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期刊名：Stochastics-an international journal of probability and stochastic processes

缩写：STOCHASTICS

ISSN：1744-2508

e-ISSN：1744-2516

IF/分区：0.9/Q3

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共收录本刊相关文章索引177条
Clinical Trial Case Reports Meta-Analysis RCT Review Systematic Review
Classical Article Case Reports Clinical Study Clinical Trial Clinical Trial Protocol Comment Comparative Study Editorial Guideline Letter Meta-Analysis Multicenter Study Observational Study Randomized Controlled Trial Review Systematic Review
Integral representation of generalized grey Brownian motion [0.03%] 广义灰布朗运动的积分表示
Wolfgang Bock,Sascha Desmettre,José Luís da Silva Wolfgang Bock
In this paper, we investigate the representation of a class of non-Gaussian processes, namely generalized grey Brownian motion, in terms of a weighted integral of a stochastic process which is a solution of a certain stochastic differential...
Stochastics (Abingdon, England : 2005). 2019 Jul 11;92(4):552-565. DOI:10.1080/17442508.2019.1641093 2019
Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver [0.03%] 由局部Lipschitz生成元所驱动的Levy型BSDE的可解性与正则性研究
Christel Geiss,Alexander Steinicke Christel Geiss
We investigate conditions for solvability and Malliavin differentiability of backward stochastic differential equations driven by a Lévy process. In particular, we are interested in generators which satisfy a local Lipschitz condition in t...
Stochastics (Abingdon, England : 2005). 2019 Jun 12;92(3):418-453. DOI:10.1080/17442508.2019.1626859 2019
Singular stochastic control for diffusions and sde with discontinuous [0.03%]
Ma, Jin Ma
Stochastics-an international journal of probability and stochastic processes. 1994;46(3):161-192. DOI:10.1080/17442509408833876 1994
On the sequential testing problem for some diffusion processes [0.03%]
Gapeev, Pavel V.; Shiryaev, Albert N. Gapeev
Stochastics-an international journal of probability and stochastic processes. 2011;83(4):519-535. DOI:10.1080/17442508.2010.530349 2011
An approach for solving perpetual optimal stopping problems driven by Lévy processes [0.03%]
Surya, B. A. Surya
Stochastics An International Journal of Probability and Stochastic Processes. 2007;79(3-4):337-361. DOI:10.1080/17442500601108508 2007
On the exponential process associated with a CARMA-type process [0.03%]
Matsui, Muneya; Shieh, Narn-Rueih Matsui
Stochastics An International Journal of Probability and Stochastic Processes. 2013;85(5):743-762. DOI:10.1080/17442508.2012.654791 2013
Linear programming approach to the optimal stopping of singular stochastic processes [0.03%]
Helmes, K.; Stockbridge, R. H. Helmes
Stochastics An International Journal of Probability and Stochastic Processes. 2007;79(3-4):309-335. DOI:10.1080/17442500600976814 2007
Rotation invariance of quantum Laplacians [0.03%]
Horrigue, Samah; Ouerdiane, Habib Horrigue
Stochastics An International Journal of Probability and Stochastic Processes. 2012;84(2-3):335-345. DOI:10.1080/17442508.2010.528762 2012
Hitting densities for spectrally positive stable processes [0.03%]
Simon, Thomas Simon
Stochastics An International Journal of Probability and Stochastic Processes. 2011;83(2):203-214. DOI:10.1080/17442508.2010.549232 2011
On the density of systems of non-linear spatially homogeneous SPDEs [0.03%]
Nualart, Eulalia Nualart
Stochastics An International Journal of Probability and Stochastic Processes. 2013;85(1):48-70. DOI:10.1080/17442508.2011.653567 2013