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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

2016, vol.34, no.1 2016, vol.34, no.2 2016, vol.34, no.3 2016, vol.34, no.4 2016, vol.34, no.5 2016, vol.34, no.6

题名作者出版年年卷期
On anticipated backward stochastic differential equations with Markov chain noiseYang, Zhe; Elliott, Robert J.20162016, vol.34, no.5
Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motionBlouhi, T.; Caraballo, T.; Ouahab, A.20162016, vol.34, no.5
Option convergence rate with geometric random walks approximationsLeduc, Guillaume20162016, vol.34, no.5
Zero-sum risk-sensitive stochastic games for continuous time Markov chainsGhosh, Mrinal K.; Kumar, K. Suresh; Pal, Chandan20162016, vol.34, no.5
A mathematical analysis of the Gumbel test for jumps in stochastic volatility modelsPalmes, Christian; Woerner, Jeannette H. C.20162016, vol.34, no.5
Finite-dimensional filter for a class of nonlinear systems with correlated noisesFlorchinger, Patrick20162016, vol.34, no.5
A system of non-local parabolic PDE and application to option pricingGoswami, Anindya; Patel, Jeeten; Shevgaonkar, Poorva20162016, vol.34, no.5
Reflected forward-backward stochastic differential equations and related PDEsLi, Wenqiang; Peng, Ying; Liu, Junbo20162016, vol.34, no.5
Positive and unbounded solution of stochastic delayed evolution equationsLv, Guangying; Wang, Liang; Wang, Xiao20162016, vol.34, no.5