Stochastics-an international journal of probability and stochastic processes文章索引

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

共收录本刊相关文章索引177条

Equilibrium in two-player non-zero-sum Dynkin games in continuous time [0.03%] 连续时间下两人非零和丁金博弈的均衡

Laraki, Rida; Solan, Eilon Laraki

Stochastics An International Journal of Probability and Stochastic Processes. 2013;85(6):997-1014. DOI:10.1080/17442508.2012.726222 2013

Solving a Hamilton–Jacobi–Bellman equation with constraints [0.03%] 求解带约束的哈密顿-雅可比-贝尔曼方程

Edalati, Alireza; Hipp, Christian Edalati

Stochastics An International Journal of Probability and Stochastic Processes. 2013;85(4):637-651. DOI:10.1080/17442508.2013.795570 2013

Game approach to the optimal stopping problem† [0.03%] 游戏方法解决最优停止问题†

Karatzas, Ioannis; Zamfirescu, Ingrid-Mona Karatzas

Stochastics-an international journal of probability and stochastic processes. 2005;77(5):401-435. DOI:10.1080/17442500500219885 2005

Optimal rebalancing of portfolios with transaction costs [0.03%] 考虑交易成本的最优投资组合再平衡

Holden, Helge; Holden, Lars Holden

Stochastics An International Journal of Probability and Stochastic Processes. 2013;85(3):371-394. DOI:10.1080/17442508.2011.651219 2013

Complete convergences for arrays of row-wise PNQD random variables [0.03%] 行向量PNQD随机变量数组的完全收敛性

Ko, Mi-Hwa Ko

Stochastics An International Journal of Probability and Stochastic Processes. 2013;85(1):172-180. DOI:10.1080/17442508.2011.651301 2013

Stability of Merton's portfolio optimization problem for Lévy models [0.03%] 勒维模型下默顿投资组合优化问题的稳定性

Benth, Fred Espen; Schmeck, Maren Diane Benth

Stochastics An International Journal of Probability and Stochastic Processes. 2013;85(5):833-858. DOI:10.1080/17442508.2012.665056 2013

Equations différentielles stochastiques rétrogrades réfléchies dans un convexe [0.03%] 反射于凸集中的倒向随机微分方程

Petit, A. Gegout; Pardoux, E. Petit

Stochastics-an international journal of probability and stochastic processes. 1996;57(1):111-128. DOI:10.1080/17442509608834054 1996

Sequential entry and exit decisions with an ergodic performance criterion [0.03%] 基于遍历性性能准则的顺序进出决策

Bronstein, Anne Laure; Zervos, Mihail Bronstein

Stochastics-an international journal of probability and stochastic processes. 2006;78(2):99-121. DOI:10.1080/17442500600715840 2006

Optimal ergodic control of Markov diffusion processes with minimum variance [0.03%] 基于最小方差的马尔可夫扩散过程最优遍历控制

Jasso-Fuentes, Héctor; Hernández-Lerma, Onésimo Jasso-Fuentes

Stochastics An International Journal of Probability and Stochastic Processes. 2012;():1-17. DOI:10.1080/17442508.2012.688973 2012

Large deviations for perturbed reflected diffusion processes [0.03%] 受扰反射扩散过程的大偏差

Bo, Lijun; Zhang, Tusheng Bo

Stochastics An International Journal of Probability and Stochastic Processes. 2009;81(6):531-543. DOI:10.1080/17442500801981084 2009