StochasticsAn International Journal of Probability and Stochastic Processes Short Title: Stochastics Publisher: Taylor & Francis, Abingdon, Oxfordshire ISSN: 1744-2508; 1744-2516/e Online: http://www.tandfonline.com/loi/gssr20 Predecessor: Stochastics and Stochastics Reports Comments: Journal; Indexed cover-to-cover Documents Indexed: 848 Publications (since 2005) References Indexed: 786 Publications with 18,279 References. all top 5 Latest Issues 95, No. 7 (2023) 95, No. 6 (2023) 95, No. 5 (2023) 95, No. 4 (2023) 95, No. 3 (2023) 95, No. 2 (2023) 95, No. 1 (2023) 94, No. 8 (2022) 94, No. 7 (2022) 94, No. 6 (2022) 94, No. 5 (2022) 94, No. 4 (2022) 94, No. 3 (2022) 94, No. 2 (2022) 94, No. 1 (2022) 93, No. 8 (2021) 93, No. 7 (2021) 93, No. 6 (2021) 93, No. 5 (2021) 93, No. 4 (2021) 93, No. 3 (2021) 93, No. 2 (2021) 93, No. 1 (2021) 92, No. 8 (2020) 92, No. 7 (2020) 92, No. 6 (2020) 92, No. 5 (2020) 92, No. 4 (2020) 92, No. 3 (2020) 92, No. 2 (2020) 92, No. 1 (2020) 91, No. 8 (2019) 91, No. 7 (2019) 91, No. 6 (2019) 91, No. 5 (2019) 91, No. 4 (2019) 91, No. 3 (2019) 91, No. 2 (2019) 91, No. 1 (2019) 90, No. 8 (2018) 90, No. 7 (2018) 90, No. 6 (2018) 90, No. 5 (2018) 90, No. 4 (2018) 90, No. 3 (2018) 90, No. 2 (2018) 90, No. 1 (2018) 89, No. 8 (2017) 89, No. 6-7 (2017) 89, No. 5 (2017) 89, No. 3-4 (2017) 89, No. 2 (2017) 89, No. 1 (2017) 88, No. 8 (2016) 88, No. 7 (2016) 88, No. 6 (2016) 88, No. 5 (2016) 88, No. 4 (2016) 88, No. 3 (2016) 88, No. 2 (2016) 88, No. 1 (2016) 87, No. 6 (2015) 87, No. 5 (2015) 87, No. 4 (2015) 87, No. 3 (2015) 87, No. 2 (2015) 87, No. 1 (2015) 86, No. 6 (2014) 86, No. 5 (2014) 86, No. 4 (2014) 86, No. 3 (2014) 86, No. 2 (2014) 86, No. 1 (2014) 85, No. 6 (2013) 85, No. 5 (2013) 85, No. 4 (2013) 85, No. 3 (2013) 85, No. 2 (2013) 85, No. 1 (2013) 84, No. 5-6 (2012) 84, No. 4 (2012) 84, No. 2-3 (2012) 84, No. 1 (2012) 83, No. 4-6 (2011) 83, No. 3 (2011) 83, No. 2 (2011) 83, No. 1 (2011) 82, No. 4-6 (2010) 82, No. 1-3 (2010) 81, No. 6 (2009) 81, No. 5 (2009) 81, No. 3-4 (2009) 81, No. 2 (2009) 81, No. 1 (2009) 80, No. 6 (2008) 80, No. 5 (2008) 80, No. 4 (2008) 80, No. 2-3 (2008) 80, No. 1 (2008) 79, No. 6 (2007) ...and 13 more Volumes all top 5 Authors 13 Øksendal, Bernt Karsten 10 Benth, Fred Espen 10 Ouknine, Youssef 8 Mishura, Yuliya Stepanivna 8 Ouerdiane, Habib 7 Gapeev, Pavel V. 7 Yan, Litan 6 da Silva, José Luís 6 Di Nunno, Giulia 6 Nualart, David 6 Orsingher, Enzo 6 Shen, Aiting 6 Wang, Xuejun 5 Dokuchaev, Nikolai G. 5 Dufour, François 5 Hamadene, Saïd 5 Jacka, Saul D. 5 Kifer, Yuri 5 Mao, Xuerong 5 Melnikov, Aleksander Viktorovich 5 Peskir, Goran 5 Proske, Frank Norbert 5 Tudor, Ciprian A. 4 Appleby, John A. D. 4 Bahlali, Khaled 4 Diop, Mamadou Abdoul 4 Engelbert, Hans-Jürgen 4 Evstigneev, Igor V. 4 Ezzinbi, Khalil 4 Hilbert, Astrid 4 Hu, Shuhe 4 Hu, Yaozhong 4 Macci, Claudio 4 Morlais, Marie-Amelie 4 Pontier, Monique 4 Privault, Nicolas 4 Quenez, Marie-Claire 4 Rodkina, Alexandra 4 Rosalsky, Andrew 4 Wu, Yi 4 Xiong, Jie 4 Yin, Gang George 4 Yuan, Chenggui 4 Zervos, Mihail 4 Zhitlukhin, Mikhail V. 3 Abdelghani, Mohamed N. 3 Albeverio, Sergio A. 3 Basse-O’Connor, Andreas 3 Bayraktar, Erhan 3 Berti, Patrizia 3 Caraballo Garrido, Tomás 3 Ceci, Claudia 3 Cung The Anh 3 Deugoue, Gabriel 3 El Fatini, Mohamed 3 Erraoui, Mohamed 3 Eyjolfsson, Heidar 3 Grothaus, Martin 3 Hernández-Hernández, Daniel 3 Herzberg, Frederik S. 3 Hillairet, Caroline 3 Jiang, Hui 3 Kolokoltsov, Vassili N. 3 Krühner, Paul 3 Kuhn, Christoph 3 Kushner, Harold J. 3 Lang, Annika 3 León, Jorge A. 3 Leonenko, Nikolai N. 3 Li, Deli 3 Liu, Junfeng 3 Mchiri, Lassaad 3 Meyer-Brandis, Thilo 3 Mnif, Mohamed 3 Nagel, Werner 3 Nilssen, Torstein K. 3 Novikov, Aleksandr Aleksandrovich 3 Pacchiarotti, Barbara 3 Pardoux, Etienne 3 Pettersson, Roger 3 Ren, Yong 3 Rigo, Pietro 3 Shi, Zhiyan 3 Shiryaev, Al’bert Nikolaevich 3 Song, Qingshuo 3 Stockbridge, Richard H. 3 Volodin, Andrei I. 3 von Waldenfels, Wilhelm 3 Yan, Zuomao 3 Yin, George Gang 3 Zheng, Harry H. 2 Accardi, Luigi 2 Agram, Nacira 2 Alòs, Elisa 2 Amami, Rim 2 An, Ta Thi Kieu 2 Ankirchner, Stefan 2 Ayache, Antoine 2 Bai, Long 2 Bao, Jianhai ...and 1,151 more Authors all top 5 Fields 773 Probability theory and stochastic processes (60-XX) 202 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 118 Systems theory; control (93-XX) 98 Statistics (62-XX) 78 Partial differential equations (35-XX) 55 Ordinary differential equations (34-XX) 44 Calculus of variations and optimal control; optimization (49-XX) 30 Numerical analysis (65-XX) 27 Operator theory (47-XX) 25 Operations research, mathematical programming (90-XX) 22 Dynamical systems and ergodic theory (37-XX) 21 Functional analysis (46-XX) 13 Quantum theory (81-XX) 13 Biology and other natural sciences (92-XX) 12 Fluid mechanics (76-XX) 11 Integral equations (45-XX) 10 Measure and integration (28-XX) 9 Global analysis, analysis on manifolds (58-XX) 7 Real functions (26-XX) 6 Special functions (33-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 5 General and overarching topics; collections (00-XX) 5 History and biography (01-XX) 5 Geophysics (86-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Potential theory (31-XX) 3 Difference and functional equations (39-XX) 3 Approximations and expansions (41-XX) 2 Combinatorics (05-XX) 2 Topological groups, Lie groups (22-XX) 2 Abstract harmonic analysis (43-XX) 2 Differential geometry (53-XX) 2 Mechanics of particles and systems (70-XX) 2 Information and communication theory, circuits (94-XX) 1 Mathematical logic and foundations (03-XX) 1 Field theory and polynomials (12-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Nonassociative rings and algebras (17-XX) 1 Functions of a complex variable (30-XX) 1 Sequences, series, summability (40-XX) 1 Convex and discrete geometry (52-XX) 1 General topology (54-XX) 1 Computer science (68-XX) 1 Astronomy and astrophysics (85-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 613 Publications have been cited 3,584 times in 3,121 Documents Cited by ▼ Year ▼ A mean-field stochastic maximum principle via Malliavin calculus. Zbl 1252.49039Meyer-Brandis, Thilo; Øksendal, Bernt; Zhou, Xun Yu 63 2012 Strong convergence rates for backward Euler-Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients. Zbl 1304.65009Mao, Xuerong; Szpruch, Lukasz 61 2013 Risk minimizing portfolios and HJBI equations for stochastic differential games. Zbl 1145.93054Mataramvura, Sure; Øksendal, Bernt 59 2008 The stochastic Fubini theorem revisited. Zbl 1255.60086Veraar, Mark 53 2012 BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration. Zbl 1337.60123Kruse, T.; Popier, A. 46 2016 Pathwise uniqueness and continuous dependence for SDEs with non-regular drift. Zbl 1221.60081Fedrizzi, E.; Flandoli, F. 46 2011 Some properties of the sub-fractional Brownian motion. Zbl 1124.60038Tudor, Constantin 45 2007 Stochastic differential equations for sticky Brownian motion. Zbl 1337.60120Engelbert, Hans-Jürgen; Peskir, Goran 38 2014 Almost sure exponential stability for stochastic neutral partial functional differential equations. Zbl 1115.60064Govindan, T. E. 34 2005 Risk-sensitive control of continuous time Markov chains. Zbl 1337.49046Ghosh, Mrinal K.; Saha, Subhamay 33 2014 The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion. Zbl 1154.60046Mishura, Yu; Shevchenko, G. 32 2008 A complete representation theorem for \(G\)-martingales. Zbl 1337.60130Peng, Shige; Song, Yongsheng; Zhang, Jianfeng 30 2014 Phase transitions of McKean-Vlasov processes in double-wells landscape. Zbl 1314.60118Tugaut, Julian 30 2014 Parameter estimation for a partially observed Ornstein-Uhlenbeck process with long-memory noise. Zbl 1422.62275El Onsy, Brahim; Es-Sebaiy, Khalifa; Viens, Frederi G. 29 2017 Approximate McKean-Vlasov representations for a class of SPDEs. Zbl 1211.60022Crisan, Dan; Xiong, Jie 27 2010 Multidimensional quadratic and subquadratic BSDEs with special structure. Zbl 1337.60119Cheridito, Patrick; Nam, Kihun 26 2015 Simulation of stochastic partial differential equations using finite element methods. Zbl 1255.60114Barth, Andrea; Lang, Annika 26 2012 On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables. Zbl 1290.60040Wang, Xuejun; Wang, Shijie; Hu, Shuhe; Ling, Jimin; Wei, Yunfei 26 2013 Jump-diffusions in Hilbert spaces: existence, stability and numerics. Zbl 1230.60066Filipović, Damir; Tappe, Stefan; Teichmann, Josef 26 2010 Large deviations for neutral functional SDEs with jumps. Zbl 1319.60124Bao, Jianhai; Yuan, Chenggui 25 2015 Existence and Hyers-Ulam stability of random impulsive stochastic functional differential equations with finite delays. Zbl 1506.37074Li, Shuang; Shu, Linxin; Shu, Xiao-Bao; Xu, Fei 25 2019 Complete moment convergence for arrays of rowwise NSD random variables. Zbl 1337.60038Shen, Aiting; Xue, Mingxiang; Volodin, Andrei 24 2016 A harmonic function technique for the optimal stopping of diffusions. Zbl 1241.60022Christensen, Sören; Irle, Albrecht 24 2011 Utility maximization in a jump market model. Zbl 1156.91380Morlais, Marie-Amelie 24 2009 Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise. Zbl 1177.39020Appleby, John A. D.; Berkolaiko, Gregory; Rodkina, Alexandra 23 2009 Optimal stopping of Hunt and Lévy processes. Zbl 1114.60034Mordecki, Ernesto; Salminen, Paavo 23 2007 Existence and global attractiveness of a pseudo almost periodic solution in \(p\)-th mean sense for stochastic evolution equation driven by a fractional Brownian motion. Zbl 1337.60137Diop, Mamadou Abdoul; Ezzinbi, Khalil; Mbaye, Mamadou Moustapha 22 2015 A stochastic target formulation for optimal switching problems in finite horizon. Zbl 1175.60037Bouchard, Bruno 21 2009 Strong convergence for sequences of asymptotically almost negatively associated random variables. Zbl 1312.60024Shen, Aiting; Wu, Ranchao 21 2014 On the local time of multifractional Brownian motion. Zbl 1124.60061Boufoussi, B.; Dozzi, M.; Guerbaz, R. 20 2006 Amplitude equations for SPDEs with cubic nonlinearities. Zbl 1291.60127Blömker, Dirk; Mohammed, Wael W. 19 2013 Risk minimizing hedging for a partially observed high frequency data model. Zbl 1156.91362Ceci, Claudia 19 2006 Space-time fractional diffusions in Gaussian noisy environment. Zbl 1379.60065Chen, Le; Hu, Guannan; Hu, Yaozhong; Huang, Jingyu 18 2017 Stochastic differential delay equations with jumps, under nonlinear growth condition. Zbl 1191.60081Jacob, Niels; Wang, Yongtian; Yuan, Chenggui 18 2009 Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments. Zbl 1492.91083Peng, Jiangyan; Wang, Dingcheng 18 2018 Optimal stopping, Appell polynomials, and Wiener-Hopf factorization. Zbl 1248.60046Salminen, Paavo 17 2011 Precautionary measures for credit risk management in jump models. Zbl 1288.91187Egami, Masahiko; Yamazaki, Kazutoshi 17 2013 Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models. Zbl 1298.91166Jacquier, Antoine; Keller-Ressel, Martin; Mijatović, Aleksandar 17 2013 A bulk quorum queueing system with a random setup time under \(N\)-policy and with Bernoulli vacation schedule. Zbl 1122.60082Tadj, Lotfi; Choudhury, Gautam; Tadj, Chakib 17 2006 A global construction of homogeneous random planar tessellations that are stable under iteration. Zbl 1139.60011Mecke, J.; Nagel, W.; Weiss, V. 17 2008 Asymptotics and duality for the Davis and Norman problem. Zbl 1276.91093Gerhold, Stefan; Muhle-Karbe, Johannes; Schachermayer, Walter 16 2012 Existence of an optimal control for stochastic control systems with nonlinear cost functional. Zbl 1200.93137Buckdahn, R.; Labed, B.; Rainer, C.; Tamer, L. 16 2010 Existence and uniqueness of path wise solutions for stochastic integral equations driven by Lévy noise on separable Banach spaces. Zbl 1119.60040Mandrekar, V.; Rüdiger, B. 16 2006 Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces. Zbl 1117.60056Rüdiger, B.; Ziglio, G. 16 2006 Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions. Zbl 1306.60040Crocce, Fabián; Mordecki, Ernesto 16 2014 On the practical global uniform asymptotic stability of stochastic differential equations. Zbl 1337.60117Caraballo, Tomás; Hammami, Mohamed Ali; Mchiri, Lassaad 15 2016 On the sequential testing problem for some diffusion processes. Zbl 1228.62098Gapeev, Pavel V.; Shiryaev, Albert N. 15 2011 \(L^p\)-solution for BSDEs with jumps in the case \(p<2\): Corrections to the paper ‘BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration’. Zbl 1394.60064Kruse, T.; Popier, Alexandre 15 2017 Hitting densities for spectrally positive stable processes. Zbl 1231.60042Simon, Thomas 15 2011 On a solution of the optimal stopping problem for processes with independent increments. Zbl 1114.60035Novikov, Alexander; Shiryaev, Albert 15 2007 Multivariate regular variation on cones: Application to extreme values, hidden regular variation and conditioned limit laws. Zbl 1142.60042Resnick, Sidney I. 15 2008 White noise-based stochastic calculus with respect to multifractional Brownian motion. Zbl 1326.60079Lebovits, Joachim; Lévy Véhel, Jacques 15 2014 Mixed fractional stochastic differential equations with jumps. Zbl 1307.60087Shevchenko, Georgiy 15 2014 Stochastic Volterra integro-differential equations driven by fractional Brownian motion in a Hilbert space. Zbl 1325.60094Nguyen Tien Dung 14 2015 Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications. Zbl 1394.60021Wang, Xuejun; Wu, Yi; Rosalsky, Andrew 14 2017 Mixed Brownian-fractional Brownian model: absence of arbitrage and related topics. Zbl 1115.60043Androshchuk, Taras; Mishura, Yuliya 14 2006 Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields. Zbl 1090.60057Øksendal, Bernt; Proske, Frank; Zhang, Tusheng 14 2005 The duality of optimal exercise and domineering claims: a Doob-Meyer decomposition approach to the Snell envelope. Zbl 1235.60039Jamshidian, Farshid 14 2007 An approach for solving perpetual optimal stopping problems driven by Lévy processes. Zbl 1156.60026Surya, B. A. 14 2007 Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail 14 2017 Moderate deviation principle for the 2D stochastic convective Brinkman-Forchheimer equations. Zbl 1494.60073Mohan, Manil T. 14 2021 Feynman-Kac formulas for regime-switching jump diffusions and their applications. Zbl 1337.60200Zhu, Chao; Yin, George; Baran, Nicholas A. 13 2015 Numerical solutions for jump-diffusions with regime switching. Zbl 1071.60050Yin, G.; Song, Q. S.; Zhang, Z. 13 2005 On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time. Zbl 1251.93140Dufour, Francois; Stockbridge, Richard H. 13 2012 Global-in-time regularity via duality for congestion-penalized mean field games. Zbl 1395.91035Prosinski, Adam; Santambrogio, Filippo 13 2017 Existence and exponential stability of almost automorphic mild solutions for stochastic functional differential equations. Zbl 1221.60078Cao, Junfei; Yang, Qigui; Huang, Zaitang 13 2011 Moving randomly amid scattered obstacles. Zbl 1210.60111Beghin, Luisa; Orsingher, Enzo 13 2010 Lévy noise perturbation for an epidemic model with impact of media coverage. Zbl 1492.92090El Fatini, Mohamed; Laaribi, Aziz; Pettersson, Roger; Taki, Regragui 13 2019 Dynamic assessment indices. Zbl 1414.91420Bielecki, Tomasz R.; Cialenco, Igor; Drapeau, Samuel; Karliczek, Martin 12 2016 On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes. Zbl 1352.60058Lee, Chihoon; Song, Jian 12 2016 Optimal investment to minimize the probability of drawdown. Zbl 1367.91162Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. 12 2016 Asymptotic ruin probabilities for a bidimensional renewal risk model. Zbl 1394.60090Yang, Haizhong; Li, Jinzhu 12 2017 Almost sure weak convergence of random probability measures. Zbl 1100.60025Berti, Patrizia; Pratelli, Luca; Rigo, Pietro 12 2006 A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets. Zbl 1115.91025Benth, Fred Espen; Karlsen, Kenneth Hvistendahl 12 2005 Hedging with risk for game options in discrete time. Zbl 1151.91503Dolinsky, Yan; Kifer, Yuri 12 2007 Dynkin games in a general framework. Zbl 1298.60050Kobylanski, Magdalena; Quenez, Marie-Claire; de Campagnolle, Marc Roger 12 2014 Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients. Zbl 1321.49064Hamadène, Said; Mu, Rui 11 2015 Derivative for self-intersection local time of multidimensional fractional Brownian motion. Zbl 1337.60068Yan, Litan; Yu, Xianye 11 2015 Asymptotics for randomly weighted and stopped dependent sums. Zbl 1338.62065Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas 11 2016 A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach. Zbl 1337.91047Liu, Xiaoming; Mamon, Rogemar; Gao, Huan 11 2014 Stochastic differential equations with time-dependent reflecting barriers. Zbl 1296.60175Słomiński, Leszek; Wojciechowski, Tomasz 11 2013 Optimal portfolio, partial information and Malliavin calculus. Zbl 1176.93081Di Nunno, Giulia; Øksendal, Bernt 11 2009 Hyperbolic and fractional hyperbolic Brownian motion. Zbl 1129.60038Lao, Lanjun; Orsingher, Enzo 11 2007 A note on the supremum of a stable process. Zbl 1139.60022Doney, R. A. 11 2008 On the law of the iterated logarithm in multiserver open queueing networks. Zbl 1306.60143Minkevičius, Saulius 11 2014 A note on applications of stochastic ordering to control problems in insurance and finance. Zbl 1314.60104Bäuerle, Nicole; Bayraktar, Erhan 11 2014 Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims. Zbl 1493.62580Cheng, Dongya; Yu, Changjun 11 2019 Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations. Zbl 1490.60172Moghaddam, B. P.; Zhang, Lei; Lopes, A. M.; Tenreiro Machado, J. A.; Mostaghim, Z. S. 11 2020 Weak laws of large numbers for arrays of dependent random variables. Zbl 1337.60028Wang, Xinghui; Hu, Shuhe 10 2014 On the convergence of some Procrustean averaging algorithms. Zbl 1079.60018Groisser, David 10 2005 Explicit solutions to some optimal variance stopping problems. Zbl 1249.62006Pedersen, Jesper Lund 10 2011 Delay geometric Brownian motion in financial option valuation. Zbl 1291.60122Mao, Xuerong; Sabanis, Sotirios 10 2013 Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type. Zbl 1205.60132Lang, Annika; Chow, Pao-Liu; Potthoff, Jürgen 10 2010 Optimal stopping of the maximum process: a converse to the results of Peskir. Zbl 1128.60029Hobson, David 10 2007 Sequential multi-hypothesis testing for compound Poisson processes. Zbl 1132.62061Dayanik, Savas; Poor, H. Vincent; Sezer, Semih O. 10 2008 The Bouleau-Yor identity for a bi-fractional Brownian motion. Zbl 1319.60083Yan, Litan; Gao, Bo; Liu, Junfeng 10 2014 Existence of solutions for fractional neutral functional differential equations driven by fBm with infinite delay. Zbl 1498.60224Lakhel, E.; McKibben, M. A. 10 2018 On stability of stochastic differential equations with random impulses driven by Poisson jumps. Zbl 1506.34103Anguraj, A.; Ravikumar, K.; Nieto, Juan J. 10 2021 Limiting behaviour for arrays of row-wise END random variables under conditions of \(h\)-integrability. Zbl 1325.60036Wu, Yongfeng; Peng, Jiangyan; Hu, Tien-Chung 9 2015 Optimal stopping of switching diffusions with state dependent switching rates. Zbl 1337.60075Liu, R. H. 9 2016 Existence and upper semicontinuity of random attractors for the 2D stochastic convective Brinkman-Forchheimer equations in bounded domains. Zbl 1518.35133Kinra, K.; Mohan, M. T. 2 2023 Concentration inequalities for Poisson point processes with application to adaptive intensity estimation. Zbl 07701605Kroll, M. 1 2023 Existence and stability results of mild solutions for random impulsive stochastic partial differential equations with noncompact semigroups. Zbl 07706363Yang, Quancheng; Wu, Dan; Shu, Xiaobao 1 2023 Generalized Wiener-Hermite integrals and rough non-Gaussian Ornstein-Uhlenbeck process. Zbl 07706364Assaad, Obayda; Diez, Charles-Phillipe; Tudor, Ciprian A. 1 2023 An almost sure central limit theorem for the parabolic Anderson model with delta initial condition. Zbl 07711922Li, Jingyu; Zhang, Yong 1 2023 Decoherence for Markov chains. Zbl 1518.60066Fidaleo, Francesco; Vincenzi, Elia 1 2023 Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences. Zbl 1518.60048Qi, Zongfeng; Zhou, Jinyu; Yan, Jigao 1 2023 Asymptotic behaviour of solutions to stochastic three-dimensional globally modified Navier-Stokes equations. Zbl 1518.35540Anh, Cung The; Thanh, Nguyen Van; Tuyet, Phan Thi 1 2023 Optimal stopping problems for maxima and minima in models with asymmetric information. Zbl 1497.60060Gapeev, Pavel V.; Li, Libo 4 2022 Ulam-Hyers-Rassias stability of neutral stochastic functional differential equations. Zbl 1498.60204Caraballo, Tomás; Mchiri, Lassaad; Rhaima, Mohamed 4 2022 Multi-dimensional sequential testing and detection. Zbl 1492.60102Ekström, Erik; Wang, Yuqiong 3 2022 Optimal controls problems for some impulsive stochastic integro-differential equations with state-dependent delay. Zbl 1499.34384Diop, Amadou; Diop, Mamadou Abdoul; Ezzinbi, Khalil; Guindo, Paul dit Akouni 3 2022 Uniform asymptotics for the compound risk model with dependence structures and constant force of interest. Zbl 1490.91052Liu, Xijun; Gao, Qingwu 2 2022 Central limit theorem for the capacity of the range of stable random walks. Zbl 1504.60034Cygan, Wojciech; Sandrić, Nikola; Šebek, Stjepan 2 2022 On perpetual American options in a multidimensional Black-Scholes model. Zbl 1492.91386Rozkosz, Andrzej 1 2022 Reflecting time-space Gaussian random field on compact Riemannian manifold and excursion probability. Zbl 1498.60141Jiang, Qianqian; Dai, Wanyang 1 2022 On a switching control problem with càdlàg costs. Zbl 1496.60038Hamadène, Said; Jasso-Fuentes, Héctor; Osorio-Agudelo, Yamid A. 1 2022 Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence. Zbl 1496.60053Makogin, Vitalii; Spodarev, Evgeny 1 2022 Martingale representation in progressively enlarged Lévy filtrations. Zbl 1492.60147Di Tella, P.; Engelbert, H.-J. 1 2022 Discounted optimal stopping problems in continuous hidden Markov models. Zbl 1503.60049Gapeev, Pavel V. 1 2022 On comparison theorem for optional SDEs via local times and applications. Zbl 1496.60059Abdelghani, Mohamed; Melnikov, Alexander; Pak, Andrey 1 2022 Quadratic BSDEs with jumps and related PIDEs. Zbl 1497.60079Madoui, Imène; Eddahbi, Mhamed; Khelfallah, Nabil 1 2022 Normal approximation for generalized \(U\)-statistics and weighted random graphs. Zbl 1503.60012Privault, Nicolas; Serafin, Grzegorz 1 2022 Structural classification of continuous time Markov chains with applications. Zbl 1502.60116Xu, Chuang; Hansen, Mads Christian; Wiuf, Carsten 1 2022 Self-exciting jump processes and their asymptotic behaviour. Zbl 1499.60283Dahl, Kristina Rognlien; Eyjolfsson, Heidar 1 2022 Moderate deviation principle for the 2D stochastic convective Brinkman-Forchheimer equations. Zbl 1494.60073Mohan, Manil T. 14 2021 On stability of stochastic differential equations with random impulses driven by Poisson jumps. Zbl 1506.34103Anguraj, A.; Ravikumar, K.; Nieto, Juan J. 10 2021 Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations. Zbl 1490.62314Cheng, Dongya 7 2021 Practical stability with respect to a part of variables of stochastic differential equations. Zbl 1492.93190Caraballo, Tomás; Ezzine, Faten; Hammami, Mohamed Ali; Mchiri, Lassaad 7 2021 Solvability and optimal controls of non-instantaneous impulsive stochastic fractional differential equation of order \(q \in (1,2)\). Zbl 1490.65009Dhayal, Rajesh; Malik, Muslim; Abbas, Syed 7 2021 Asymptotic behaviour on the linear self-interacting diffusion driven by \(\alpha\)-stable motion. Zbl 1496.60051Sun, Xichao; Yan, Litan 3 2021 Strong convergence properties for weighted sums of WNOD random variables and its applications in nonparametric regression models. Zbl 1492.60072Shen, Aiting; Li, Xiang; Ning, Mingming 2 2021 A Fourier-based Picard-iteration approach for a class of McKean-Vlasov SDEs with Lévy jumps. Zbl 1490.65005Agarwal, Ankush; Pagliarani, Stefano 2 2021 Existence and controllability results for nonlocal stochastic integro-differential equations. Zbl 1490.60183Diop, Amadou; Diop, Mamadou Abdoul; Ezzinbi, Khalil; Mané, Aziz 2 2021 Exponential stability of nonlinear fractional stochastic system with Poisson jumps. Zbl 1501.37056Balasubramaniam, P.; Sathiyaraj, T.; Priya, K. 2 2021 On stationarity properties of generalized Hermite-type processes. Zbl 1500.60026Donhauzer, Illia; Olenko, Andriy 2 2021 Large deviation principle for SDEs with Dini continuous drifts. Zbl 1490.60147Cheng, Lingyan; Huang, Xing 1 2021 Stepanov-like pseudo almost periodicity in distribution and optimal control to impulsive partial stochastic differential equations. Zbl 1490.34078Yan, Zuomao; Lu, Fangxia 1 2021 How long does the surplus stay close to its historical high? Zbl 1500.60048Li, Bo; Hua, Yun; Zhou, Xiaowen 1 2021 Sample path large deviations for the multiplicative Poisson shot noise process with compensation. Zbl 07553835Jiang, Hui; Yang, Qingshan 1 2021 Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations. Zbl 1490.60195Besalú, Mireia; Márquez-Carreras, David; Nualart, Eulalia 1 2021 On optimal threshold stopping times for Ito diffusions. Zbl 1496.60034Arkin, V. I.; Slastnikov, A. D. 1 2021 Asymptotic moment estimation for stochastic Lotka-Volterra model driven by \(G\)-Brownian motion. Zbl 1496.60063He, Ping; Ren, Yong; Zhang, Defei 1 2021 General methods for bounding multidimensional ruin probabilities in regime-switching models. Zbl 1496.60090Gajek, Lesław; Rudź, Marcin 1 2021 Periodic averaging theorems for neutral stochastic functional differential equations involving delayed impulses. Zbl 1496.60064Liu, Jiankang; Xu, Wei; Guo, Qin; Wang, Jinbin 1 2021 Nonlinear filtering of stochastic differential equations with correlated Lévy noises. Zbl 1496.60052Qiao, Huijie 1 2021 Perpetual integral functionals of multidimensional stochastic processes. Zbl 1492.60221Kondratiev, Yuri; Mishura, Yuliya; da Silva, José L. 1 2021 A supplement to the laws of large numbers and the large deviations. Zbl 1492.60067Li, Deli; Miao, Yu 1 2021 Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations. Zbl 1490.60172Moghaddam, B. P.; Zhang, Lei; Lopes, A. M.; Tenreiro Machado, J. A.; Mostaghim, Z. 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Zbl 1492.60071Ning, Mingming; Wu, Caoqing; Shen, Aiting 4 2020 Invariant measures for stochastic reaction-diffusion equations with weakly dissipative nonlinearities. Zbl 1490.60189Misiats, Oleksandr; Stanzhytskyi, Oleksandr; Yip, Nung Kwan 4 2020 Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition. Zbl 1490.60194Abdelghani, Mohamed N.; Melnikov, Alexander V. 3 2020 Strong Snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale. Zbl 1490.60073Akdim, Khadija; Haddadi, Mouna; Ouknine, Youssef 3 2020 Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients. Zbl 1490.60160Gou, Zhun; Wang, Ming-hui; Huang, Nan-jing 3 2020 Reflected backward doubly stochastic differential equations with discontinuous barrier. 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Zbl 1490.60086Bock, Wolfgang; Desmettre, Sascha; da Silva, José Luís 2 2020 The strong law of large numbers for moving average of continuous state nonhomogeneous Markov chains. Zbl 1490.60216Wang, Bei; Shi, Zhiyan; Yang, Weiguo 2 2020 Acceptability indices of performance for bounded càdlàg processes. Zbl 1490.60085Kountzakis, Christos E.; Rossello, Damiano 2 2020 Cointegrated continuous-time linear state-space and MCARMA models. Zbl 1492.60079Fasen-Hartmann, Vicky; Scholz, Markus 2 2020 A class of small deviation theorems for functionals of random fields on double Cayley tree in random environment. Zbl 1497.60043Shi, Zhiyan; Zhou, Hong; Fan, Yan 2 2020 Limit theorems for filtered long-range dependent random fields. Zbl 1490.60125Alodat, Tareq; Leonenko, Nikolai; Olenko, Andriy 2 2020 Wavelet series representation and geometric properties of harmonizable fractional stable sheets. 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Zbl 1500.60031Fujii, Masaaki; Takahashi, Akihiko 3 2019 ...and 513 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 3,706 Authors 44 Wang, Xuejun 26 Yan, Litan 21 Shen, Guangjun 20 Mishura, Yuliya Stepanivna 20 Ouknine, Youssef 20 Shen, Aiting 20 Wu, Yi 18 Mohan, Manil Thankamani 17 Es-Sebaiy, Khalifa 16 Yamazaki, Kazutoshi 15 Caraballo Garrido, Tomás 14 Gapeev, Pavel V. 14 Hu, Shuhe 14 Leonenko, Nikolai N. 14 Siu, Tak Kuen 13 Ceci, Claudia 13 Hu, Yaozhong 13 Ji, Shaolin 13 Mao, Xuerong 13 Peskir, Goran 13 Rodkina, Alexandra 13 Yan, Zuomao 13 Yuan, Chenggui 12 Øksendal, Bernt Karsten 12 Ren, Yong 12 Shen, Yang 12 Xi, Fubao 11 Bayraktar, Erhan 11 Christensen, Soren 11 Hu, Ying 11 Jentzen, Arnulf 11 Orsingher, Enzo 10 Benth, Fred Espen 10 Diop, Mamadou Abdoul 10 Dolinsky, Yan 10 Fan, Shengjun 10 Hamadene, Saïd 10 Klimsiak, Tomasz 10 Kruse, Thomas 10 Pérez Garmendia, Jose Luis 10 Possamaï, Dylan 10 Röckner, Michael 10 Thäle, Christoph 10 Tudor, Ciprian A. 10 Volodin, Andrei I. 10 Xiong, Jie 10 Yu, Qian 9 Blömker, Dirk 9 Buonaguidi, Bruno 9 De Gregorio, Alessandro 9 Hu, Mingshang 9 Li, Xun 9 Liu, Wei 9 Mohammed, Wael W. 9 Pal, Chandan 9 Peng, Xingchun 9 Pham, Huyên 9 Piunovskiĭ, Alekseĭ Borisovich 9 Popier, Alexandre 9 Pradhan, Somnath 9 Reisinger, Christoph 9 Shevchenko, Georgiy M. 9 Sulem, Agnès 9 Sun, Xichao 9 Zhang, Yi 8 Albeverio, Sergio A. 8 Cheng, Dongya 8 Crepey, Stephane 8 Cui, Jing 8 Di Nunno, Giulia 8 El Fatini, Mohamed 8 Grothaus, Martin 8 Guo, Yongjiang 8 Huang, Haiwu 8 Jacquier, Antoine 8 Jiang, Hui 8 Kifer, Yuri 8 Kinra, Kush 8 Ko, Mi-Hwa 8 Meng, Qingxin 8 Menoukeu Pamen, Olivier 8 Miao, Yu 8 Neuenkirch, Andreas 8 Proske, Frank Norbert 8 Tang, Shanjian 8 Tangpi, Ludovic 8 Tappe, Stefan 8 Viens, Frederi G. 8 Wu, Qunying 8 Zhu, Chao 7 Boufoussi, Brahim 7 Braverman, Elena 7 Chen, Fenge 7 De Angelis, Tiziano 7 Dufour, François 7 Fakhouri, Imade 7 Flandoli, Franco 7 Fuhrman, Marco 7 Guo, Xianping 7 Hammami, Mohamed Ali ...and 3,606 more Authors all top 5 Cited in 401 Journals 164 Stochastic Processes and their Applications 115 Stochastics 86 Statistics & Probability Letters 80 Journal of Mathematical Analysis and Applications 67 Communications in Statistics. 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