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International Journal of Stochastic Analysis
Tome 12 (1999)
no. 2
Sommaire
In memoriam Julian Keilson (November 19, 1924 -- March 8, 1999).
Syski, Ryszard
p. 101
Transformations of index set for Skorokhod integral with respect to Gaussian processes.
Gawarecki, Leszek
p. 105
Robust option replication for a Black-Scholes model extended with nondeterministic trends.
Schoenmakers, John G.M.
;
Kloeden, Peter E.
p. 113
Periodic in distribution solution for a telegraph equation.
Dorogovtsev, A.Ya.
p. 121
Existence of moments of increasing predictable processes associated with one- and two-parameter potentials.
Mishura, Yu.
;
Oltsik, Ya.
p. 133
Exact solution of the Bellman equation for a -discounted reward in a two-armed bandit with switching arms.
Donchev, Doncho S.
p. 151
Convergence of an iteration leading to a solution of a random operator equation.
Choudhury, Binayak S.
;
Ray, M.
p. 161
A note on multivalued differential equations on proximate retracts.
O'Regan, Donal
p. 169
Application of a noncompactness technique to an investigation of the existence of solutions to a nonlocal multivalued Darboux problem.
Byszewski, Ludwik
;
Papageorgiou, Nikolaos S.
p. 179
On the -function.
Kilbas, Anatoly A.
;
Saigo, Megumi
p. 191