VOLUME 5, ISSUE 1, JANUARY 2011, PAGES 1-72

FIRST PASSAGE TIMES DENSITY OF MARKOV SWITCHING GEOMETRIC BROWNIAN MOTION

AN ANTICIPATING ITÔ FORMULA FOR GENERAL LÉVY PROCESSES WITH FORWARD INTEGRAL

REVISITING THE WELCH UNIFORM MODEL: A CASE FOR CONDITIONAL INFERENCE?

TESTING EQUALITY OF MEANS WHEN ONE SAMPLE HAS NO REPLICATION

IRAN’S POPULATION PROJECTION USING STOCHASTIC GROWTH RATE