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The Journal of Applied Mathematics and Stochastic Analysis publishes significant research papers on the theory and applications of STOCHASTIC ANALYSIS, NONLINEAR ANALYSIS and STOCHASTIC MODELS. The journal is concerned with concepts and techniques (such as measure theory and integration, functional analysis, and differential and integral equations) pertinent
to applied mathematics and stochastics. Among various applications, the journal welcomes stochastic processes, stochastic finance, boundary value problems, stochastic game theory, random fixed point theory, and theoretical aspects of
stochastic models.

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The Journal of Applied Mathematics and Stochastic Analysis (ISSN 1048-9533) is published four times a year.

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Current Article Contents

Fractional Differential Equations Driven by Lévy Noise. . . 97
V.V. Anh and R. McVinish

Complete Convergence for Negatively Dependent Random
Variables. . . 121
M. Amini D. and A. Bozorgnia

Three-Indexed Processes: A High Level Crossing Analysis. . . 127
Mark Kelbert and Yuri Suhov

Functional Integro-Differential Stochastic Evolution Equations
in Hilbert Space. . . 141
David N. Keck and Mark A. McKibben

Existence of Solutions of Sobolev-Type Semilinear Mixed
Integrodifferential Inclusions in Banach Spaces. . . 163
M. Kanakaraj and K. Balachandran

Random Fixed Point Theory in Spaces with Two Metrics. . . 171
Donal O’Regan, Naseer Shahzad and Ravi P. Agarwal

Integrodifferential Equations with Analytic Semigroups. . . 177
D. Bahuguna

Initial and Boundary Value Problems for Nonconvex Valued Multivalued Functional Differential Equations. . . 191
M. Benchohra and S.K. Ntoyas

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