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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
Almost sure characterization of Martingales [0.03%]
Frittelli, Marco; Lakner, Peter Frittelli
Stochastics-an international journal of probability and stochastic processes. 1994;49(3):181-190. DOI:10.1080/17442509408833919 1994
Stochastic solutions of some nonlinear partial differential equations [0.03%]
Vilela Mendes, R. Vilela Mendes
Stochastics-an international journal of probability and stochastic processes. 2009;81(3):279-297. DOI:10.1080/17442500903080389 2009
Viscosity solutions of optimal stopping problems [0.03%]
Reikvam, Kristin Reikvam
Stochastics-an international journal of probability and stochastic processes. 1998;62(3):285-301. DOI:10.1080/17442509808834137 1998
Géométrie différentielle stochastique avec salts 2: discrétisation et applications des eds avec sacutes [0.03%]
Cohen, S. Cohen
Stochastics-an international journal of probability and stochastic processes. 1996;56(3):205-225. DOI:10.1080/17442509608834043 1996
A mean-field stochastic maximum principle via Malliavin calculus [0.03%]
Meyer-Brandis, Thilo; Øksendal, Bernt; Zhou et al. Meyer-Brandis et al.
Stochastics An International Journal of Probability and Stochastic Processes. 2012;84(5-6):643-666. DOI:10.1080/17442508.2011.651619 2012
Evolution equations with white-noise boundary conditions [0.03%]
Prato, G. Da; Zabczyk, J. Prato
Stochastics-an international journal of probability and stochastic processes. 1993;42(3):167-182. DOI:10.1080/17442509308833817 1993
Special issue on optimal stopping with applications [0.03%]
Jacka, Saul; Kyprianou, Andreas; Peskir et al. Jacka et al.
Stochastics-an international journal of probability and stochastic processes. 2007;79(3):197-197. DOI:10.1080/17442500601173551 2007
On a solution of the optimal stopping problem for processes with independent increments [0.03%]
Novikov, Alexander; Shiryaev, Albert Novikov
Stochastics-an international journal of probability and stochastic processes. 2007;79(3):393-406. DOI:10.1080/17442500601090409 2007
Optimal stopping via measure transformation: the Beibel–Lerche approach [0.03%]
Lerche, Hans Rudolf; Urusov, Mikhail Lerche
Stochastics-an international journal of probability and stochastic processes. 2007;79(3):275-291. DOI:10.1080/17442500601075780 2007
Optimal stopping of Hunt and Lévy processes [0.03%]
Mordecki, Ernesto; Salminen, Paavo Mordecki
Stochastics-an international journal of probability and stochastic processes. 2007;79(3):233-251. DOI:10.1080/17442500601100232 2007