JournalTOCs

Stochastic Models
Journal Prestige (SJR): 0.338

Number of Followers: 2

Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1532-6349 - ISSN (Online) 1532-4214
Published by Taylor and Francis

[2652 journals]

Parisian ruin with power-asymmetric variance near the optimal point with
application to many-inputs proportional reinsurance
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  Authors: Pavel IevlevDepartment of Actuarial Science; University of Lausanne UNIL-Dorigny, Lausanne, Switzerland
  First page: 1
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-11-21T07:55:22Z
  DOI: 10.1080/15326349.2023.2278527
Nadaraya-Watson estimators for stochastic differential equations driven by
fractional Brownian motion
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  Authors: Yuecai HanDingwen ZhangSchool of Mathematics; Jilin University, Changchun, China
  Pages: 1 - 16
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-11-16T02:57:08Z
  DOI: 10.1080/15326349.2023.2275298
A queueing model with ON/OFF sources: approximation and stationarity
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  Authors: Hongshuai DaiYanhua WuSchool of Statistics; Economics, Jinan, Shandong, P.R.China
  Pages: 1 - 31
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-10-26T11:15:42Z
  DOI: 10.1080/15326349.2023.2267644
On age composition of dynamic heterogeneous populations
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  Authors: Ji Hwan ChaMaxim Finkelsteina Department of Statistics; Ewha Womans University, Seoul, Republic of Koreab Department of Mathematical Statistics, University of the Free State, Bloemfontein, South Africac University of Strathclyde, Glasgow, UK
  Pages: 1 - 16
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-10-19T08:50:35Z
  DOI: 10.1080/15326349.2023.2263538
Synchronization and fluctuations for interacting stochastic systems with
individual and collective reinforcement
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  Authors: Meghdad MirebrahimiDepartment of Mathematics; Faculty of Mathematical Sciences, University of Mazandaran, Babolsar, Iran
  Pages: 1 - 38
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-10-17T02:27:32Z
  DOI: 10.1080/15326349.2023.2267663
Complete f-moment convergence for a class of random variables with related
statistical applications
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  Authors: Liangxue LiXuejun WangChen YiSchool of Big Data; Statistics, Anhui University, Hefei, P.R. China
  Pages: 1 - 24
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-10-11T01:21:41Z
  DOI: 10.1080/15326349.2023.2253278
The longest edge of the one-dimensional soft random geometric graph with
boundaries
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  Authors: Arnaud RousselleErcan Sönmeza Institut de Mathématiques de Bourgogne; UMR 5584, CNRS, Université de Bourgogne, Dijon, France; b Department of Statistics, University of Klagenfurt, Klagenfurt, Austria
  Pages: 1 - 19
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-09-22T01:45:38Z
  DOI: 10.1080/15326349.2023.2256825
Moderate deviations for stochastic Cahn-Hilliard equations with a random
dynamical boundary driven by Poisson random measures
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  Authors: Ying WangGuanggan ChenPin Wanga School of Mathematical Sciences; Telecommunications, Chongqing, China
  Pages: 1 - 35
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-09-08T04:29:10Z
  DOI: 10.1080/15326349.2023.2250432
Moments based matrix representation of Markov and rational arrival
processes with reduced rank marginal
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  Authors: András MészárosMiklós Teleka Department of Networked Systems; Economics, Budapest, Hungaryb ELKH-BME Information Systems Research Group, Budapest, Hungary
  Pages: 1 - 16
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-09-08T04:28:46Z
  DOI: 10.1080/15326349.2023.2253289
Mean-field fluctuations at diffusion scale in threshold-based randomized
routing for processor sharing systems and applications
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  Authors: Samira GhanbarianRavi R. MazumdarDepartment of Electrical; Computer Engineering, University of Waterloo, Waterloo, Ontario, Canada
  Pages: 1 - 46
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-09-04T03:09:41Z
  DOI: 10.1080/15326349.2023.2250418
Quenched weighted moments for a branching process with immigration in a
random environment
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  Authors: Xulan HuangHunan Key Laboratory for Computation; Computational Science, Xiangtan University, Xiangtan City, P. R. China
  Pages: 1 - 20
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-08-10T10:25:05Z
  DOI: 10.1080/15326349.2023.2241071
A stochastic log-logistic diffusion process: Statistical computational
aspects and application to real data
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  Authors: Abdenbi El AzriNafidi AhmedDepartment of Mathematics; Analysis for Decision Support, Hassan First University of Settat, National School of Applied Sciences, Berrechid, Morocco
  Pages: 1 - 17
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-08-09T11:24:35Z
  DOI: 10.1080/15326349.2023.2241070
Gambler’s ruin with random stopping
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  Authors: Gregory J. MorrowDepartment of Mathematics; University of Colorado Colorado Springs, Colorado Springs, Colorado, USA
  Pages: 1 - 37
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-08-03T01:17:57Z
  DOI: 10.1080/15326349.2023.2241066
Optimizing Erlangization-based approximations for finite discrete
distributions and discrete phase-type distributions
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  Authors: Haoran WuQi-Ming Hea School of Business; Sun Yat-sen University, Guangzhou, P. R. Chinab Department of Management Sciences, University of Waterloo, Waterloo, Canada
  Pages: 1 - 29
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-07-07T02:20:55Z
  DOI: 10.1080/15326349.2023.2222463
Robust optimal asset-liability management under square-root factor
processes and model ambiguity: a BSDE approach
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  Authors: Yumo ZhangDepartment of Mathematical Sciences; University of Copenhagen, Copenhagen, Denmark
  Pages: 1 - 57
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-07-07T02:18:13Z
  DOI: 10.1080/15326349.2023.2221822
A general result on complete f-moment convergence with its application to
nonparametric regression models
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  Authors: Shunping ZhengFei ZhangChunhua WangXuejun Wanga School of Big Data; Statistics, Anhui University, Hefei, P.R. Chinab School of Mathematical Sciences, Anhui University, Hefei, P.R. Chinac School of Information Engineering, Anhui University of Chinese Medicine, Hefei, P.R. China
  Pages: 1 - 29
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-06-10T02:56:51Z
  DOI: 10.1080/15326349.2023.2210206
On the Gaussian Volterra processes with power-type kernels
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  Authors: Mohamed El OmariPolydisciplinary Faculty of Sidi Bennour; Chouaïb Doukkali University, El Jadida, Morocco
  Pages: 1 - 14
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-05-19T12:56:40Z
  DOI: 10.1080/15326349.2023.2212763
Stochastic epidemic spreading: not all super-spreading processes are born
equal, neither all lockdown strategies
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  Authors: Jhonatan TavoriHanoch LevyBlavatnik School of Computer Science; Tel Aviv University, Tel Aviv, Israel
  Pages: 1 - 32
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-05-13T05:03:03Z
  DOI: 10.1080/15326349.2023.2201329
Asymptotics for a diffusion-perturbed risk model with dependence
structures, constant interest force, and a random number of delayed claims
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  Authors: Xijun LiuQingwu GaoZimai Donga Aviation Maintenance NColorado Academy; Air Force Engineering University, Xinyang, PR Chinab School of Mathematics, Nanjing Audit University, Nanjing, PR Chinac School of Statistics Data Science, Nanjing Audit University, Nanjing, PR China
  Pages: 1 - 26
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-05-09T12:18:31Z
  DOI: 10.1080/15326349.2023.2209146
Asymptotic efficiency in autoregressive processes driven by stationary
Gaussian noise
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  Authors: Marius SoltaneLMAC (Laboratoire de Mathématiques Appliquées de Compiègne); Université de Technologie de Compiègne, Compiègne Cedex
  Pages: 1 - 27
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-05-02T12:34:06Z
  DOI: 10.1080/15326349.2023.2202227
Joint discrete and continuous matrix distribution modeling
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  Authors: Martin BladtClara Brimnes Gardnera Department of Mathematical Sciences; University of Copenhagen, Copenhagen, Denmarkb DTU Compute, Technical University of Denmark, Kgs. Lyngby, Denmark
  Pages: 1 - 37
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-03-28T03:04:10Z
  DOI: 10.1080/15326349.2023.2185257
Connection intervals in multi-scale infrastructure-augmented dynamic
networks
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  Authors: Christian HirschBenedikt JahnelElie Calia Department of Mathematics; Aarhus University, Aarhus C, Denmarkb CogniGron (Groningen Cognitive Systems Stochastics, Berlin, Germanye Orange SA, Châtillon, France
  Pages: 1 - 27
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-03-06T01:25:47Z
  DOI: 10.1080/15326349.2023.2184832
The stochastic Leibniz formula for Volterra integrals under enlarged
filtrations
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  Authors: Markus HessIndependent Researcher; Frankfurt/Main, Germany
  Pages: 1 - 28
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-03-01T07:37:12Z
  DOI: 10.1080/15326349.2023.2173233
Correction
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  Pages: 1 - 1
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-02-24T04:48:54Z
  DOI: 10.1080/15326349.2023.2182028
Sequences of random matrices modulated by a discrete-time Markov chain*
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  Authors: George YinHuy Nguyena Department of Mathematics; University of Connecticut, Storrs, Connecticut, USAb Faculty of Economic Mathematics, University of Economics Law, Vietnam National University Ho Chi Minh City, Ho Chi Minh City, Vietnam
  Pages: 1 - 26
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-02-16T07:46:29Z
  DOI: 10.1080/15326349.2023.2175869
A q-binomial extension of the CRR asset pricing model
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  Authors: Jean-Christophe BretonYoussef El-KhatibJun FanNicolas Privaulta Université de Rennes; Franceb United Arab Emirates University, UAEc University of Nottingham Ningbo, Chinad Nanyang Technological University, Singapore
  Pages: 1 - 25
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-02-08T02:02:29Z
  DOI: 10.1080/15326349.2023.2173231
Constrained mean-variance portfolio optimization for jump-diffusion
process under partial information
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  Authors: Caibin ZhangZhibin Lianga School of Finance; Nanjing University of Finance Economics, Jiangsu, P.R. Chinab School of Mathematical Sciences, Nanjing Normal University, Jiangsu, P.R. China
  Pages: 1 - 31
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-01-23T01:35:09Z
  DOI: 10.1080/15326349.2023.2166534
A new mixed δ-shock model and associated reliability properties
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  Authors: Rasool RoozegarMarjan EntezariSaralees Nadarajaha Department of Statistics; Yazd University, Yazd, Iranb Department of Mathematics, Howard University, Washington, DC, USA
  Pages: 1 - 29
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-01-23T01:31:11Z
  DOI: 10.1080/15326349.2023.2166962
Estimation of stress-strength reliability for multicomponent system with a
generalized inverted exponential distribution
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  Authors: Liang WangShuo-Jye WuSanku DeyYogesh Mani TripathiSong Maoa School of Mathematics; Yunnan Normal University, Kunming, P.R. Chinab Department of Statistics, Tamkang University, Taipei, Taiwan, ROCc Department of Statistics, St. Anthony’s College, Shillong, Indiad Department of Mathematics, Indian Institute of Technology Patna, Patna, Bihar, Indiae School of Economics Management, Shanxi University, Taiyuan, P.R. China
  Pages: 1 - 26
  Abstract: .
  
  Citation: Stochastic Models
  PubDate: 2023-01-12T06:51:30Z
  DOI: 10.1080/15326349.2022.2162545