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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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2020 2021 2022

2021, vol.39, no.1 2021, vol.39, no.2 2021, vol.39, no.3 2021, vol.39, no.4 2021, vol.39, no.5 2021, vol.39, no.6

题名作者出版年年卷期
Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structureCaibin Zhang; Zhibin Liang20212021, vol.39, no.2
New stochastic operational matrix method for solving stochastic Ito-Volterra integral equations characterized by fractional Brownian motionS. Saha Ray; S. Singh20212021, vol.39, no.2
Mean-field FBSDE and optimal controlNacira Agram; Salah Eddine Choutri20212021, vol.39, no.2
An anticipative stochastic minimum principle under enlarged filtrationsMarkus Hess20212021, vol.39, no.2
Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficientsYongqiang Suo; Chenggui Yuan; Shao-Qin Zhang20212021, vol.39, no.2
Nonzero-sum risk-sensitive stochastic differential games with discounted costsMrinal K. Ghosh; K. Suresh Kumar; Chandan Pal; Somnath Pradhan20212021, vol.39, no.2
On Black-Scholes option pricing model with stochastic volatility: an information theoretic approachLuckshay Batra; H. C. Taneja20212021, vol.39, no.2
Approximate controllability of second-order non-autonomous stochastic impulsive differential systemsVikram Singh; Renu Chaudhary; Dwijendra N. Pandey20212021, vol.39, no.2
The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locationsDawid Czapla; Sander C. Hille; Katarzyna Horbacz; Hanna Wojewodka-Sciazko20212021, vol.39, no.2