JournalTOCs

Stochastics An International Journal of Probability and Stochastic Processes: formerly Stochastics and Stochastics Reports
Journal Prestige (SJR): 0.571

Citation Impact (citeScore): 1
Number of Followers: 2

Hybrid journal * Containing 6 Open Access article(s) in this issue *
ISSN (Print) 1744-2508 - ISSN (Online) 1744-2516
Published by Taylor and Francis

[2648 journals]

Euler approximation and stability of the solution to stochastic
differential equations with jumps under pathwise uniqueness
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  Authors: Kaoutar Nasroallah, Youssef Ouknine
  Pages: 1 - 37
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-05-12T07:31:26Z
  DOI: 10.1080/17442508.2022.2071107
Time-consistent consumption-portfolio control problems with
regime-switching-modulated habit formation: an essentially cooperative
approach
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  Authors: Yike Wang, Jingzhen Liu, Jiaqin Wei
  Pages: 1 - 31
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-05-04T01:57:23Z
  DOI: 10.1080/17442508.2022.2070433
Random periodic solutions for a class of hybrid stochastic differential
equations
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  Authors: Kenneth Uda
  Pages: 1 - 24
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-05-04T01:55:11Z
  DOI: 10.1080/17442508.2022.2070019
Generalized Wiener–Hermite integrals and rough non-Gaussian
Ornstein–Uhlenbeck process
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  Authors: Obayda Assaad, Charles-Phillipe Diez, Ciprian A. Tudor
  Pages: 1 - 20
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-04-30T06:05:40Z
  DOI: 10.1080/17442508.2022.2068955
Risk-hedging a European option with a convex risk measure and without
no-arbitrage condition
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  Authors: Emmanuel Lepinette, Jun Zhao
  Pages: 1 - 38
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-04-01T07:08:34Z
  DOI: 10.1080/17442508.2022.2055966
Existence and stability results of mild solutions for random impulsive
stochastic partial differential equations with noncompact semigroups
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  Authors: Quancheng Yang, Dan Wu, Xiaobao Shu
  Pages: 1 - 23
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-04-01T07:07:25Z
  DOI: 10.1080/17442508.2022.2056415
Bilateral birth and death process in q-calculus
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  Authors: Lazhar Dhaouadi
  Pages: 1 - 11
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-03-29T07:27:44Z
  DOI: 10.1080/17442508.2022.2055967
Standard and fractional reflected Ornstein–Uhlenbeck processes as the
limits of square roots of Cox–Ingersoll–Ross processes
Open Access Article
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  Authors: Yuliya Mishura, Anton Yurchenko-Tytarenko
  Pages: 1 - 19
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-03-17T08:56:36Z
  DOI: 10.1080/17442508.2022.2047188
Concentration inequalities for Poisson point processes with application to
adaptive intensity estimation
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  Authors: M. Kroll
  Pages: 1 - 13
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-02-28T02:31:52Z
  DOI: 10.1080/17442508.2022.2034819
A contagion process with self-exciting jumps in credit risk applications
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  Authors: Puneet Pasricha, Dharmaraja Selvamuthu, Selvaraju Natarajan
  Pages: 1 - 20
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-02-28T01:36:24Z
  DOI: 10.1080/17442508.2022.2041641
Asymptotic minimization of expected time to reach a large wealth level in
an asset market game
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  Authors: Mikhail Zhitlukhin
  Pages: 1 - 12
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-02-28T01:34:16Z
  DOI: 10.1080/17442508.2022.2041640
Reflected BSDEs with logarithmic growth and applications in mixed
stochastic control problems
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  Authors: Brahim El Asri, Khalid Oufdil
  Pages: 1 - 31
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-02-14T04:01:03Z
  DOI: 10.1080/17442508.2022.2034818
Tempered exponential dichotomies for linear random evolution equations
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  Authors: Le Duc Nhien, Nguyen Huu Du, Le Huy Tien, Nguyen Trong Hieu
  Pages: 1 - 22
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-02-11T04:51:26Z
  DOI: 10.1080/17442508.2022.2034820
On longest consecutive patterns in Markov chains
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  Authors: Yizhou Xia
  Pages: 1 - 44
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-02-05T10:09:36Z
  DOI: 10.1080/17442508.2022.2030339
Optimal controls problems for some impulsive stochastic
integro-differential equations with state-dependent delay
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  Authors: Amadou Diop, Mamadou Abdoul Diop, Khalil Ezzinbi, Paul dit Akouni Guindo
  Pages: 1 - 35
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-02-05T10:07:29Z
  DOI: 10.1080/17442508.2022.2029446
Ulam–Hyers–Rassias stability of neutral stochastic functional
differential equations
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  Authors: Tomás Caraballo, Lassaad Mchiri, Mohamed Rhaima
  Pages: 1 - 13
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-02-01T12:25:03Z
  DOI: 10.1080/17442508.2022.2028788
Solving some stochastic partial differential equations driven by Lévy
noise using two SDEs*
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  Authors: Mrad Mohamed
  Pages: 1 - 34
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-02-01T01:27:56Z
  DOI: 10.1080/17442508.2022.2030340
Self-exciting jump processes and their asymptotic behaviour
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  Authors: Kristina Rognlien Dahl, Heidar Eyjolfsson
  Pages: 1 - 20
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-02-01T01:25:22Z
  DOI: 10.1080/17442508.2022.2028789
Girsanov theorem for multifractional Brownian processes
Open Access Article
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  Authors: Fabian A. Harang, Torstein K. Nilssen, Frank N. Proske
  Pages: 1 - 29
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-01-28T05:03:38Z
  DOI: 10.1080/17442508.2022.2027948
Large deviation principles for a 2D stochastic
Cahn–Hilliard–Navier–Stokes driven by jump noise
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  Authors: Gabriel Deugoué, Theodore Tachim Medjo
  Pages: 1 - 35
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-01-11T09:28:37Z
  DOI: 10.1080/17442508.2021.2023151
On intermediate levels of a nested occupancy scheme in a random
environment generated by stick-breaking II
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  Authors: Alexander Iksanov, Alexander Marynych, Igor Samoilenko
  Pages: 1 - 25
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-01-07T07:18:44Z
  DOI: 10.1080/17442508.2021.2019739
Stochastic Volterra integral equations and a class of first-order
stochastic partial differential equations
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  Authors: Fred Espen Benth, Nils Detering, Paul Krühner
  Pages: 1 - 23
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-01-06T07:25:45Z
  DOI: 10.1080/17442508.2021.2019738
Brownian bridge with random length and pinning point for modelling of
financial information
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  Authors: Mohammed Louriki
  Pages: 1 - 30
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-01-04T12:10:29Z
  DOI: 10.1080/17442508.2021.2017438
Bounds for the expected supremum of some non-stationary Gaussian processes
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  Authors: Hossein Jafari, Yiqiang Q. Zhao
  Pages: 1 - 23
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-12-29T03:35:27Z
  DOI: 10.1080/17442508.2021.2018445
Generalized white noise analysis and topological algebras
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  Authors: Daniel Alpay, Paula Cerejeiras, Uwe Kähler
  Pages: 1 - 33
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-12-29T03:31:59Z
  DOI: 10.1080/17442508.2021.2016766
Solvability of forward–backward stochastic difference equations with
finite states
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  Authors: Shaolin Ji, Haodong Liu
  Pages: 1 - 21
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-12-22T06:38:10Z
  DOI: 10.1080/17442508.2021.2015353
Structural classification of continuous time Markov chains with
applications
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  Authors: Chuang Xu, Mads Christian Hansen, Carsten Wiuf
  Pages: 1 - 28
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-12-22T06:34:16Z
  DOI: 10.1080/17442508.2021.2017937
Some existence results for a stochastic differential system with
non-Lipschitz conditions
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  Authors: Vikram Singh
  Pages: 1 - 14
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-12-22T06:31:42Z
  DOI: 10.1080/17442508.2021.2014835
Reflecting time-Space Gaussian random field on compact Riemannian manifold
and excursion probability
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  Authors: Qianqian Jiang, Wanyang Dai
  Pages: 1 - 26
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-12-22T04:23:30Z
  DOI: 10.1080/17442508.2021.2013486
Influence of risk tolerance on long-term investments: a Malliavin calculus
approach
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  Authors: Hyungbin Park
  Pages: 1 - 32
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-12-09T10:09:23Z
  DOI: 10.1080/17442508.2021.2011891
Application of Itô processes and Schwartz distributions to local
volatility for Margrabe options
Open Access Article
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  Authors: Piotr Nowak, Dariusz Gatarek
  Pages: 1 - 26
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-11-22T06:35:24Z
  DOI: 10.1080/17442508.2021.1998506
On perpetual American options in a multidimensional Black–Scholes
model
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  Authors: Andrzej Rozkosz
  Pages: 1 - 22
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-11-02T11:04:08Z
  DOI: 10.1080/17442508.2021.1993444
Multi-dimensional sequential testing and detection
Open Access Article
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  Authors: Erik Ekström, Yuqiong Wang
  Pages: 1 - 18
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-10-26T07:12:47Z
  DOI: 10.1080/17442508.2021.1993852
Closed-form approximations with respect to the mixing solution for option
pricing under stochastic volatility
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  Authors: Kaustav Das, Nicolas Langrené
  Pages: 1 - 44
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-10-26T06:45:11Z
  DOI: 10.1080/17442508.2021.1993445
Parisian & cumulative Parisian ruin probability for two-dimensional
Brownian risk model
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  Authors: Nikolai Kriukov
  Pages: 1 - 17
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-10-04T06:25:34Z
  DOI: 10.1080/17442508.2021.1980567
Interval type local limit theorems for lattice type random variables and
distributions
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  Authors: M. Fleermann, W. Kirsch, G. Toth
  Pages: 1 - 12
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-09-30T07:29:36Z
  DOI: 10.1080/17442508.2021.1980570
The mixed Novikov–Kazamaki type condition for the uniform integrability
of the general stochastic exponential
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  Authors: B. Chikvinidze
  Pages: 1 - 13
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-09-28T08:56:37Z
  DOI: 10.1080/17442508.2021.1981326
A zero-one law for Markov chains
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  Authors: Michael Grabchak, Isaac M. Sonin
  Pages: 1 - 18
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-09-28T01:54:30Z
  DOI: 10.1080/17442508.2021.1980569
Optimal stopping problems for maxima and minima in models with asymmetric
information
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  Authors: Pavel V. Gapeev, Libo Li
  Pages: 1 - 27
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-09-23T12:13:30Z
  DOI: 10.1080/17442508.2021.1979976
Solutions of semi-linear stochastic evolution integro-differential
inclusions with Poisson jumps and non-local initial conditions
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  Authors: Yong-Kui Chang, Xiaojing Liu, Zhi-Han Zhao
  Pages: 1 - 33
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-09-23T09:02:24Z
  DOI: 10.1080/17442508.2021.1980568
On comparison theorem for optional SDEs via local times and applications
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  Authors: Mohamed Abdelghani, Alexander Melnikov, Andrey Pak
  Pages: 1 - 21
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-09-14T04:20:52Z
  DOI: 10.1080/17442508.2021.1935953
Some harmonic functions for killed Markov branching processes with
immigration and culling
Open Access Article
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  Authors: Matija Vidmar
  Pages: 1 - 24
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-08-23T05:03:28Z
  DOI: 10.1080/17442508.2021.1963249
Derivative for the intersection local time of two independent fractional
Brownian motions
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  Authors: Litan Yan, Xichao Sun
  Pages: 1 - 34
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-08-12T08:15:29Z
  DOI: 10.1080/17442508.2021.1959584
Some mean convergence theorems for weighted sums of Banach space valued
random elements
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  Authors: Pingyan Chen, Manuel Ordóñez Cabrera, Andrew Rosalsky, Andrei Volodin
  Pages: 1 - 19
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-08-03T09:43:01Z
  DOI: 10.1080/17442508.2021.1960348
Normal approximation for generalized U-statistics and weighted random
graphs
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  Authors: Nicolas Privault, Grzegorz Serafin
  Pages: 1 - 27
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-07-31T11:09:41Z
  DOI: 10.1080/17442508.2021.1959583
Least-squares estimation for the Vasicek model driven by the complex
fractional Brownian motion
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  Authors: Guangjun Shen, Zheng Tang, Xiuwei Yin
  Pages: 1 - 22
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-07-28T02:52:35Z
  DOI: 10.1080/17442508.2021.1959587
Bismut type derivative formulae and gradient estimate for multiplicative
SDEs with fractional noises
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  Authors: Xiliang Fan, Rong Yu
  Pages: 1 - 26
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-07-28T02:51:54Z
  DOI: 10.1080/17442508.2021.1959585
Spectral integrals of Bernoulli generalized functionals
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  Authors: Jing Zhang, Caishi Wang, Lu Zhang, Lixia Zhang
  Pages: 1 - 18
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-07-26T03:00:13Z
  DOI: 10.1080/17442508.2021.1959586
Zero-sum semi-Markov games with a probability criterion
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  Authors: Arnab Bhabak, Chandan Pal, Subhamay Saha
  Pages: 1 - 17
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-07-23T05:29:11Z
  DOI: 10.1080/17442508.2021.1957891
Quadratic BSDEs with jumps and related PIDEs
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  Authors: Imène Madoui, Mhamed Eddahbi, Nabil Khelfallah
  Pages: 1 - 29
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  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-06-11T11:16:55Z
  DOI: 10.1080/17442508.2021.1935951
Discounted optimal stopping problems in continuous hidden Markov models
Open Access Article
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  Authors: Pavel V. Gapeev
  Pages: 1 - 30
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2021-06-08T07:47:30Z
  DOI: 10.1080/17442508.2021.1935952