RATIONALE: Drugs used in chemotherapy use different ways to stop tumor cells from dividing so they stop growing or die. Peripheral stem cell transplantation may be able to replace immune cells that were destroyed by chemotherapy or radiation therapy used to kill tumor cells. It is not yet known whether chemotherapy alone is more effective than chemotherapy plus peripheral stem cell transplantation for ovarian epithelial cancer. PURPOSE: Randomized phase III trial to compare the effectiveness of paclitaxel and carboplatin with that of carboplatin, mitoxantrone, and cyclophosphamide followed by peripheral stem cell transplantation in treating patients who have persistent stage III or stage IV ovarian epithelial cancer.