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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
Some linear fractional stochastic equations [0.03%]
Nourdin, Ivan; Tudor, Ciprian A. Nourdin
Stochastics An International Journal of Probability and Stochastic Processes. 2006;78(2):51-65. DOI:10.1080/17442500600688997 2006
Piecewise deterministic Markov processes represented by dynamically coloured Petri nets [0.03%]
Everdij, Mariken H.C.; Blom, Henk A.P. Everdij
Stochastics An International Journal of Probability and Stochastic Processes. 2005;77(1):1-29. DOI:10.1080/17442500512331341040 2005
On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables [0.03%]
Wang, Xuejun; Wang, Shijie; Hu et al. Wang et al.
Stochastics An International Journal of Probability and Stochastic Processes. 2013;85(6):1060-1072. DOI:10.1080/17442508.2012.736996 2013
On numerical solution of stochastic partial differential equations of elliptic type [0.03%]
Gyöngy, István; Martínez, Teresa Gyöngy
Stochastics An International Journal of Probability and Stochastic Processes. 2006;78(4):213-231. DOI:10.1080/17442500600805047 2006
Existence and uniqueness of path wise solutions for stochastic integral equations driven by Lévy noise on separable Banach spaces [0.03%]
Mandrekar, V.; Rüdiger, B. Mandrekar
Stochastics An International Journal of Probability and Stochastic Processes. 2006;78(4):189-212. DOI:10.1080/17442500600813140 2006
Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure [0.03%]
Shi, Jingtao; Wu, Zhen Shi
Stochastics An International Journal of Probability and Stochastic Processes. 2015;87(1):1-29. DOI:10.1080/17442508.2014.914514 2015
On differentiability with respect to the initial data of the solution to an SDE with a Lévy noise and discontinuous coefficients [0.03%]
Aryasova, Olga; Pilipenko, Andrey Aryasova
Stochastics An International Journal of Probability and Stochastic Processes. 2014;86(4):643-654. DOI:10.1080/17442508.2013.865133 2014
Optimal strategies in a risky debt context [0.03%]
Dorobantu, Diana; Elvira Mancino, Maria; Pontier et al. Dorobantu et al.
Stochastics An International Journal of Probability and Stochastic Processes. 2009;81(3-4):269-277. DOI:10.1080/17442500902917433 2009
Probabilistic approach to Page's formula for the entropy of a quantum subsystem [0.03%]
Lachal, Aimé Lachal
Stochastics An International Journal of Probability and Stochastic Processes. 2006;78(3):157-178. DOI:10.1080/17442500600737133 2006
Random walks systems with killing on ℤ [0.03%]
Lebensztayn, Elcio; Machado, Fábio Prates; Martinez et al. Lebensztayn et al.
Stochastics An International Journal of Probability and Stochastic Processes. 2008;80(5):451-457. DOI:10.1080/17442500701748609 2008