wick calculus for nonlinear gaussian functionals
yao-zhong hu~1; jia-an yan~2 1 department of mathematics; university of kansas; 405 snow hall; lawrence; kansas 66045-2142; usa 2 academy of mathematics and systems science; chinese academy of sciences; beijing 100190; china

..............page:399-414

on representation theorem of g-expectations and paths of g-brownian motion
ming-shang hu; shi-ge peng~* institute of mathematics; shandong university; jinan 250100; china

..............page:539-546

on the positivity of linear weights in weno approximations
yuan-yuan liu~1; chi-wang shu~(2*); meng-ping zhang~1 1 department of mathematics; university of science and technology of china; hefei 230026; china 2 division of applied mathematics; brown university; providence; ri 02912; usa

..............page:503-538

acta mathematicae applicatae sinica

..............page:547

regression analysis of right-censored failure time data with missing censoring indicators
ping chen~1; ren he~1; jun-shan shen~2; jian-guo sun~(1*) 1 department of statistics; university of missouri; 146 middlebush hall; columbia.mo 65211; u.s.a. 2 school of mathematical sciences.peking university; beijing 100871; china

..............page:415-426

local linear regression for data with ar errors
runze li~1; yan li~2 1 department of statistics and the methodology center; pennsylvania state university; university park; pa 16802-2111; usa 2 cards acquisitions; capital one financial inc 1680 capital one dr; 19050-0701; mclean; va 22102; usa

..............page:427-444

efficient haplotype inference algorithms in one whole genome scan for pedigree data with non-genotyped founders
yongxi cheng; hadi sabaa; zhipeng cai; randy goebel; guohui lin* department of computing science; university of alberta.edmonton; alberta t6g 2e8; canada

..............page:477-488

coxian representations of generalized erlang distributions
qi-ming he~(1*); han-qin zhang~2 1 department of industrial engineering; dalhousie university; halifax; n.s.; canada b3j 2x4 2 academy of mathematics and systems science; chinese academy of sciences; beijing 100190; china

..............page:489-502

strong consistency of the empirical martingale simulation option price estimator
zhu-shun yuan; ge-mai chen~* department of mathematics and statistics; university of calgary; 2500 university drive nw; calgary; alberta; canada; t2n 1n4

..............page:355-368

option pricing when the regime-switching risk is priced
tak kuen siu~1; hailiang yang~(2; *) 1 department of mathematics and statistics; curtin university of technology; perth; w.a.6845; australia 2 department of statistics and actuarial science; the university of hong kong; pokfulam road; hong kong

..............page:369-388

analysis of two-sample censored data using a semiparametric mixture model
gang li~1 chien-tai lin~2 1 department of biostatistics; university of california; los angeles; ca 90095; u.s.a. 2 department of mathematics; tamkang university; tamsui 251; taiwan

..............page:389-398

dedication on the occasion of the thirtieth anniversary of the founding of institute of applied mathematics
fu-zhou gong; xiao-dong hu institute of applied mathematics; academy of mathematics and systems science; chinese academy of sciences; beijing 100190; china

..............page:353-354

approximating conditional density functions using dimension reduction
jian-qing fan~1; liang peng~2; qi-wei yao~(3*); wen-yang zhang~4 1 department of operations research; and financial engineering; princeton university; princeton; nj 08540; usa 2 school of mathematics; georgia institute of technology; atlanta; ga 30332-0160; usa 3 department of statistics; london school of economics; london wc2a 2ae; uk 4 department of mathematical sciences; university of bath; bath ba2 7ay; uk

..............page:445-456

asymptotic expansions of backward equations for two-time-scale markov chains in continuous time
g.yin~1; dung tien nguyen~2 department of mathematics; wayne state university; detroit; michigan 48202; usa

..............page:457-476