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

Perpetual barrier options in jump-diffusion models [0.03%] 跳跃扩散模型中的永久障碍期权

Gapeev, Pavel V. Gapeev

Stochastics An International Journal of Probability and Stochastic Processes. 2007;79(1-2):139-154. DOI:10.1080/17442500601086381 2007

Simulation of stochastic partial differential equations using finite element methods [0.03%] 使用有限元方法模拟随机偏微分方程

Barth, Andrea; Lang, Annika Barth

Stochastics An International Journal of Probability and Stochastic Processes. 2012;84(2-3):217-231. DOI:10.1080/17442508.2010.523466 2012

Weak convergence of Markov-modulated random sequences [0.03%] 马尔可夫调制随机序列的弱收敛性

Nguyen, Son Luu; Yin, G. Nguyen

Stochastics-an international journal of probability and stochastic processes. 2010;82(6):521-552. DOI:10.1080/17442501003624423 2010

Ergodic Control Of Stochastic Differential Systems With Controller Constraints [0.03%] 带有控制器约束的随机微分系统的遍历控制

Fujita, Yasuhiro; Morimoto, Hiroaki Fujita

Stochastics-an international journal of probability and stochastic processes. 1996;58(3):245-257. DOI:10.1080/17442509608834076 1996

Some properties of the sub-fractional Brownian motion [0.03%] 子分数布朗运动的一些性质

Tudor, Constantin Tudor

Stochastics An International Journal of Probability and Stochastic Processes. 2007;79(5):431-448. DOI:10.1080/17442500601100331 2007

Partially observed control of markov processes, ii [0.03%] 马尔可夫过程的部分观测控制，II

Hijab, Omar Hijab

Stochastics-an international journal of probability and stochastic processes. 1989;28(3):247-262. DOI:10.1080/17442508908833594 1989

A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing [0.03%] 关于套利、近似套利与资产定价基本定理的说明

Fontana, Claudio Fontana

Stochastics An International Journal of Probability and Stochastic Processes. 2014;86(6):922-931. DOI:10.1080/17442508.2014.895358 2014

Asymptotic analysis for Merton's problem with transaction costs in power utility case [0.03%] 幂效用情形下带交易成本的默顿问题的渐近分析

Choi, Jin Hyuk Choi

Stochastics An International Journal of Probability and Stochastic Processes. 2014;86(5):803-816. DOI:10.1080/17442508.2013.879142 2014

Generalized random linear operators on a Hilbert space [0.03%] 希尔伯特空间上的广义随机线性算子

Thang, Dang Hung; Thinh, Nguyen Thang

Stochastics An International Journal of Probability and Stochastic Processes. 2013;85(6):1040-1059. DOI:10.1080/17442508.2012.736995 2013

Dynamic programming in stochastic control of systems with delay [0.03%] 带有延迟系统的随机控制中的动态规划

Larssen, Bjørnar Larssen

Stochastics-an international journal of probability and stochastic processes. 2002;74(3):651-673. DOI:10.1080/1045112021000060764 2002