Multi-dimensional quasi-Toeplitz Markov chains. Zbl 0959.60092
Dudin, Alexander N.; Klimenok, Valentina I.
14
1999
Convergence of a random iteration scheme to a random fixed point. Zbl 0821.47047
Choudhury, Binayak S.
13
1995
The Pólya-Aeppli process and ruin problems. Zbl 1127.91037
Minkova, Leda D.
13
2004
Second-order neutral stochastic evolution equations with heredity. Zbl 1077.34062
McKibben, Mark A.
13
2004
Defaultable game options in a hazard process model. Zbl 1191.91060
Bielecki, Tomasz R.; Crépey, Stéphane; Jeanblanc, Monique; Rutkowski, Marek
13
2009
Existence of solutions to Sobolev-type partial neutral differential equations. Zbl 1119.34060
Agarwal, Shruti; Bahuguna, Dhirendra
12
2006
\(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition. Zbl 1154.60048
Wang, Jiajie; Ran, Qikang; Chen, Qihong
12
2007
Optimal contracts in continuous-time models. Zbl 1140.91433
Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng
12
2006
Nonlinear impulsive Volterra integral equations in Banach spaces and applications. Zbl 0770.45012
Guo, Dajun
12
1993
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
12
1996
A fixed-size batch service queue with vacations. Zbl 0858.60085
Lee, Ho Woo; Lee, Soon Seok; Chae, K. C.
12
1996
Mixed problem with integral boundary condition for a high order mixed type partial differential equation. Zbl 1035.35085
Denche, M.; Marhoune, A. L.
12
2003
Equivalence and stability of random fixed point iterative procedures. Zbl 1107.47046
Beg, Ismat; Abbas, Mujahid
11
2006
A family of non-Gaussian martingales with Gaussian marginals. Zbl 1152.60039
Hamza, Kais; Klebaner, Fima C.
11
2007
Properties of solution set of stochastic inclusions. Zbl 0796.93106
Kisielewicz, Michał
11
1993
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
Periodic solutions for some partial functional differential equations. Zbl 1076.34081
Benkhalti, Rachid; Ezzinbi, Khalil
11
2004
Backward stochastic differential equations with stochastic monotone coefficients. Zbl 1064.60127
Bahlali, K.; Elouaflin, A.; N’zi, M.
11
2004
Quantitative results for perturbed stochastic differential equations. Zbl 0860.60039
Stoyanov, Jordan; Botev, Dobrin
11
1996
Approximation of solutions to evolution integrodifferential equations. Zbl 0859.34043
Bahuguna, D.; Srivastava, S. K.
11
1996
Mixed problem with a weighted integral condition for a parabolic equation with the Bessel operator. Zbl 1020.35039
Mesloub, Said; Bouziani, Abdelfatah
11
2002
Volterra and Urysohn integral equations in Banach spaces. Zbl 0921.45008
O’Regan, Donal
11
1998
A simplified proof of a conjecture of D. G. Kendall concerning shapes of random polygons. Zbl 0959.60007
Kovalenko, Igor N.
11
1999
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.
11
2008
Fatou’s lemma and Lebesgue’s convergence theorem for measures. Zbl 0961.28002
Hernández-Lerma, Onésimo; Lasserre, Jean B.
11
2000
Abstract stochastic integro-differential delay equations. Zbl 1105.60045
Keck, David N.; McKibben, Mark A.
10
2005
Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator. Zbl 1104.60029
Hamadène, S.; Hdhiri, I.
10
2006
Uniqueness criterion for solution of abstract nonlocal Cauchy problem. Zbl 0776.34050
Byszewski, L.
10
1993
Functional differential equations with nonlocal initial conditions. Zbl 0883.34065
Aizicovici, Sergiu; Gao, Yun
10
1997
Analysis of the asymmetrical shortest two-server queueing model. Zbl 0922.60084
Cohen, J. W.
10
1998
Optimization in HIV screening problems. Zbl 1044.92027
Abolnikov, Lev; Dukhovny, Alexander
10
2003
A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient. Zbl 1118.60051
Halidias, Nikolaos; Kloeden, P. E.
9
2006
Approximation and optimality necessary conditions in relaxed stochastic control problems. Zbl 1119.49027
Bahlali, Seïd; Mezerdi, Brahim; Djehiche, Boualem
9
2006
On \((s,S)\) inventory system with random lead time and repeated demands. Zbl 1170.90319
Ushakumari, P. V.
9
2006
Some performance measures for vacation models with a batch Markovian arrival process. Zbl 0811.60086
Matendo, Sadrac K.
9
1994
Approximate controllability of delayed semilinear control systems. Zbl 1083.93006
Wang, Lianwen
9
2005
Robust option replication for a Black-Scholes model extended with nondeterministic trends. Zbl 0948.60047
Schoenmakers, John G. M.; Kloeden, Peter E.
9
1999
Conditional limit theorems for branching processes. Zbl 0737.60073
Takács, Lajos
9
1991
Impulsive integral equations in Banach spaces and applications. Zbl 0760.45007
Guo, Dajun
8
1992
Lyapunov stability theory for dynamic systems on time scales. Zbl 0762.34027
Kaymakçalan, Billur
8
1992
Initial value problems for integro-differential equations of Volterra type in Banach spaces. Zbl 0812.45009
Guo, Dajun
8
1994
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
8
1997
Properties of fixed point set of a multivalued map. Zbl 1101.54044
Khan, Abdul Rahim
7
2005
Exact transient solution of a state-dependent birth-death process. Zbl 1102.60073
Parthasarathy, P. R.; Sudhesh, R.
7
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
7
2006
Sensitivity analysis for relaxed cocoercive nonlinear quasivariational inclusions. Zbl 1120.47056
Verma, Ram U.
7
2006
Abstract semilinear stochastic Itô-Volterra integrodifferential equations. Zbl 1234.60065
Keck, David N.; McKibben, Mark A.
7
2006
Jump telegraph processes and financial markets with memory. Zbl 1149.60053
Ratanov, Nikita
7
2007
Installment options close to expiry. Zbl 1140.91372
Alobaidi, G.; Mallier, R.
7
2006
Generalized BSDE driven by a Lévy process. Zbl 1147.60319
El Otmani, Mohamed
7
2006
Approximation of solutions to retarded differential equations with applications to population dynamics. Zbl 1087.34056
Bahuguna, D.; Muslim, M.
7
2005
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
7
1999
Convergence of an iteration leading to a solution of a random operator equation. Zbl 0930.47031
Choudhury, Binayak S.; Ray, M.
7
1999
Extinction in a generalized Lotka-Volterra predator-prey model. Zbl 0989.34038
Ackleh, Azmy S.; Marshall, David F.; Heatherly, Henry E.
7
2000
Large deviations for tandem queueing systems. Zbl 0823.90044
Dobrushin, Roland L.; Pechersky, Eugene A.
7
1994
First excess levels of vector processes. Zbl 0812.60077
Dshalalow, Jewgeni H.
7
1994
Non-compact random generalized games and random quasi-variational inequalities. Zbl 0821.47049
Yuan, Xian-Zhi
7
1994
Delay differential systems with discontinuous initial data and existence and uniqueness theorems for systems with impulse and delay. Zbl 0802.34080
Krishna, S. V.; Anokhin, A. V.
7
1994
Oscillations in linear difference equations with variable coefficients. Zbl 0747.39003
Philos, Ch. G.; Purnaras, I. K.
7
1991
Defaultable game options in a hazard process model. Zbl 1191.91060
Bielecki, Tomasz R.; Crépey, Stéphane; Jeanblanc, Monique; Rutkowski, Marek
13
2009
Modified iterative algorithms for nonexpansive mappings. Zbl 1220.47137
Yao, Yonghong; Noor, Muhammad Aslam; Mohyud-Din, Syed Tauseef
2
2009
A boundary value problem with multivariables integral type condition for parabolic equations. Zbl 1197.35131
Marhoune, A. L.; Lakhal, F.
1
2009
On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications. Zbl 1176.62103
Wong, Bernard
1
2009
Interloss time in \(M/M/1/1\) loss system. Zbl 1178.60064
Ferrante, Pierpaolo
1
2009
On variant reflected backward SDEs, with applications. Zbl 1178.60045
Ma, Jin; Wang, Yusun
1
2009
Pricing participating products under a generalized jump-diffusion model. Zbl 1141.91386
Siu, Tak Kuen; Lau, John W.; Yang, Hailiang
19
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.
11
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
5
2008
Hölder-type inequalities for norms of Wick products. Zbl 1158.60321
Lanconelli, Alberto; Stan, Aurel I.
3
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.
3
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
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
Analysis of MAP/PH(1), PH(2)/2 queue with Bernoulli vacations. Zbl 1157.90362
Kumar, B. Krishna; Rukmani, R.; Thangaraj, V.
2
2008
Weak approximation of SDEs by discrete-time processes. Zbl 1145.60038
Zähle, Henryk
1
2008
On the optimality of \((s,S)\) inventory policies: A quasivariational approach. Zbl 1153.90301
Benkherouf, Lakdere
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
\(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition. Zbl 1154.60048
Wang, Jiajie; Ran, Qikang; Chen, Qihong
12
2007
A family of non-Gaussian martingales with Gaussian marginals. Zbl 1152.60039
Hamza, Kais; Klebaner, Fima C.
11
2007
Jump telegraph processes and financial markets with memory. Zbl 1149.60053
Ratanov, Nikita
7
2007
On a class of measure-dependent stochastic evolution equations driven by fbm. Zbl 1143.60319
Hernandez, Eduardo; Keck, David N.; Mckibben, Mark A.
6
2007
Comparison of inventory systems with service, positive lead-time, loss, and retrial of customers. Zbl 1211.90019
Krishnamoorthy, A.; Jose, K. P.
5
2007
Laws of large numbers for asymmetrical Cauchy random variables. Zbl 1143.60025
Adler, André
4
2007
Fluid limits of optimally controlled queueing networks. Zbl 1143.60057
Pang, Guodong; Day, Martin V.
4
2007
On a class of forward-backward stochastic differential systems in infinite dimensions. Zbl 1154.60044
Guatteri, Giuseppina
3
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
Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. II. Zbl 1145.91022
Chang, Mou-Hsiung
2
2007
Some local asymptotic laws for the Cauchy process on the line. Zbl 1151.60023
Okoroafor, A. Chukwuemeka
1
2007
Sumudu transform fundamental properties investigations and applications. Zbl 1115.44001
Belgacem, Fethi Bin Muhammed; Karaballi, Ahmed Abdullatif
42
2006
Option pricing in a regime-switching model using the fast Fourier transform. Zbl 1140.91402
Liu, R. H.; Zhang, Q.; Yin, G.
28
2006
On the mixed fractional Brownian motion. Zbl 1147.60313
Zili, Mounir
22
2006
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Zbl 1147.60320
Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui
17
2006
On changes of measure in stochastic volatility models. Zbl 1147.60321
Wong, Bernard; Heyde, C. C.
14
2006
Existence of solutions to Sobolev-type partial neutral differential equations. Zbl 1119.34060
Agarwal, Shruti; Bahuguna, Dhirendra
12
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Optimal contracts in continuous-time models. Zbl 1140.91433
Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng
12
2006
Equivalence and stability of random fixed point iterative procedures. Zbl 1107.47046
Beg, Ismat; Abbas, Mujahid
11
2006
Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator. Zbl 1104.60029
Hamadène, S.; Hdhiri, I.
10
2006
A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient. Zbl 1118.60051
Halidias, Nikolaos; Kloeden, P. E.
9
2006
Approximation and optimality necessary conditions in relaxed stochastic control problems. Zbl 1119.49027
Bahlali, Seïd; Mezerdi, Brahim; Djehiche, Boualem
9
2006
On \((s,S)\) inventory system with random lead time and repeated demands. Zbl 1170.90319
Ushakumari, P. V.
9
2006
Exact transient solution of a state-dependent birth-death process. Zbl 1102.60073
Parthasarathy, P. R.; Sudhesh, R.
7
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
7
2006
Sensitivity analysis for relaxed cocoercive nonlinear quasivariational inclusions. Zbl 1120.47056
Verma, Ram U.
7
2006
Abstract semilinear stochastic Itô-Volterra integrodifferential equations. Zbl 1234.60065
Keck, David N.; McKibben, Mark A.
7
2006
Installment options close to expiry. Zbl 1140.91372
Alobaidi, G.; Mallier, R.
7
2006
Generalized BSDE driven by a Lévy process. Zbl 1147.60319
El Otmani, Mohamed
7
2006
Random fixed point theorems for multivalued nonexpansive non-self-random operators. Zbl 1120.47053
Plubtieng, S.; Kumam, P.
6
2006
Stability of invariant sets of Itô stochastic differential equations with Markovian switching. Zbl 1109.60043
Luo, Jiaowan
5
2006
Explicit solutions of some fractional partial differential equations via stable subordinators. Zbl 1127.35316
Debbi, Latifa
5
2006
Quasi-stationary distributions for birth-death processes with killing. Zbl 1147.60323
Coolen-Schrijner, Pauline; van Doorn, Erik A.
5
2006
Generalized preinvex functions and their properties. Zbl 1132.49005
Noor, Muhammad Aslam; Noor, Khalida Inayat
4
2006
Solution of a transmission problem for semilinear parabolic-hyperbolic equations by the time-discretization method. Zbl 1112.35347
Bouziani, Abdelfatah
4
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Likely path to extinction in simple branching models with large initial population. Zbl 1115.60078
Klebaner, F. C.; Liptser, R.
4
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Effective utilization of idle time in an \((s,S)\) inventory with positive service time. Zbl 1170.90312
Krishnamoorthy, A.; Deepak, T. G.; Narayanan, Viswanath C.; Vineetha, K.
4
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A positive solution for singular discrete boundary value problems with sign-changing nonlinearities. Zbl 1099.39008
Lü, Haishen; O’Regan, Donal; Agarwal, Ravi P.
3
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Chover-type laws of the iterated logarithm for weighted sums of \(\rho ^{\ast}\)-mixing sequences. Zbl 1109.60026
Cai, Guang-Hui
3
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A singular control problem with an expected and a pathwise ergodic performance criterion. Zbl 1119.93069
Jack, Andrew; Zervos, Mihail
3
2006
Rothe time-discretization method for the semilinear heat equation subject to a nonlocal boundary condition. Zbl 1143.65372
Merazga, Nabil; Bouziani, Abdelfatah
3
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Stabilization of Volterra equations by noise. Zbl 1111.60049
Appleby, John A. D.; Flynn, Aoife
2
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Linear filtering of systems with memory and application to finance. Zbl 1184.91212
Inoue, A.; Nakano, Y.; Anh, V.
2
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On nondensely defined semilinear stochastic functional differential equations with nonlocal conditions. Zbl 1108.60050
Benchohra, M.; Ntouyas, S. K.; Ouahab, A.
2
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Central limit theorem for solutions of random initialized differential equations: a simple proof. Zbl 1118.60014
Iribarren, Ileana; León, José R.
2
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Quasilinearization for the periodic boundary value problem for systems of impulsive differential equations. Zbl 1158.34013
Hristova, S. G.; Vatsala, A. S.
2
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Operator self-similar processes on Banach spaces. Zbl 1116.60014
Matache, Mihaela T.; Matache, Valentin
2
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On covariance generating functions and spectral densities of periodically correlated autoregressive processes. Zbl 1107.62099
Shishebor, Z.; Nematollahi, A. R.; Soltani, A. R.
2
2006
Stability of retrial queues with versatile retrial policy. Zbl 1114.60076
Kernane, Tewfik; Aïssani, Amar
2
2006
Duality for multiobjective variational control and multiobjective fractional variational control problems with pseudoinvexity. Zbl 1128.90572
Nahak, C.
2
2006
Upper and lower solutions method for differential inclusions with integral boundary conditions. Zbl 1122.34006
Benchohra, Mouffak; Ouahab, Abdelghani
1
2006
Complementarity problem for \(\eta\)-monotone-type maps. Zbl 1153.90550
Pani, S.; Nanda, S.
1
2006
A remark on recent results for finding zeroes of accretive operators. Zbl 1120.47059
Moudafi, Abdellatif
1
2006
Multivalued \(H\)-essential maps of acyclic type on Hausdorff topological spaces. Zbl 1108.54026
O’Regan, Donal
1
2006
Large-scale stochastic hereditary systems under Markovian structural perturbations. I: Variational comparison theorems. Zbl 1121.34085
Ladde, G. S.
1
2006
Large-scale stochastic hereditary systems under Markovian structural perturbations. II: Qualitative analysis of isolated subsystems. Zbl 1121.34086
Ladde, G. S.
1
2006
Large-scale stochastic hereditary systems under Markovian structural perturbations. III: Qualitative analysis. Zbl 1121.34087
Ladde, G. S.
1
2006
Null exact controllability of the parabolic equations with equivalued surface boundary condition. Zbl 1115.93017
Yin, Zhongqi
1
2006
A semimartingale characterization of average optimal stationary policies for Markov decision processes. Zbl 1151.90576
Zhu, Quanxin; Guo, Xianping
1
2006
Existence results for second-order impulsive functional differential inclusions. Zbl 1118.34078
Chang, Yong-Kui; Qi, Li-Mei
1
2006
Mean convergence theorems and weak laws of large numbers for double arrays of random variables. Zbl 1124.60024
Le Van Thanh
1
2006
A scalarization technique for computing the power and exponential moments of Gaussian random matrices. Zbl 1110.60011
Vladimirov, Igor; Thompson, Bevan
1
2006
Invariant densities of random maps have lower bounds on their supports. Zbl 1119.37037
Góra, Paweł; Boyarsky, Abraham; Islam, Md. Shafiqul
1
2006
Existence and uniqueness of constrained globally optimal feedback controls in a linear-quadratic framework. Zbl 1146.49033
Xu, Yashan
1
2006
Mean convergence theorem for multidimensional arrays of random elements in Banach spaces. Zbl 1147.60301
Le Van Thanh
1
2006
Representations of isotropic Gaussian random fields with homogeneous increments. Zbl 1147.60317
Dzhaparidze, Kacha; van Zanten, Harry; Zareba, Pawel
1
2006
Random fixed points of multivalued inward random operators. Zbl 1220.47076
Khan, A. R.; Domlo, A. A.
1
2006
Analysis of a \(k\)-out-of-\(N\) system with spares, repairs, and a probabilistic rule. Zbl 1170.90371
Chakravarthy, Srinivas R.
1
2006
Existence of solutions of general nonlinear fuzzy Volterra-Fredholm integral equations. Zbl 1099.45005
Balachandran, K.; Kanagarajan, K.
18
2005
Rothe time-discretization method for a nonlocal problem arising in thermoelasticity. Zbl 1077.74019
Merazga, Nabil; Bouziani, Abdelfatah
18
2005
On the asymptotic behavior of solutions of certain third-order nonlinear differential equations. Zbl 1077.34052
Tunç, Cemil
16
2005
Abstract stochastic integro-differential delay equations. Zbl 1105.60045
Keck, David N.; McKibben, Mark A.
10
2005
Approximate controllability of delayed semilinear control systems. Zbl 1083.93006
Wang, Lianwen
9
2005
Properties of fixed point set of a multivalued map. Zbl 1101.54044
Khan, Abdul Rahim
7
2005
Approximation of solutions to retarded differential equations with applications to population dynamics. Zbl 1087.34056
Bahuguna, D.; Muslim, M.
7
2005
Local volatility in the Heston model: a Malliavin calculus approach. Zbl 1184.91215
Ewald, Christian-Oliver
6
2005
Complete analysis of MAP/G/1/N queue with single (multiple) vacation(s) under limited service discipline. Zbl 1107.60057
Gupta, U. C.; Banik, A. D.; Pathak, S. S.
6
2005
Multiobjective duality with \(\rho-(\eta, \theta)\)-invexity. Zbl 1274.90360
Nahak, Chandal; Nanda, Sudarsan
5
2005
Asymptotic expansion for the functional of Markovian evolution in \(\mathbb{R}^{d}\) in the circuit of diffusion approximation. Zbl 1109.60089
Samoilenko, I. V.
5
2005
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Cited by 2,667 Authors

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27 Noor, Muhammad Aslam
26 Agarwal, Ravi P.
25 Li, Yongxiang
23 Ren, Yong
21 O’Regan, Donal
20 Gupta, Umesh Chandra
19 Benchohra, Mouffak
19 Pandey, Dwijendra Narain
17 Cuevas, Claudio
17 Lan, Hengyou
16 Bonotto, Everaldo M.
15 Chen, Pengyu
15 Šlapal, Josef
15 Wang, Jinrong
14 Bahuguna, Dhirendra
14 Nieto Roig, Juan Jose
14 Verma, Ram U.
14 Zhang, Xuping
13 Balachandran, Krishnan
13 Dudin, Alexander N.
13 Ntouyas, Sotiris K.
12 Cho, Yeol Je
12 Nashine, Hemant Kumar
12 Sakthivel, Rathinasamy
12 Tadj, Lotfi
11 Jankowski, Tadeusz
11 Zhou, Yong
10 El Otmani, Mohamed
10 Peng, Jianwen
10 Tunç, Cemil
10 Vijayakumar, Velusamy
9 Abbas, Mujahid
9 Ahmad, Bashir
9 Balasubramaniam, Pagavathigounder
9 Ezzinbi, Khalil
9 Klimenok, Valentina Ivanovna
9 McKibben, Mark Anthony
9 Murugesu, R.
9 Papageorgiou, Nikolaos S.
9 Ratanov, Nikita
9 Shahzad, Naseer
9 Siu, Tak Kuen
8 Belgacem, Fethi bin Muhammad
8 Di Crescenzo, Antonio
8 Farahmand, Kambiz
8 Hamadene, Saïd
8 Huang, Nan-Jing
8 Kapustyan, Oleksiy V.
8 Mesloub, Said
8 Michta, Mariusz
8 Sukavanam, Nagarajan
8 Wei, Wei
7 Abolnikov, Lev M.
7 Bahlali, Khaled
7 Beg, Ismat
7 Ding, Xie Ping
7 Ezzati, Reza
7 Gou, Haide
7 Janković, Svetlana
7 Krishnamoorthy, Achyutha
7 Kumam, Poom
7 Lee, Ho Woo
7 Mahmudov, Nazim Idrisoglu
7 Malinowski, Marek T.
7 Martinucci, Barbara
7 Noor, Khalida Inayat
7 Nualart, David
7 Vabishchevich, Pëtr Nikolaevich
6 Ahmed, Hamdy M.
6 Al-saedi, Ahmed Eid Salem
6 Anh, Vo V.
6 Bica, Alexandru Mihai
6 Bouziani, Abdelfatah
6 Cabada, Alberto
6 Cao, Junfei
6 Chadha, Alka
6 Chang, Yong-Kui
6 Choudhury, Gautam
6 Dębicki, Krzysztof
6 Dhakne, Machindra Baburao
6 Hausenblas, Erika
6 Henríquez, Hernán R.
6 Hussain, Nawab
6 Jentzen, Arnulf
6 Jin, Maoming
6 Kiliçman, Adem
6 Kim, Jong Kyu
6 Lakshmikantham, Vangipuram
6 Macci, Claudio
6 Mezerdi, Brahim
6 Mohapatra, Ram Narayan
6 Ouknine, Youssef
6 Philos, Christos G.
6 Röckner, Michael
6 Shen, Guangjun
6 Soto, Herme
6 Tang, Sanyi
6 Wang, Xuejun
6 Yang, Qigui
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Cited in 427 Journals

90 Journal of Mathematical Analysis and Applications
80 Applied Mathematics and Computation
66 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
61 Computers & Mathematics with Applications
52 Journal of Computational and Applied Mathematics
50 Stochastic Analysis and Applications
45 Stochastic Processes and their Applications
42 Advances in Difference Equations
39 Statistics & Probability Letters
37 Abstract and Applied Analysis
27 Journal of Applied Mathematics and Stochastic Analysis
27 Mathematical Problems in Engineering
26 Applied Mathematics Letters
24 Mathematical and Computer Modelling
24 Stochastics and Dynamics
23 Journal of Inequalities and Applications
22 Journal of Optimization Theory and Applications
22 Queueing Systems
22 Fixed Point Theory and Applications
21 Methodology and Computing in Applied Probability
19 Journal of Applied Probability
19 Journal of Differential Equations
19 Annals of Operations Research
19 European Journal of Operational Research
17 The Annals of Applied Probability
16 Automation and Remote Control
15 Advances in Applied Probability
15 Insurance Mathematics & Economics
15 Random Operators and Stochastic Equations
13 Applicable Analysis
13 The Annals of Probability
13 Communications in Nonlinear Science and Numerical Simulation
13 Nonlinear Analysis. Real World Applications
13 Journal of Applied Mathematics
13 Journal of Applied Mathematics and Computing
13 Stochastics
12 Journal of Theoretical Probability
12 Journal of Mathematical Sciences (New York)
12 Acta Mathematica Sinica. English Series
12 Mediterranean Journal of Mathematics
11 Mathematical Methods in the Applied Sciences
11 Fuzzy Sets and Systems
11 International Journal of Mathematics and Mathematical Sciences
11 Opsearch
11 Mathematical Methods of Operations Research
11 International Journal of Theoretical and Applied Finance
11 Nonlinear Analysis. Theory, Methods & Applications
11 International Journal of Applied and Computational Mathematics
10 Applied Mathematics and Optimization
10 Operations Research Letters
10 Applied Mathematics and Mechanics. (English Edition)
10 Applied Mathematical Modelling
10 Differential Equations and Dynamical Systems
10 Discrete Dynamics in Nature and Society
10 Nonlinear Analysis. Hybrid Systems
10 Modern Stochastics. Theory and Applications
9 Acta Applicandae Mathematicae
9 Optimization
9 Communications in Statistics. Theory and Methods
9 Discrete and Continuous Dynamical Systems. Series B
9 Boundary Value Problems
9 Journal of the Korean Statistical Society
9 Afrika Matematika
8 International Journal of Control
8 Rocky Mountain Journal of Mathematics
8 Numerical Functional Analysis and Optimization
8 Computers & Operations Research
8 Applied Mathematics. Series B (English Edition)
8 Nonlinear Dynamics
8 Fractional Calculus & Applied Analysis
8 Journal of Dynamical and Control Systems
8 Probability in the Engineering and Informational Sciences
8 Stochastic Models
7 Journal of Mathematical Physics
7 Journal of Functional Analysis
7 Topology and its Applications
7 International Journal of Computer Mathematics
7 Cybernetics and Systems Analysis
7 Theory of Probability and Mathematical Statistics
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6 Journal of the Franklin Institute
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6 Mathematica Slovaca
6 Top
6 Finance and Stochastics
6 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
6 International Journal of Applied Mathematics and Computer Science
5 Journal of Statistical Physics
5 Physica A
5 Chaos, Solitons and Fractals
5 Automatica
5 Proceedings of the American Mathematical Society
5 Systems & Control Letters
5 Acta Mathematicae Applicatae Sinica. English Series
5 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
5 Bulletin des Sciences Mathématiques
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Cited in 52 Fields

913 Probability theory and stochastic processes (60-XX)
455 Ordinary differential equations (34-XX)
371 Partial differential equations (35-XX)
346 Operator theory (47-XX)
272 Operations research, mathematical programming (90-XX)
247 Numerical analysis (65-XX)
206 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
192 Systems theory; control (93-XX)
167 Calculus of variations and optimal control; optimization (49-XX)
151 Integral equations (45-XX)
107 Statistics (62-XX)
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19 Functional analysis (46-XX)
13 Measure and integration (28-XX)
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7 Abstract harmonic analysis (43-XX)
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