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- Risk-sensitive discounted Markov decision processes with unbounded reward
functions and Borel spaces-
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Authors: Xin Guo School of Science; Sun Yat-sen University, Guangzhou, People's Republic of China
Pages: 649 - 666
Abstract: Volume 96, Issue 1, January 2024, Page 649-666
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Citation: Stochastics
PubDate: 2024-03-12T06:36:28Z
DOI: 10.1080/17442508.2024.2314462
Issue No: Vol. 96, No. 1 (2024)
- Asymptotics for ruin probabilities in a bidimensional discrete-time risk
model with dependent and consistently varying tailed net losses-
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Authors: Hongxia Wang Qi Su Yang Yang School of Statistics; Data Science, Nanjing Audit University, Nanjing, Jiangsu, People's Republic of China
Pages: 667 - 695
Abstract: Volume 96, Issue 1, January 2024, Page 667-695
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Citation: Stochastics
PubDate: 2024-03-12T06:39:08Z
DOI: 10.1080/17442508.2024.2315272
Issue No: Vol. 96, No. 1 (2024)
- First-exit-time problems for two-dimensional Wiener and
Ornstein–Uhlenbeck processes through time-varying ellipses-
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Authors: Antonio Di Crescenzo Virginia Giorno Amelia G. Nobile Serena Spina a Dipartimento di Matematica; Università degli Studi di Salerno, Fisciano, Italyb Dipartimento di Informatica, Università degli Studi di Salerno, Fisciano, Italy
Pages: 696 - 727
Abstract: Volume 96, Issue 1, January 2024, Page 696-727
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Citation: Stochastics
PubDate: 2024-03-12T06:41:12Z
DOI: 10.1080/17442508.2024.2315274
Issue No: Vol. 96, No. 1 (2024)
- Asymptotics for ruin probabilities of a dependent delayed-claim risk model
with general investment returns and diffusion-
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Authors: Ruonan Yang Jiangyan Peng Lei Zou School of Mathematical Sciences; University of Electronic Science Technology of China, Chengdu, Sichuan, People's Republic of China
Pages: 728 - 765
Abstract: Volume 96, Issue 1, January 2024, Page 728-765
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Citation: Stochastics
PubDate: 2024-03-12T06:44:01Z
DOI: 10.1080/17442508.2024.2317286
Issue No: Vol. 96, No. 1 (2024)
- Asymptotic properties for the parameter estimation in stochastic
(functional) differential equations with Hölder drift-
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Authors: Yanyan Hu Fubao Xi Min Zhu a School of Mathematics; Statistics, Beijing Institute of Technology, Beijing, People's Republic of Chinab College of Science, Hunan University of Technology, Zhuzhou, People's Republic of China
Pages: 766 - 798
Abstract: Volume 96, Issue 1, January 2024, Page 766-798
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Citation: Stochastics
PubDate: 2024-03-12T06:41:34Z
DOI: 10.1080/17442508.2024.2320397
Issue No: Vol. 96, No. 1 (2024)
- Limit theorems for a class of processes generalizing the U-empirical
process-
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Authors: Salim Bouzebda Inass Soukarieh Université de technologie de Compiègne; LMAC (Laboratory of Applied Mathematics of Compiègne), Compiègne Cedex, France
Pages: 799 - 845
Abstract: Volume 96, Issue 1, January 2024, Page 799-845
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Citation: Stochastics
PubDate: 2024-03-12T06:46:14Z
DOI: 10.1080/17442508.2024.2320402
Issue No: Vol. 96, No. 1 (2024)
- Lower and upper bounds for the explosion times of a system of semilinear
SPDEs-
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Authors: S. Sankar Manil T. Mohan S. Karthikeyan a Department of Mathematics; Periyar University, Salem, Indiab Department of Mathematics, Indian Institute of Technology Roorkee, Roorkee, India
Pages: 846 - 886
Abstract: Volume 96, Issue 1, January 2024, Page 846-886
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Citation: Stochastics
PubDate: 2024-03-12T06:46:03Z
DOI: 10.1080/17442508.2024.2320403
Issue No: Vol. 96, No. 1 (2024)
- Stochastic near-optimal controls for treatment and vaccination in a
COVID-19 model with transmission incorporating Lévy jumps-
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Authors: Driss Bouggar Mohamed El Fatini Bouchra Nasri Roger Petersson Idriss Sekkak a CRM; GERAD, Department of Decision Sciences, HEC Montreal (Quebec), Canadab Stochastic Modelling & Statistics group.Lab. PDEASG. Faculty of Sciences, Ibn Tofail University, BP 133, Kénitra, Moroccoc Département de médecine sociale et préventive, École de Santé Publique de l'Université de Montréal, Montreal(Quebec), Canadad Department of Mathematics, Linnæus University, Växjö, Sweden
Pages: 887 - 920
Abstract: Volume 96, Issue 1, January 2024, Page 887-920
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Citation: Stochastics
PubDate: 2024-03-12T06:43:47Z
DOI: 10.1080/17442508.2024.2320846
Issue No: Vol. 96, No. 1 (2024)
- Optimal exercise of American options under time-dependent
Ornstein–Uhlenbeck processes-
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Authors: Abel Azze Bernardo D'Auria Eduardo García-Portugués a Department of Quantitative Methods; CUNEF Universidad, Calle Pirineos, Madrid, Spainb Department of Mathematics ‘Tullio Levi Civita’, University of Padova, Italyc Department of Statistics, Universidad Carlos III de Madrid, Spain
Pages: 921 - 946
Abstract: Volume 96, Issue 1, January 2024, Page 921-946
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Citation: Stochastics
PubDate: 2024-03-12T06:46:11Z
DOI: 10.1080/17442508.2024.2325402
Issue No: Vol. 96, No. 1 (2024)
- Oracle inequalities and upper bounds for kernel conditional U-statistics
estimators on manifolds and more general metric spaces associated with
operators-
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Authors: Salim Bouzebda Nourelhouda Taachouche LMAC; Université de technologie de Compiègne, Compiègne, France
Pages: 1 - 64
Abstract: .
Citation: Stochastics
PubDate: 2024-08-20T09:27:05Z
DOI: 10.1080/17442508.2024.2391898
- Stability properties of some port-Hamiltonian SPDEs
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Authors: Peter Kuchling Barbara Rüdiger Baris Ugurcan a Faculty of Engineering; Natural Sciences, University of Wuppertal, Wuppertal, Germany
Pages: 1 - 15
Abstract: .
Citation: Stochastics
PubDate: 2024-08-20T09:26:33Z
DOI: 10.1080/17442508.2024.2387773
- Nonlinear least squares estimator for generalized diffusion processes with
reflecting barriers-
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Authors: Yuecai Han Dingwen Zhang School of Mathematics; Jilin University, Changchun, People's Republic of China
Pages: 1 - 20
Abstract: .
Citation: Stochastics
PubDate: 2024-08-20T09:16:10Z
DOI: 10.1080/17442508.2024.2393257
- Finite-time ruin probability of a risk model with perturbation and
subexponential main claims and by-claims-
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Authors: Kaiyong Wang Baoyin Xun Xiaojuan Guo School of Mathematical Sciences; Suzhou University of Science Technology, Suzhou, People's Republic of China
Pages: 1 - 16
Abstract: .
Citation: Stochastics
PubDate: 2024-08-19T04:45:31Z
DOI: 10.1080/17442508.2024.2392827
- Probabilistic analysis of the (q, 2)-Fock space: vacuum distribution and
moments of the field operator-
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Authors: Yungang Lu Department of Mathematics; University of Bari “Aldo Moro”, Bari, Italy
Pages: 1 - 25
Abstract: .
Citation: Stochastics
PubDate: 2024-08-15T07:34:28Z
DOI: 10.1080/17442508.2024.2390095
- Mean-field backward stochastic differential equations with mean reflection
and nonlinear resistance-
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Authors: Peng Luo School of Mathematical Sciences; Shanghai Jiao Tong University, Shanghai, People's Republic of China
Pages: 1 - 25
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Citation: Stochastics
PubDate: 2024-08-12T02:52:42Z
DOI: 10.1080/17442508.2024.2387066
- Blotto game with testing (the locks, bombs and testing model)
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Authors: Isaac M. Sonin Mathematics; Statistics, University of North Carolina at Charlotte, Charlotte, NC, USA
Pages: 1 - 28
Abstract: .
Citation: Stochastics
PubDate: 2024-08-09T01:28:30Z
DOI: 10.1080/17442508.2024.2387063
- Limiting distributions for particles near the frontier of spatially
inhomogeneous branching symmetric α-stable processes-
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Authors: Yasuhito Nishimori Department of General Education; National Institute of Technology, Anan College, Anan, Tokushima, Japan
Pages: 1 - 32
Abstract: .
Citation: Stochastics
PubDate: 2024-08-09T01:28:29Z
DOI: 10.1080/17442508.2024.2389199
- Higher order moments for SPDE with monotone nonlinearities*
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Authors: Manuel V. Gnann Jochem Hoogendijk Mark C. Veraar a Delft Institute of Applied Mathematics; Delft University of Technology, Delft, The Netherlandsb Mathematical Institute, Utrecht University, Utrecht, The Netherlands
Pages: 1 - 36
Abstract: .
Citation: Stochastics
PubDate: 2024-08-09T01:11:04Z
DOI: 10.1080/17442508.2024.2384554
- Existence and exponential stability in pth moment of non-autonomous
stochastic integro-differential equations-
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Authors: Papa Ali Thiam Mamadou Abdoul Diop Ramkumar Kasinathan Ravikumar Kasinathan a Université Gaston Berger de Saint-Louis; UFR SAT Département de Mathématiques, Saint-Louis, Sénégalb UMMISCO UMI 209 IRD/UPMC, Bondy, Francec Department of Mathematics, PSG College of Arts & Science, Coimbatore, India
Pages: 1 - 24
Abstract: .
Citation: Stochastics
PubDate: 2024-08-07T07:01:52Z
DOI: 10.1080/17442508.2024.2387092
- Correction
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Pages: 1 - 1
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Citation: Stochastics
PubDate: 2024-08-02T07:04:13Z
DOI: 10.1080/17442508.2024.2388471
- Characterization and analysis of generalized grey incomplete gamma noise
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Authors: W. Bock Lorenzo Cristofaro a Department of Mathematics; Linnaeus University, Växjö, Swedenb Department of Mathematics, University of Luxembourg, Esch-sur-Alzette, Luxembourg
Pages: 1 - 17
Abstract: .
Citation: Stochastics
PubDate: 2024-07-30T09:05:40Z
DOI: 10.1080/17442508.2024.2383619
- The set of intersections of several independent Brownian motions on Carnot
group-
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Authors: Oleksii Rudenko Department of Theory of Random Processes; Institute of Mathematics of NAS of Ukraine, Kyiv, Ukraine
Pages: 1 - 20
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Citation: Stochastics
PubDate: 2024-06-24T06:58:46Z
DOI: 10.1080/17442508.2024.2365923
- Weyl almost periodic solutions in distribution to a mean-field stochastic
differential equation driven by fractional Brownian motion-
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Authors: Yongkun Li Bing Li a Department of Mathematics; Yunnan University, Kunming, Yunnan, People's Republic of Chinab School of Mathematics Computer Science, Yunnan Minzu University, Kunming, Yunnan, People's Republic of China
Pages: 1 - 20
Abstract: .
Citation: Stochastics
PubDate: 2024-06-12T10:47:57Z
DOI: 10.1080/17442508.2024.2365215
- Large deviation principles and Malliavin derivative for mean reflected
stochastic differential equations-
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Authors: Ping Chen Jianliang Zhai School of Mathematical Sciences; University of Science Technology of China, Hefei, People's Republic of China
Pages: 1 - 15
Abstract: .
Citation: Stochastics
PubDate: 2024-06-11T06:14:27Z
DOI: 10.1080/17442508.2024.2365216
- Discounted nonzero-sum optimal stopping games under Poisson random
intervention times-
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Authors: Pavel V. Gapeev Department of Mathematics; London School of Economics, London, UK
Pages: 1 - 31
Abstract: .
Citation: Stochastics
PubDate: 2024-06-04T02:59:25Z
DOI: 10.1080/17442508.2024.2360941
- A closed-measure approach to stochastic approximation
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Authors: Pascal Bianchi Rodolfo Rios-Zertuche a LTCI; Telecom Paris, Institut Polytechnique de Paris, Palaiseau, Franceb UiT The Arctic University of Norway, Tromso, Norway
Pages: 1 - 23
Abstract: .
Citation: Stochastics
PubDate: 2024-05-29T06:54:27Z
DOI: 10.1080/17442508.2024.2353278
- On consistency for wavelet estimator of regression function based on
biased samples under extended negatively dependence-
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Authors: Yuncai Yu Ling Liu a School of Economics; Systems Science, Guangdong Polytechnic Normal University, Guangzhou, People's Republic of China
Pages: 1 - 22
Abstract: .
Citation: Stochastics
PubDate: 2024-05-22T06:56:51Z
DOI: 10.1080/17442508.2024.2356181
- Uniform asymptotics for a risk model with constant force of interest and a
random number of delayed claims-
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Authors: Xijun Liu Qingwu Gao Yiyang Chen a Aviation Maintenance NCO Academy; Air Force Engineering University, Xinyang, People's Republic of Chinab School of Mathematics, Nanjing Audit University, Nanjing, People's Republic of Chinac School of Statistics Data Science, Nanjing Audit University, Nanjing, People's Republic of China
Pages: 1 - 23
Abstract: .
Citation: Stochastics
PubDate: 2024-05-17T05:03:25Z
DOI: 10.1080/17442508.2024.2353869
- Solvability and optimal control for second-order stochastic differential
systems under the influence of delay and impulses-
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Authors: Ravikumar Kasinathan Ramkumar Kasinathan Varshini Sandrasekaran Rajesh Dhayal a Department of Mathematics; PSG College of Arts & Science, Coimbatore, Tamil Nadu, Indiab Department of Mathematics, Sri Eshwar College of Engineering, Coimbatore, Indiac Department of Mathematics, Thapar Institute of Engineering Technology, Patiala, Panjab, India
Pages: 1 - 21
Abstract: .
Citation: Stochastics
PubDate: 2024-05-17T05:03:09Z
DOI: 10.1080/17442508.2024.2352072
- On the optimality of stepwise policies for managing capacity, inventory
and backorders-
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Authors: Melda Ormeci Matoglu John H. Vande Vate a Peter T. Paul College of Business; Systems Engineering, Georgia Institute of Technology, Atlanta, GA, USA
Pages: 1 - 35
Abstract: .
Citation: Stochastics
PubDate: 2024-05-14T02:40:59Z
DOI: 10.1080/17442508.2024.2351148
- Uniform large deviations for stochastic Burgers–Huxley equation
driven by multiplicative noise-
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Authors: Hui Guo Xiliang Li Jin Ma a School of Statistics; Shandong Technology Business University, Yantai, People's Republic of China
Pages: 1 - 24
Abstract: .
Citation: Stochastics
PubDate: 2024-05-13T10:51:22Z
DOI: 10.1080/17442508.2024.2350604
- Stochastic evolution equations with Wick-analytic nonlinearities
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Authors: Tijana Levajković Stevan Pilipović Dora Seleši Milica Žigić a Institute of Statistics; Informatics, Faculty of Sciences, University of Novi Sad, Novi Sad, Serbia
Pages: 1 - 32
Abstract: .
Citation: Stochastics
PubDate: 2024-05-07T05:07:03Z
DOI: 10.1080/17442508.2024.2347844
- Complete moment convergence for widely orthant dependent random variables
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Authors: Yongfeng Wu a School of Mathematics; Finance, Chuzhou University, Anhui, People's Republic of China
Pages: 1 - 14
Abstract: .
Citation: Stochastics
PubDate: 2024-05-07T05:06:33Z
DOI: 10.1080/17442508.2024.2349666
- Effects of stochastic perturbations on a phytoplankton allelopathy
competitive system-
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Authors: Guangbin Wang Jingliang Lv Xiaoling Zou Department of Mathematics; Harbin Institute of Technology (Weihai), Weihai, People's Republic of China
Pages: 1 - 26
Abstract: .
Citation: Stochastics
PubDate: 2024-05-05T10:24:13Z
DOI: 10.1080/17442508.2024.2347840
- Invariant measures of stochastic delay complex Ginzburg-Landau equations
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Authors: Die Ren Ji Shu Aili Liu Yanyan Zou School of Mathematical Sciences; Laurent Mathematics Center V.C. & V.R. Key Lab, Sichuan Normal University, Chengdu, People's Republic of China
Pages: 1 - 33
Abstract: .
Citation: Stochastics
PubDate: 2024-05-05T10:23:48Z
DOI: 10.1080/17442508.2024.2347849
- Finite dimensional approximation to fractional stochastic
integro-differential equations with non-instantaneous impulses-
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Authors: Shahin Ansari Muslim Malik School of Mathematical; Statistical Sciences, Indian Institute of Technology Mandi, Kamand, India
Pages: 1 - 27
Abstract: .
Citation: Stochastics
PubDate: 2024-04-03T05:46:39Z
DOI: 10.1080/17442508.2024.2334050
- Erratum for ‘Closed-form approximations with respect to the mixing
solution for option pricing under stochastic volatility’-
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Authors: Kaustav Das Nicolas Langrené a School of Mathematics; Monash University, Melbourne, VIC, Australiab Guangdong Provincial Key Laboratory of Interdisciplinary Research Application for Data Science, BNU-HKBU United International College, Zhuhai, People's Republic of China
Pages: 1 - 4
Abstract: .
Citation: Stochastics
PubDate: 2024-04-03T05:44:35Z
DOI: 10.1080/17442508.2024.2329129
- Criteria for what makes a local optional martingale a true martingale
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Authors: Mohamed Abdelghani Alexander Melnikov a Fixed Income Electronic Trading; Wells Fargo, New York, NY, USAb Mathematical Statistical Sciences, University of Alberta, Edmonton, AB, Canada
Pages: 1 - 27
Abstract: .
Citation: Stochastics
PubDate: 2024-02-01T02:13:13Z
DOI: 10.1080/17442508.2024.2307015
- Low-dimensional Cox-Ingersoll-Ross process
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Authors: Yuliya Mishura Andrey Pilipenko Anton Yurchenko-Tytarenko a Department of Probability; Statistics Physics, Mälardalen University, Västerås, Swedenc Institute of Mathematics, National Academy of Sciences of Ukraine, Kyiv, Ukrained Igor Sikorsky Kyiv Polytechnic Institute, Kyiv, Ukrainee Department of Mathematics, University of Oslo, Oslo, Norway
Pages: 1 - 21
Abstract: .
Citation: Stochastics
PubDate: 2024-01-11T05:19:12Z
DOI: 10.1080/17442508.2023.2300291
- On weighted pseudo almost automorphic mild solutions for some mean field
stochastic evolution equations-
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Authors: Moustapha Dieye Amadou Diop Mamadou Moustapha Mbaye Mark A. McKibben a Département Tronc commun; École Polytechnique de Thiès, Thiès, Sénégalb Laboratoire d'Analyse Numérique et Informatique, Université Gaston Berger de Saint-Louis, Département de Mathématiques, UFR SAT, Saint-Louis, Sénégalc Département de Mathématiques, Faculté des Sciences et Technique, Université Cheikh Anta Diop, Dakar-Fann, Senegald Department of Mathematics, West Chester University, West Chester, PA, USA
Pages: 1 - 40
Abstract: .
Citation: Stochastics
PubDate: 2024-01-10T01:38:07Z
DOI: 10.1080/17442508.2023.2283554
- Central limit theorem for bifurcating Markov chains: the mother-daughters
triangles case-
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Authors: S. Valère Bitseki Penda Institut de Mathématiques de Bourgogne; UMR 5584 CNRS, Université Bourgogne, Dijon, France
Pages: 1 - 22
Abstract: .
Citation: Stochastics
PubDate: 2024-01-08T03:46:16Z
DOI: 10.1080/17442508.2023.2295847
- On the S-asymptotically ω-periodic mild solutions for multi-term time
fractional measure integro-differential equations-
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Authors: Haide Gou Department of Mathematics; Northwest Normal University, Lanzhou, People's Republic of China
Pages: 1 - 23
Abstract: .
Citation: Stochastics
PubDate: 2024-01-08T03:41:03Z
DOI: 10.1080/17442508.2023.2300290
- Complete convergence and complete moment convergence for weighted sums of
random variables satisfying generalized Rosenthal type inequalities and an
application-
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Authors: Xiaoqian Zheng Chunhua Wang Xuejun Wang a School of Big Data; Statistics, Anhui University, Hefei, People's Republic of Chinab School of Information Engineering, Anhui University of Chinese Medicine, Hefei, People's Republic of China
Pages: 1 - 32
Abstract: .
Citation: Stochastics
PubDate: 2024-01-02T07:46:23Z
DOI: 10.1080/17442508.2023.2298861
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