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

[2648 journals]

Approximate controllability of semi-linear stochastic integrodifferential
system with multiple delays and Poisson jumps in control
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  Authors: Anguraj Annamalai, Ravikumar Kasinathan, Ramkumar Kasinathan
  Pages: 1 - 18
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-08-01T06:09:24Z
  DOI: 10.1080/17442508.2022.2105145
Strong convergence rate of the averaging principle for a class of
slow–fast stochastic evolution equations
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  Authors: Jie Xu, Qiqi Lian, Jicheng Liu
  Pages: 1 - 34
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-07-01T06:46:21Z
  DOI: 10.1080/17442508.2022.2093112
Weak solution of a stochastic 3D nonlocal
Cahn–Hilliard–Navier–Stokes systems with shear-dependent viscosity
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  Authors: Aristide Ndongmo Ngana, Gabriel Deugoué, Ttheodore Tachim Medjo
  Pages: 1 - 60
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-06-29T10:10:43Z
  DOI: 10.1080/17442508.2022.2092403
Adaptive importance sampling for multilevel Monte Carlo Euler method
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  Authors: Mohamed Ben Alaya, Kaouther Hajji, Ahmed Kebaier
  Pages: 1 - 25
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-06-25T08:47:51Z
  DOI: 10.1080/17442508.2022.2084338
Two generalizations of Mehler's formula in white noise analysis
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  Authors: Wolfgang Bock, Maximilian Bock
  Pages: 1 - 20
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-06-21T06:46:05Z
  DOI: 10.1080/17442508.2022.2089039
Asymptotic spectral theory for spatial data
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  Authors: Wai Leong Ng, Chun Yip Yau
  Pages: 1 - 42
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-06-17T07:36:27Z
  DOI: 10.1080/17442508.2022.2086806
An almost sure central limit theorem for the parabolic Anderson model with
delta initial condition
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  Authors: Jingyu Li, Yong Zhang
  Pages: 1 - 18
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-06-17T07:35:46Z
  DOI: 10.1080/17442508.2022.2088236
Forward-backward doubly stochastic systems and classical solutions of
path-dependent stochastic PDEs
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  Authors: Yufeng Shi, Jiaqiang Wen, Jie Xiong
  Pages: 1 - 27
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-06-11T04:24:11Z
  DOI: 10.1080/17442508.2022.2085503
Martingale transformations of Brownian motion with application to
functional equations
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  Authors: Michael Mania, Revaz Tevzadze
  Pages: 1 - 19
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-06-11T04:21:59Z
  DOI: 10.1080/17442508.2022.2084341
On the random attractor for stochastic 2D hydrodynamical type equations
with additive white noise
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  Authors: Nguyen Tien Da
  Pages: 1 - 21
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-06-11T04:20:02Z
  DOI: 10.1080/17442508.2022.2084340
Anticipated BSDEs with reflection in convex region
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  Authors: Xiaoyan Xu, Mingbo Zhang
  Pages: 1 - 27
  Abstract: .
  
  Citation: Stochastics An International Journal of Probability and Stochastic Processes
  PubDate: 2022-06-11T04:06:12Z
  DOI: 10.1080/17442508.2022.2084339
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