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

Variance optimal hedging for continuous time additive processes and applications [0.03%] 连续时间可加过程的方差最优对冲及其应用

Goutte, Stéphane; Oudjane, Nadia; Russo et al. Goutte et al.

Stochastics An International Journal of Probability and Stochastic Processes. 2014;86(1):147-185. DOI:10.1080/17442508.2013.774402 2014

Numerical solution for a class of SPDEs over bounded domains [0.03%] 一类在有界区域上随机偏微分方程的数值解法

Crisan, Dan; Xiong, Jie Crisan

Stochastics An International Journal of Probability and Stochastic Processes. 2014;86(3):450-472. DOI:10.1080/17442508.2013.819510 2014

Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule [0.03%] 反射型倒向随机微分方程与一类非线性动态定价规则

Morlais, Marie-Amelie Morlais

Stochastics An International Journal of Probability and Stochastic Processes. 2013;85(1):1-26. DOI:10.1080/17442508.2011.652115 2013

A complete representation theorem for G -martingales [0.03%] 关于G-鞅的完整表示定理

Peng, Shige; Song, Yongsheng; Zhang et al. Peng et al.

Stochastics An International Journal of Probability and Stochastic Processes. 2014;86(4):609-631. DOI:10.1080/17442508.2013.865130 2014

A combinatorial infinitesimal representation of Lévy processes and an application to incomplete markets [0.03%] 勒维过程的组合微分表示及其在不完全市场中的应用

Albeverio, Sergio; Herzberg, Frederik S. Albeverio

Stochastics An International Journal of Probability and Stochastic Processes. 2006;78(5):301-325. DOI:10.1080/17442500600900707 2006

Optimal portfolio, partial information and Malliavin calculus [0.03%] 最优投资组合、部分信息与马利亚文微积分

Di Nunno, Giulia; Øksendal, Bernt Di Nunno

Stochastics-an international journal of probability and stochastic processes. 2009;81(3):303-322. DOI:10.1080/17442500902917979 2009

Singular stochastic control of a singular diffusion process [0.03%] 奇异扩散过程的奇异随机控制

Chiarolla, Maria Chiarolla

Stochastics-an international journal of probability and stochastic processes. 1997;62(1):31-63. DOI:10.1080/17442509708834127 1997

Skorohod stochastic integration with respect to non-adapted processes on Wiener space [0.03%] 维纳空间上针对非适应过程的Skorohod随机积分

Privault, Nicolas Privault

Stochastics-an international journal of probability and stochastic processes. 2002;73(1):199-199. DOI:10.1080/10451120212873 2002

Stochastic exit time problems arising in process control [0.03%] 过程控制中出现的随机退出时间问题

Clark, J. M.C.; Vinter, R. B. Clark

Stochastics An International Journal of Probability and Stochastic Processes. 2012;84(5-6):667-681. DOI:10.1080/17442508.2011.652117 2012

Géométrie différentielle stochastique avec sauts 1 [0.03%] 随机跳跃微分几何 1

Cohen, S. Cohen

Stochastics-an international journal of probability and stochastic processes. 1996;56(3):179-203. DOI:10.1080/17442509608834042 1996