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期刊


ISSN0736-2994
刊名Stochastic Analysis and Applications
参考译名随机分析与应用
收藏年代2002~2022



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2014 2015 2016 2017 2018 2019
2020 2021 2022

2015, vol.33, no.1 2015, vol.33, no.2 2015, vol.33, no.3 2015, vol.33, no.4 2015, vol.33, no.5 2015, vol.33, no.6

题名作者出版年年卷期
Solution Bounds for Elliptic Partial Differential Equations via Feynman-Kac RepresentationKawai, Reiichiro20152015, vol.33, no.5
Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State SpaceKumar, K. Suresh; Pal, Chandan20152015, vol.33, no.5
Fractional Gamma and Gamma-Subordinated ProcessesBeghin, Luisa20152015, vol.33, no.5
The Relation Between Mixed and Rough SDEs and Its Application to Numerical MethodsNeuenkirch, Andreas; Shalaiko, Taras20152015, vol.33, no.5
A Small Noise Asymptotic Expansion for Young SDE Driven by Fractional Brownian Motion: A Sharp Error Estimate With Malliavin CalculusYamada, Toshihiro20152015, vol.33, no.5
Mean-Variance Hedging Under Multiple Defaults RiskChoukroun, Sebastien; Goutte, Stephane; Ngoupeyou, Armand20152015, vol.33, no.5
Modeling Capital Gains Taxes for Trading Strategies of Infinite VariationKuehn, Christoph; Ulbricht, Bjoern20152015, vol.33, no.5
Exponential Martingales and Changes of Measure for Counting ProcessesSokol, Alexander; Hansen, Niels Richard20152015, vol.33, no.5