Publications

    BOOKS

     

    1. Svetlana Jankovic, Miljana Jovanovic : Analytic approximations of solutions to stochastic differential equations, Faculty of Science and Mathematics, University of Nis, 2008.

    ARTICLES

     

    1. M. Jankoviæ: Random integral contractor of stochastic differential equations of the Ito type, Filomat, 8 (1994), 103-114.

    		  
     

    2. Sv. Jankoviæ, M. Jovanoviæ: On a general iterative method for solving hereditary differential equati- ons (I), Filomat, 10 (1996), 149-158.

    		  
     

    3. Sv. Jankoviæ, M. Jovanoviæ: On a general iterative method for solving hereditary differential equati- ons (II), Filomat, 11 (1997), 7-18.

    		  
     
    4. M. Jovanoviæ, Sv. Jankoviæ: On a class of nonlinear stochastic hereditary integrodifferential equati- ons, Indian Journal of Pure and Applied Mathematics, 28(8), (1997), 1061-1082.
    		  
      5. Sv. Jankoviæ, M. Jovanoviæ: A general algorithm for solving stochastic hereditary integrodifferential equations, Facta Universitatis, Series Mathematics, 13 (1998), 109-126.  
     
    6. Sv. Jankoviæ, M. Jovanoviæ, Stochastic differential equations depending of small parameters, SYM- OP-IS 2000, XXVII Yugoslav Symposium on Operational Reshearch, Belgrade, (2000), 425-428.
     

    7. Sv. Jankoviæ, M. Jovanoviæ, Convergence in (2m)-th mean for perturbed stochastic integrodifferen- tial equations, Publications de l'Institute Mathematique, 68 (82), (2000), 133-145.

     
    8. Sv. Jankoviæ, M. Jovanoviæ, Asymptotic behavior of non-linear dynamic systems subjected to para- metric and random exitations, Facta Universitatis, Ser. Mechanics, Automatic Control and Robotics, 2 (10), (2000), 1137-1148 (invited paper)
     
    9. Sv. Jankoviæ, M. Jovanoviæ, (2m)-th mean behavior of solutions of stochastic differential equations under parametric perturbations, Novi Sad Journal of Mathematics, Novi Sad, 30 (1), (2000), 133-142
     
    10. M. Jovanoviæ, B. Popoviæ: Barrier options, SYM-OP-IS 2001, XXVIII Yugoslav Symposium on Ope- rational Reshearch, Belgrade, (2001), 575-578 (in Serbian)
     
    11. B. Popoviæ, M. Jovanoviæ, M. Ristiæ: Volatility in discret time models, SYM-OP-IS 2001, XXVIII Yu- goslav Symposium on Operational Reshearch, Belgrade, (2001), 597-600 (in Serbian).
    		  
     

    12. M. Jovanoviæ, Sv. Jankoviæ: Existence and uniqueness problems for nonlinear stochastic heredita- ry integrodifferential equations, Indian Journal of Pure and Applied Mathematics, 32 (5), (2001), 695-710
     
    13. Sv. Jankoviæ, M. Jovanoviæ: On perturbed stochastic hereditary differential equations with integral gral contractors, Computers & Mathematics with Applications, Elsevier, 42, (2001), 871-881.
     

    14. Sv. Jankoviæ, M. Jovanoviæ: Perturbed stochastic hereditary differential equations, Stochastic Ana- lysis and Applications, 20 (3), (2002), 567-589.
     

    15. M. Jovanoviæ, Sv. Jankoviæ: On perturbed nonlinear Ito type stochastic integrodifferential equations, Journal of Mathematical Analysis and Applications, 269 (2002), 301-316.
     

    16. Sv. Jankoviæ, M. Jovanoviæ: Generalized stochastic perturbations - depending differential equations, Stochastic Analysis and Applications, 20 (6), (2002), 1281-1307.
     

    17. Sv. Jankoviæ, M. Jovanoviæ: Some analytic iterative methods for solving various classes of stochastic hereditary integrodifferential equations, Facta Universitatis, Ser. Mechanics, Automatic Control and Robotics, 4 (16), (2004), 11-31.
     

    18. M. Jovanoviæ, Sv. Jankoviæ: L^2m-asymptotic behavior of solutions of perturbed stochastic integrodifferential equations, Mathematica Balkanica New Series, Vol. 18, fasc. 3-4, (2004), 321-333.

     

    19. M. Jovanoviæ, Sv. Jankoviæ: Functionally perturbed stochastic differential equations, Mathematische Nachrichten, 279(16) (2006), 1808-1822.

     

    20. Sv. Jankoviæ, M. Jovanoviæ: The p-th moment exponential stability of neutral stohastic functional differential equations, Filomat, 20(1) (2006), 59-72.

     

    21. Sv. Jankoviæ, J. Randelovic, M. Jovanoviæ: Razumikin-type exponential stability criteria of neutral stochastic functional differential equation, Journal of Mathematical Analysis and Applications, doi:10.1016/j.jmaa.2009.02.011

     

    22. M. Jovanoviæ, Sv. Jankoviæ: Neutral stochastic functional differential equations with additive perturbations applied Mathematics and Computations, (in press)