# zbMATH — the first resource for mathematics

## Stochastic Analysis and Applications

 Short Title: Stochastic Anal. Appl. Publisher: Taylor & Francis, Philadelphia, PA ISSN: 0736-2994; 1532-9356/e Online: http://www.tandfonline.com/loi/lsaa20 Comments: Indexed cover-to-cover
 Documents Indexed: 1,852 Publications (since 1983) References Indexed: 1,809 Publications with 33,069 References.
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#### Latest Issues

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#### Authors

 34 Elliott, Robert James 31 Rosalsky, Andrew 25 Kannan, Devika 25 Mao, Xuerong 19 Anh, Vo V. 19 Prakasa Rao, B. L. S. 17 Yin, Gang George 16 Florchinger, Patrick 15 Caraballo Garrido, Tomás 15 Del Moral, Pierre 15 Xiong, Dewen 14 Allen, Edward James 14 de Korvin, André 14 Ghosh, Mrinal Kanti 14 Leonenko, Nikolai N. 14 Volodin, Andrei I. 13 Morozan, Toader 13 Ouknine, Youssef 12 Abundo, Mario 12 Ahmed, Nasir Uddin 12 Da Prato, Giuseppe 12 Dshalalow, Jewgeni H. 12 Ruiz-Medina, María Dolores 12 Taylor, Robert Lee 11 Farahmand, Kambiz 11 Kleyle, Robert M. 11 Kohlmann, Michael 11 Ladde, Gangaram S. 10 Aggoun, Lakhdar 10 Jiang, Daqing 10 Kloeden, Peter Eris 10 Liu, Kai 10 Sambandham, Masilamani 10 Stehlík, Milan 10 Yuan, Chenggui 9 Chow, Pao-Liu 9 Øksendal, Bernt Karsten 9 Ramachandran, Kandethody M. 9 Sivazlian, B. D. 8 Anastassiou, George Angelos 8 Gakis, K. G. 8 Grecksch, Wilfried 8 Jasra, Ajay 8 Kolmanovskii, Vladimir Borisovich 8 Krishnamoorthy, Achyutha 8 Liu, Qun 8 Ma, Chunsheng 8 Michta, Mariusz 8 Siu, Tak Kuen 7 Ayoola, Ezekiel O. 7 Balasubramaniam, Pagavathigounder 7 Chang, Mouhsiung 7 Dragan, Vasile 7 Flandoli, Franco 7 Govindan, T. E. 7 Hayat, Tasawar 7 Hu, Tienchung 7 Keel, Lee H. 7 Kiseľák, Jozef 7 Li, Deli 7 Noble, John M. 7 Shahzad, Naseer 7 Tsokos, Christos P. 7 Tudor, Constantin 7 Yeung, David Wing-Kay 7 Zhang, Bo 6 Albeverio, Sergio A. 6 Al-saedi, Ahmed Eid Salem 6 Angulo, José Miguel 6 Arivarignan, G. 6 Basak, Gopal Krishna 6 Benth, Fred Espen 6 Guo, Xianping 6 Jordanova, Pavlina K. 6 Katehakis, Michael N. 6 Kim, Jai Heui 6 Kisielewicz, Michał 6 León, Jorge A. 6 Lin, Zhengyan 6 Nualart, David 6 Papageorgiou, Nikolaos S. 6 Real Anguas, José 6 Rekab, Kamel 6 Sung, Soohak 6 Tubaro, Luciano 6 Vuillermot, Pierre-A. 6 Xie, Yingchao 6 Yadavalli, Venkata S. S. 5 Antonelli, Peter Louis 5 Boukas, El-Kébir 5 Capasso, Vincenzo 5 Chae, Kyung Chul 5 Dozzi, Marco E. 5 Ghosh, Mini 5 Gopalan, M. N. 5 Hu, Ying 5 Kim, Yoontae 5 Korzeniowski, Andrzej 5 Lakshmikantham, Vangipuram 5 Lisei, Hannelore ...and 1,753 more Authors
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#### Fields

 1,566 Probability theory and stochastic processes (60-XX) 280 Systems theory; control (93-XX) 197 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 185 Statistics (62-XX) 157 Partial differential equations (35-XX) 150 Ordinary differential equations (34-XX) 122 Operations research, mathematical programming (90-XX) 114 Numerical analysis (65-XX) 68 Biology and other natural sciences (92-XX) 66 Operator theory (47-XX) 54 Dynamical systems and ergodic theory (37-XX) 48 Calculus of variations and optimal control; optimization (49-XX) 35 Measure and integration (28-XX) 32 Functional analysis (46-XX) 24 Quantum theory (81-XX) 24 Statistical mechanics, structure of matter (82-XX) 21 Real functions (26-XX) 20 Computer science (68-XX) 17 Integral equations (45-XX) 13 Approximations and expansions (41-XX) 13 Fluid mechanics (76-XX) 12 Mathematical logic and foundations (03-XX) 11 Linear and multilinear algebra; matrix theory (15-XX) 10 Global analysis, analysis on manifolds (58-XX) 8 General topology (54-XX) 8 Mechanics of deformable solids (74-XX) 7 Difference and functional equations (39-XX) 6 Combinatorics (05-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 6 Mechanics of particles and systems (70-XX) 6 Information and communication theory, circuits (94-XX) 5 Special functions (33-XX) 5 Geophysics (86-XX) 4 Number theory (11-XX) 3 Potential theory (31-XX) 2 Topological groups, Lie groups (22-XX) 2 Functions of a complex variable (30-XX) 2 Sequences, series, summability (40-XX) 2 Abstract harmonic analysis (43-XX) 2 Optics, electromagnetic theory (78-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Integral transforms, operational calculus (44-XX) 1 Convex and discrete geometry (52-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Relativity and gravitational theory (83-XX) 1 Astronomy and astrophysics (85-XX)

#### Citations contained in zbMATH Open

1,313 Publications have been cited 8,283 times in 6,482 Documents Cited by Year
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On the minimal martingale measure and the Föllmer-Schweizer decomposition. Zbl 0837.60042
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Adapted solution of a backward semilinear stochastic evolution equation. Zbl 0736.60051
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The stochastic nonlinear Schrödinger equation in $$H^1$$. Zbl 1027.60065
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Moment inequalities for mixing sequences of random variables. Zbl 0619.60022
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1987
Exponential stability and instability of stochastic neural networks. Zbl 0848.60058
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1996
Neutral stochastic differential delay equations with Markovian switching. Zbl 1025.60028
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2003
Attractors for a damped stochastic wave equation of sine-Gordon type with sublinear multiplicative noise. Zbl 1103.37053
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2006
Khasminskii-type theorems for stochastic differential delay equations. Zbl 1082.60055
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2005
Coupled random fixed point theorems for nonlinear contractions in partially ordered metric spaces. Zbl 1176.54030
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2009
Exponential stability of mild solutions of stochastic partial differential equations with delays. Zbl 0943.60050
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1999
Sample solutions of stochastic ordinary differential equations. Zbl 0555.60036
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Periodic and almost periodic solutions for semilinear stochastic equations. Zbl 0816.60062
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1995
A delayed Black and Scholes formula. Zbl 1119.60059
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2007
Random dynamical systems and stationary solutions of differential equations driven by the fractional Brownian motion. Zbl 1062.60060
Maslowski, Bohdan; Schmalfuss, Björn
2004
Rooted tree analysis for order conditions of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations. Zbl 1094.65008
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2006
Pricing options under a generalized Markov-modulated jump-diffusion model. Zbl 1155.91380
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2007
The viability theorem for stochastic differential inclusions. Zbl 0931.60059
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1998
The order of approximations for solutions of Itô-type stochastic differential equations with jumps. Zbl 1056.60065
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2004
Adaptive multilevel splitting for rare event analysis. Zbl 1220.65009
2007
Nonlinear stochastic differential inclusions on Banach space. Zbl 0789.60052
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1994
Stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Zbl 1151.60028
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2008
Construction of equivalent stochastic differential equation models. Zbl 1137.60026
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2008
A strong law of large numbers for arrays of rowwise negatively dependent random variables. Zbl 1003.60032
Taylor, Robert L.; Patterson, Ronald F.; Bozorgnia, Abolghassem
2002
Wiener integrals with respect to the Hermite process and a non-central limit theorem. Zbl 1130.60061
Maejima, Makoto; Tudor, Ciprian A.
2007
On the finite dimensionality of random attractors. Zbl 0888.60051
Debussche, A.
1997
Comparison theorems of backward doubly stochastic differential equations and applications. Zbl 1067.60046
Shi, Yufeng; Gu, Yanling; Liu, Kai
2005
A family of minimax rates for density estimators in continuous time. Zbl 0971.62023
Blanke, D.; Bosq, D.
2000
A universal formula for the stabilization of control stochastic differential equations. Zbl 0770.60058
Florchinger, Patrick
1993
Stabilization and destabilization by noise in the plane. Zbl 0766.60072
Scheutzow, M.
1993
Some general strong laws for weighted sums of stochastically dominated random variables. Zbl 0617.60028
1987
The behavior of an SIR epidemic model with stochastic perturbation. Zbl 1272.60035
Ji, Chunyan; Jiang, Daqing; Shi, Ningzhong
2012
Stability and robust stabilization to linear stochastic systems described by differential equations with Markovian jumping and multiplicative white noise. Zbl 1136.60335
2002
Optimal control of stochastic partial differential equations. Zbl 1156.93406
Øksendal, Bernt
2005
A maximum principle for stochastic control with partial information. Zbl 1140.93046
Baghery, Fouzia; Øksendal, Bernt
2007
A note on stochastic convolution. Zbl 0758.60049
Da Prato, Giuseppe; Zabczyk, Jerzy
1992
The approximation of multiple stochastic integrals. Zbl 0761.60048
Kloeden, P. E.; Platen, E.; Wright, I. W.
1992
Existence, uniqueness and space regularity of the adapted solutions of a backward SPDE. Zbl 0876.60044
Tessitore, Gianmario
1996
Adapted solution of a backward stochastic nonlinear Volterra integral equation. Zbl 0999.60052
Lin, Jianzhong
2002
Almost sure exponential stability for stochastic partial functional differential equations. Zbl 0911.60054
Taniguchi, Takeshi
1998
Stability of mild solutions of stochastic evolution equations with variable delay. Zbl 1036.60052
Govindan, T. E.
2003
Stochastic Navier-Stokes equations with multiplicative noise. Zbl 0762.35083
Brzeźniak, Z.; Capiński, M.; Flandoli, F.
1992
Almost sure convergence theorems of weighted sums of random variables. Zbl 0633.60049
Choi, Bong Dae; Sung, Soo Hak
1987
Fixed points and stability of stochastic neutral partial differential equations with infinite delays. Zbl 1177.93094
Luo, Jiaowan; Taniguchi, Takeshi
2009
Hölder flow and differentiability for SDEs with nonregular drift. Zbl 1281.60055
Fedrizzi, E.; Flandoli, F.
2013
Set-valued stochastic integrals and stochastic inclusions. Zbl 0891.93070
Kisielewicz, Michał
1997
Fractional generalized random fields of variable order. Zbl 1069.60040
Ruiz-Medina, M. D.; Anh, V. V.; Angulo, J. M.
2004
Existence and uniqueness results for neutral SDEs in Hilbert spaces. Zbl 1110.60063
Mahmudov, N. I.
2006
Distributions and first moments of the busy and idle periods in controllable $$M/G/1$$ queueing models with simple and dyadic policies. Zbl 0819.60085
Gakis, K. G.; Rhee, H. K.; Sivazlian, B. D.
1995
A class of measure-valued branching diffusions in a random medium. Zbl 0913.60091
Wang, H.
1998
Nonzero sum linear-quadratic stochastic differential games and backward-forward equations. Zbl 0922.60050
1999
An approach to Ito linear equations in Hilbert spaces by approximation of white noise with coloured noise. Zbl 0547.60066
Acquistapace, Paolo; Broglia, Fabrizio
1984
A stopped Doob inequality for stochastic convolution integrals and stochastic evolution equations. Zbl 0552.60058
Kotelenez, Peter
1984
Some inequalities for martingales and stochastic convolutions. Zbl 0622.60066
Ichikawa, Akira
1986
Vector random fields with second-order moments or second-order increments. Zbl 1213.60071
Ma, Chunsheng
2011
Fractional generalized random fields on bounded domains. Zbl 1043.60042
Ruiz-Medina, M. D.; Angulo, J. M.; Anh, V. V.
2003
An estimate of Burkholder type for stochastic processes defined by the stochastic integral. Zbl 0539.60056
Tubaro, L.
1984
Stochastic population systems. Zbl 1180.92071
Cheng, Shuenn-Ren
2009
When are HJB-equations in stochastic control of delay systems finite dimensional? Zbl 1052.60051
2003
Estimation for nonlinear stochastic differential equations by a local linearization method. Zbl 0912.60078
Shoji, Isao; Ozaki, Tohru
1998
A stochastic Filippov theorem. Zbl 0810.60059
da Prato, Guiseppe; Frankowska, H.
1994
Parameter estimates and exact variations for stochastic heat equations driven by space-time white noise. Zbl 1118.60030
Pospíšil, Jan; Tribe, Roger
2007
Abstract second-order damped McKean-Vlasov stochastic evolution equations. Zbl 1102.35044
Mahmudov, N. I.; McKibben, M. A.
2006
Martingale representation of functionals of Lévy processes. Zbl 1060.60058
Løkka, Arne
2004
On set-valued stochastic integrals. Zbl 1049.60048
Jung, Eun Ju; Kim, Jai Heui
2003
On complete convergence for arrays of rowwise independent random elements in Banach spaces. Zbl 0940.60032
Hu, Tien-Chung; Rosalsky, Andrew; Szynal, Dominik; Volodin, Andrej I.
1999
Invariant measures for semilinear stochastic equations. Zbl 0758.60057
Da Prato, Giuseppe; Gątarek, D.; Zabczyk, Jerzy
1992
Some results on linear stochastic evolution equations in Hilbert spaces by the semi-groups method. Zbl 0511.60055
Da Prato, G.
1983
Asymptotic analysis of p.d.e.s with wide-band noise disturbances, and expansion of the moments. Zbl 0574.60066
Bouc, R.; Pardoux, E.
1984
Approximative solutions of the coagulation-fragmentation equation by stochastic particle systems. Zbl 0974.60090
Eibeck, Andreas; Wagner, Wolfgang
2000
Stochastic Taylor expansions for the expectation of functionals of diffusion processes. Zbl 1065.60068
Rößler, Andreas
2004
On the moments of the modulus of continuity of Itô processes. Zbl 1182.60021
Fischer, Markus; Nappo, Giovanna
2010
Approximate controllability of neutral stochastic functional differential systems with infinite delay. Zbl 1186.93014
Balasubramaniam, P.; Park, J. Y.; Muthukumar, P.
2010
On spectral representations of tensor random fields on the sphere. Zbl 1239.60038
Leonenko, N.; Sakhno, L.
2012
Optimal stabilizing compensator for linear systems with state-dependent noise. Zbl 0808.93066
Drăgan, V.; Morozan, T.; Halanay, A.
1992
Partial differential equations with delayed random perturbations: Existence, uniqueness, and stability of solutions. Zbl 0790.60054
Caraballo, Tomás; Real, José
1993
Stationary solutions of nonlinear stochastic evolution equations. Zbl 0899.60056
Chow, Pao-Liu; Khasminskii, Rafail Z.
1997
Generalized reflected BSDE and an obstacle problem for PDEs with a nonlinear Neumann boundary condition. Zbl 1122.60055
Ren, Yong; Xia, Ningmao
2006
Existence of solution of nonlinear neutral stochastic differential inclusions with infinite delay. Zbl 1182.35243
Li, Yong; Liu, Bing
2007
Stochastic differential equations with nonlocal sample dependence. Zbl 1205.60131
Kloeden, Peter E.; Lorenz, Thomas
2010
Stability of stochastic integro-differential equations. Zbl 0969.60068
Mao, Xuerong
2000
Financial markets with memory. I: Dynamic models. Zbl 1108.91035
Anh, V.; Inoue, A.
2005
Stability and uniform particle approximation of nonlinear filters in case of non ergodic signals. Zbl 1140.93485
2005
Extension and application of Itô’s formula under $$G$$-framework. Zbl 1222.60048
Zhang, Bo; Xu, Jing; Kannan, D.
2010
Stochastic convolutions driven by martingales: Maximal inequalities and exponential integrability. Zbl 1153.60035
Hausenblas, Erika; Seidler, Jan
2008
On a class of stochastic Anderson models with fractional noises. Zbl 1136.60345
Bo, Lijun; Jiang, Yiming; Wang, Yongjin
2008
No arbitrage and the growth optimal portfolio. Zbl 1163.91017
Christensen, Morten Mosegaard; Larsen, Kasper
2007
Asymptotic results for ruin probability of a two-dimensional renewal risk model. Zbl 1271.62244
Chen, Yang; Wang, Yuebao; Wang, Kaiyong
2013
On the strong rates of convergence for arrays of rowwise negatively dependent random variables. Zbl 1223.60023
Qiu, Dehua; Chang, Kuang-Chao; Giuliano Antonini, Rita; Volodin, Andrei
2011
Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise. Zbl 0860.60040
Schurz, Henri
1996
Strong Feller property for stochastic semilinear equations. Zbl 0817.60081
Da Prato, Giuseppe; Elworthy, K. D.; Zabczyk, Jerzy
1995
Martingale solutions for stochastic Euler equations. Zbl 0944.60072
Bessaih, Hakima
1999
Integrability of (non-)linear rough differential equations and integrals. Zbl 1274.60173
Friz, Peter; Riedel, Sebastian
2013
Donsker type theorem for the Rosenblatt process and a binary market model. Zbl 1166.60313
2009
Stochastic Nagumo’s viability theorem. Zbl 0816.60053
Aubin, J. P.; Da Prato, Giuseppe
1995
Regularity of the local time for the $$d$$-dimensional fractional Brownian motion with $$n$$-parameters. Zbl 1067.60026
Eddahbi, M.; Lacayo, R.; Solé, J. L.; Vives, J.; Tudor, C. A.
2005
Existence of solutions of nonlinear neutral stochastic differential inclusions in a Hilbert space. Zbl 1081.34083
Balasubramaniam, P.; Vinayagam, D.
2005
A note on Merton’s portfolio selection problem for the Schwartz mean-reversion model. Zbl 1074.60068
Benth, Fred Espen; Karlsen, Kenneth Hvistendahl
2005
Stochastic averaging principle for systems with pathwise uniqueness. Zbl 0824.60048
Golec, Janusz
1995
On conditional independence, mixing, and association. Zbl 1160.60002
Roussas, George G.
2008
Functional central limit theorems for multivariate Bessel processes in the freezing regime. Zbl 07316865
Voit, Michael; Woerner, Jeannette H. C.
2021
Stability result of higher-order fractional neutral stochastic differential system with infinite delay driven by Poisson jumps and Rosenblatt process. Zbl 1440.60049
Dhanalakshmi, K.; Balasubramaniam, P.
2020
Deterministic and stochastic equations of motion arising in Oldroyd fluids of order one: existence, uniqueness, exponential stability and invariant measures. Zbl 1431.35105
Mohan, Manil T.
2020
Stochastic analysis of a two delayed epidemic model incorporating Lévy processes with a general non-linear transmission. Zbl 1444.92111
El Fatini, Mohamed; Boukanjime, Brahim
2020
Dynamical behavior of stochastic predator-prey models with distributed delay and general functional response. Zbl 1444.92092
Liu, Qun; Jiang, Daqing; Hayat, Tasawar; Alsaedi, Ahmed
2020
Multilevel Monte Carlo estimation of expected information gains. Zbl 1466.65006
Goda, Takashi; Hironaka, Tomohiko; Iwamoto, Takeru
2020
Stochastic delay foraging arena predator-prey system with Markov switching. Zbl 1437.37115
Cai, Yongmei; Cai, Siyang; Mao, Xuerong
2020
Fredholm integral relation between compound estimation and prediction (FIRCEP). Zbl 1442.62176
Stehlík, M.; Kisel&rsquo;ák, J.; Bukina, E.; Lu, Y.; Baran, S.
2020
Modeling treatment of cancer using oncolytic virotherapy with saturated incidence. Zbl 1444.92045
Rajalakshmi, M.; Ghosh, Mini
2020
Existence, uniqueness, and numerical approximations for stochastic Burgers equations. Zbl 1447.60117
Mazzonetto, Sara; Salimova, Diyora
2020
Asymptotic behavior of stochastic Schrödinger lattice systems driven by nonlinear noise. Zbl 1437.37102
Wang, Bixiang; Wang, Renhai
2020
More on maximal inequalities for sub-fractional Brownian motion. Zbl 1436.60042
Prakasa Rao, B. L. S.
2020
Nonzero-sum risk-sensitive stochastic differential games with discounted costs. Zbl 1461.91030
Ghosh, Mrinal K.; Suresh Kumar, K.; Pal, Chandan; Pradhan, Somnath
2020
On some functionals of the first passage times in jump models of stochastic volatility. Zbl 1427.60170
Gapeev, Pavel V.; Stoev, Yavor I.
2020
Young-Stieltjes integrals with respect to Volterra covariance functions. Zbl 1456.60134
Lim, Nengli
2020
On mean field games with common noise and McKean-Vlasov SPDEs. Zbl 1415.60075
Kolokoltsov, Vassili N.; Troeva, Marianna
2019
Time-inhomogeneous fractional Poisson processes defined by the multistable subordinator. Zbl 07054770
Beghin, Luisa; Ricciuti, Costantino
2019
Stability of random impulsive coupled systems on networks with Markovian switching. Zbl 1428.34083
Wang, Mengxin; Li, Wenxue
2019
Computational scheme for solving nonlinear fractional stochastic differential equations with delay. Zbl 07123588
Moghaddam, B. P.; Mendes Lopes, A.; Tenreiro Machado, J. A.; Mostaghim, Z. S.
2019
Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion. Zbl 1460.62140
Prakasa Rao, B. L. S.
2019
Stationary distribution and extinction of a stochastic one-prey two-predator model with Holling type II functional response. Zbl 1415.34091
Liu, Qun; Jiang, Daqing
2019
Dynamic risk measure for BSVIE with jumps and semimartingale issues. Zbl 1426.60060
Agram, Nacira
2019
Hermite-Hadamard’s inequality for pseudo-fractional integral operators. Zbl 1426.26054
2019
A variational approach to nonlinear and interacting diffusions. Zbl 07098089
Arnaudon, Marc; Del Moral, Pierre
2019
On impulsive Hilfer fractional stochastic differential system driven by Rosenblatt process. Zbl 1428.34022
Saravanakumar, S.; Balasubramaniam, P.
2019
An SDE model for deterioration of rock surfaces. Zbl 1425.74315
Allen, Edward J.
2019
A new generalized Gronwall inequality with a double singularity and its applications to fractional stochastic differential equations. Zbl 07123596
Ding, Xiao-Li; Daniel, Cao-Labora; Nieto, Juan J.
2019
Non-homogeneous space-time fractional Poisson processes. Zbl 07054768
Maheshwari, A.; Vellaisamy, P.
2019
Model uncertainty stochastic mean-field control. Zbl 1432.93377
Agram, Nacira; Øksendal, Bernt
2019
Dynamical behavior of a hybrid switching SIS epidemic model with vaccination and Lévy jumps. Zbl 1415.34092
Liu, Qun; Jiang, Daqing; Hayat, Tasawar; Alsaedi, Ahmed
2019
On ecological aspects of dynamics for zero slope regression for water pollution in Chile. Zbl 1416.92184
Stehlík, Milan; Soza, L. Núñez; Fabián, Z.; Jiřina, M.; Jordanova, P.; Arancibia, S. C.; Kisel&rsquo;ák, J.
2019
An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion. Zbl 07098088
Abundo, Mario
2019
Existence results for a class of impulsive neutral fractional stochastic integro-differential systems with state dependent delay. Zbl 07098095
Chaudhary, Renu; Pandey, Dwijendra N.
2019
Uniform propagation of chaos and creation of chaos for a class of nonlinear diffusions. Zbl 1423.60122
Del Moral, Pierre; Tugaut, Julian
2019
Random attractors for stochastic differential equations driven by two-sided Lévy processes. Zbl 1428.37050
Zhang, Xiaoyu; Xu, Yong; Schmalfuß, Björn; Pei, Bin
2019
Complete convergence theorems for weighted row sums from arrays of random elements in Rademacher type $$p$$ and martingale type $$p$$ Banach spaces. Zbl 1423.60057
Hu, Tien-Chung; Rosalsky, Andrew; Volodin, Andrei
2019
On the convolution of Mittag-Leffler distributions and its applications to fractional point processes. Zbl 1435.60033
Kataria, Kuldeep Kumar; Vellaisamy, Palaniappan
2019
Hybrid competitive Lotka-Volterra ecosystems: countable switching states and two-time-scale models. Zbl 07054772
Bui, Trang; Yin, George
2019
Selection theorems for set-valued stochastic integrals. Zbl 1440.60045
Kisielewicz, Michał; Motyl, Jerzy
2019
Multilevel Monte Carlo in approximate Bayesian computation. Zbl 1426.65005
Jasra, Ajay; Jo, Seongil; Nott, David; Shoemaker, Christine; Tempone, Raul
2019
A novel approach for stochastic solutions of Wick-type stochastic time-fractional Benjamin-Bona-Mahony equation for modeling long surface gravity waves of small amplitude. Zbl 1414.60048
Sahoo, S.; Saha Ray, S.
2019
Gibbsian dynamics and ergodicity of magnetohydrodynamics and related systems forced by random noise. Zbl 1416.35222
Yamazaki, Kazuo
2019
Non-linear expectations in spaces of Colombeau generalized functions. Zbl 07065384
2019
Random differential equations with discrete delay. Zbl 07098087
Calatayud, J.; Cortés, J.-C.; Jornet, M.
2019
Existence of solutions and stability for impulsive neutral stochastic functional differential equations. Zbl 07098091
Benhadri, Mimia; Caraballo, Tomás; Halim, Zeghdoudi
2019
Large deviation principle for reflected Poisson driven stochastic differential equations in epidemic models. Zbl 07098094
Pardoux, Etienne; Samegni-Kepgnou, Brice
2019
Time-space fractional stochastic Ginzburg-Landau equation driven by Gaussian white noise. Zbl 1383.37064
Shen, Tianlong; Xin, Jie; Huang, Jianhua
2018
McKean-Vlasov limit for interacting systems with simultaneous jumps. Zbl 1420.60042
Andreis, Luisa; Dai Pra, Paolo; Fischer, Markus
2018
Asymptotic separation between solutions of Caputo fractional stochastic differential equations. Zbl 1401.26009
Dr. Son, Doan Thai; Huong, Phan Thi; Kloeden, Peter E.; Tuan, Hoang The
2018
Stationary distribution and extinction of a stochastic SIRI epidemic model with relapse. Zbl 1395.34052
Liu, Qun; Jiang, Daqing; Hayat, Tasawar; Ahmad, Bashir
2018
Retarded stochastic differential equations with infinite delay driven by Rosenblatt process. Zbl 1392.60054
Sakthivel, R.; Revathi, P.; Ren, Yong; Shen, Guangjun
2018
Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise. Zbl 1390.60227
Čoupek, P.
2018
Causal transport plans and their Monge-Kantorovich problems. Zbl 1385.93087
Lassalle, Rémi
2018
Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes. Zbl 1401.60090
Guo, Rong; Pei, Bin
2018
The Euler-Maruyama method for S(F)DEs with Hölder drift and $$\alpha$$-stable noise. Zbl 1388.60118
Huang, Xing; Liao, Zhong-Wei
2018
A note on a derivation method for SDE models: applications in biology and viability criteria. Zbl 1390.60203
Cresson, Jacky; Sonner, Stefanie
2018
Study a class of hilfer fractional stochastic integrodifferential equations with Poisson jumps. Zbl 07051511
Balasubramaniam, P.; Saravanakumar, S.; Ratnavelu, K.
2018
Modeling treatment of cancer using virotherapy with generalized logistic growth of tumor cells. Zbl 1411.34080
Rajalakshmi, M.; Ghosh, Mini
2018
Approximation theorems for set-valued stochastic integrals. Zbl 1390.60193
Kisielewicz, Michał
2018
Random attractor for the stochastic Cahn-Hilliard-Navier-Stokes system with small additive noise. Zbl 1391.35070
Li, Fang; You, Bo
2018
Wong-Zakai approximations with convergence rate for stochastic partial differential equations. Zbl 1407.60088
Nakayama, Toshiyuki; Tappe, Stefan
2018
Almost sure exponential stabilization by stochastic feedback control based on discrete-time observations. Zbl 1397.93216
Dong, Ran
2018
The regularity of fractional stochastic evolution equations in Hilbert space. Zbl 1414.60049
Su, Xiaoyan; Li, Miao
2018
Asymptotic expansions of solutions of stochastic differential equations driven by multivariate fractional Brownian motions having Hurst indices greater than $$1/3$$. Zbl 1420.60075
2018
Some criteria for the existence of invariant measures and asymptotic stability for random dynamical systems on Polish spaces. Zbl 1388.37009
Płonka, Paweł
2018
Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion. Zbl 1411.62067
Prakasa Rao, B. L. S.
2018
Dynamical behavior of a stochastic model of gene expression with distributed delay and degenerate diffusion. Zbl 1400.34071
Liu, Qun; Jiang, Daqing; Hayat, Tasawar; Alsaedi, Ahmed
2018
Invariance formulas for stopping times of squared Bessel process. Zbl 1401.60143
Jakubowski, Jacek; Wiśniewolski, Maciej
2018
Singularity of generalized grey Brownian motions with different parameters. Zbl 1401.60069
da Silva, José Luís; Erraoui, Mohamed
2018
The Heston stochastic volatility model in Hilbert space. Zbl 1401.60093
Benth, Fred Espen; Simonsen, Iben Cathrine
2018
On intensities of perturbed random measures on Hausdorff spaces. Zbl 1465.60042
Al-Obaidi, Ali H. M.; Dshalalow, Jewgeni H.
2018
Singularity among selfsimilar Gaussian random fields with different scaling parameters and others. Zbl 1411.60054
Ma, Chunsheng
2018
Support of solutions of stochastic differential equations in exponential Besov-Orlicz spaces. Zbl 1451.60059
Ondreját, Martin; Šimon, Prokop; Kupsa, Michal
2018
Risk-sensitive stochastic differential games with reflecting diffusions. Zbl 1407.91037
2018
On $$g$$-evaluations with $$\mathbb{L}^p$$ domains under jump filtration. Zbl 1382.60085
Yao, Song
2018
Topological properties of solution sets for stochastic evolution inclusions. Zbl 1391.34104
Zhou, Yong; Peng, Li; Ahmad, Bashir
2018
Linear-quadratic optimal control under non-Markovian switching. Zbl 1390.93865
Confortola, Fulvia; Fuhrman, Marco; Guatteri, Giuseppina; Tessitore, Gianmario
2018
The arctangent law for a certain random time related to one-dimensional diffusions. Zbl 1382.60102
Abundo, Mario
2018
Isotropic random fields with infinitely divisible marginal distributions. Zbl 1390.60188
Wang, Fangfang; Leonenko, Nikolai; Ma, Chunsheng
2018
Some analysis of a stochastic logistic growth model. Zbl 1390.60162
Kink, Peter
2018
Unbiased multi-index Monte Carlo. Zbl 1386.65017
Crisan, Dan; Del Moral, Pierre; Houssineau, Jeremie; Jasra, Ajay
2018
A contact process with a semi-infected state on the complete graph. Zbl 1391.60243
Xue, Xiaofeng
2018
Log-gamma motion as flexible model for generalized interest rates. Zbl 1390.91309
Jordanova, Pavlina; Kiseľák, Jozef; Stehlík, Milan
2018
A note on random walks with absorbing barriers and sequential Monte Carlo methods. Zbl 1390.82057
Moral, Pierre Del; Jasra, Ajay
2018
The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system. Zbl 1407.93434
Sun, Zhongyang; Menoukeu-Pamen, Olivier
2018
Analysis of a stochastic SIR model with fractional Brownian motion. Zbl 1407.92125
Caraballo, Tomás; Keraani, Sami
2018
Asymptotic stability of fractional impulsive neutral stochastic partial integro-differential equations with infinite delay. Zbl 1361.34091
Bahuguna, D.; Sakthivel, R.; Chadha, A.
2017
Non-instantaneous impulsive fractional-order implicit differential equations with random effects. Zbl 1370.34022
Yang, Dan; Wang, Jinrong
2017
Switching diffusion logistic models involving singularly perturbed Markov chains: weak convergence and stochastic permanence. Zbl 1361.60044
Li, Xiaoyue; Yin, George
2017
Stability of stochastic SIRS epidemic models with saturated incidence rates and delay. Zbl 1361.34096
Zhong, Xiaoyun; Guo, Shangjiang; Peng, Minfang
2017
Some probabilistic properties of fractional point processes. Zbl 1372.60070
Garra, Roberto; Orsingher, Enzo; Scavino, Marco
2017
Large deviations for conditional Volterra processes. Zbl 1359.60041
Giorgi, Federico; Pacchiarotti, Barbara
2017
On some maximal and integral inequalities for sub-fractional Brownian motion. Zbl 1359.60052
Rao, B. L. S. Prakasa
2017
Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching. Zbl 1362.60062
Pei, Bin; Xu, Yong
2017
Optimal estimation of a signal perturbed by a sub-fractional Brownian motion. Zbl 1364.60047
Prakasa Rao, B. L. S.
2017
On $$p$$th moment stabilization of hybrid systems by discrete-time feedback control. Zbl 1373.93362
Dong, Ran; Mao, Xuerong
2017
Instrumental variable estimation for a linear stochastic differential equation driven by a mixed fractional Brownian motion. Zbl 06829784
Rao, B. L. S. Prakasa
2017
Random attractors of stochastic partial differential equations: a smooth approximation approach. Zbl 1383.37065
Yan, Xuntian; Liu, Xianming; Yang, Meihua
2017
Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence. Zbl 1359.60066
Leonenko, N. N.; Ruiz-Medina, M. D.; Taqqu, M. S.
2017
A characterization of operators on functionals of discrete-time normal martingales. Zbl 1359.60088
Wang, Caishi; Chen, Jinshu
2017
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#### Cited by 6,355 Authors

 59 Mao, Xuerong 41 Leonenko, Nikolai N. 41 Ren, Yong 41 Rosalsky, Andrew 39 Caraballo Garrido, Tomás 38 Tudor, Ciprian A. 37 Yan, Litan 35 Anh, Vo V. 35 Flandoli, Franco 35 Ruiz-Medina, María Dolores 35 Volodin, Andrei I. 33 Kloeden, Peter Eris 31 Brzeźniak, Zdzisław 29 Wu, Fuke 28 Siu, Tak Kuen 27 Elliott, Robert James 26 Wang, Xuejun 26 Yuan, Chenggui 25 Dshalalow, Jewgeni H. 25 Guo, Xianping 25 Ma, Chunsheng 24 Hu, Shuhe 24 Zhou, Shengfan 23 Röckner, Michael 23 Zhu, Quanxin 22 Da Prato, Giuseppe 22 Duan, Jinqiao 21 Chen, Pingyan 21 Del Moral, Pierre 21 Hu, Tienchung 21 Liu, Kai 21 Luo, Jiaowan 21 Michta, Mariusz 21 Xiong, Jie 20 Jiang, Daqing 20 Ke, Jauchuan 19 Allen, Edward James 19 Balasubramaniam, Pagavathigounder 19 Dragan, Vasile 19 Jasra, Ajay 19 Maslowski, Bohdan 19 Mishura, Yuliya Stepanivna 19 Øksendal, Bernt Karsten 19 Rößler, Andreas 19 Wang, Yongjin 18 Abundo, Mario 18 Angulo, José Miguel 18 Florchinger, Patrick 18 Huang, Chengming 18 Platen, Eckhard 18 Sung, Soohak 18 Wu, Zhen 17 Appleby, John A. D. 17 Diop, Mamadou Abdoul 17 Garrido-Atienza, María José 17 Hausenblas, Erika 17 Sakthivel, Rathinasamy 16 Fei, Weiyin 16 Morozan, Toader 16 Nualart, David 16 O’Regan, Donal 16 Prakasa Rao, B. L. S. 16 Schmalfuß, Björn 16 Yong, Jiongmin 15 Bibi, Abdelouahab 15 Jimenez, Juan Carlos 15 Li, Shoumei 15 Tudor, Constantin 15 Yan, Zuomao 14 Debrabant, Kristian 14 Farahmand, Kambiz 14 Fuhrman, Marco 14 Hu, Lanying 14 Krishnamoorthy, Achyutha 14 Ladde, Gangaram S. 14 Lakshmikantham, Vangipuram 14 Langa, Jose’ Antonio 14 Nguyen Huu Du 14 Shen, Guangjun 14 Shevchenko, Georgiy M. 13 Bonaccorsi, Stefano 13 Cao, Jinde 13 Capasso, Vincenzo 13 Gu, Anhui 13 Liu, Qun 13 Papageorgiou, Nikolaos S. 13 Xiong, Dewen 13 Zhang, Tusheng S. 12 Albeverio, Sergio A. 12 Ayoola, Ezekiel O. 12 Bao, Jianhai 12 Barbu, Viorel 12 Barczy, Mátyás 12 Jentzen, Arnulf 12 Jiang, Feng 12 Kannan, Devika 12 Kisielewicz, Michał 12 Kohlmann, Michael 12 Li, Deli 12 Pap, Gyula ...and 6,255 more Authors
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#### Cited in 566 Journals

 621 Stochastic Analysis and Applications 254 Stochastic Processes and their Applications 208 Journal of Mathematical Analysis and Applications 189 Statistics & Probability Letters 129 Applied Mathematics and Computation 111 Journal of Computational and Applied Mathematics 91 Journal of Differential Equations 88 Stochastics and Dynamics 75 Communications in Statistics. Theory and Methods 75 Abstract and Applied Analysis 68 Advances in Difference Equations 67 Stochastics 65 The Annals of Probability 65 Journal of Theoretical Probability 63 Discrete and Continuous Dynamical Systems. Series B 62 Mathematical Problems in Engineering 61 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 60 The Annals of Applied Probability 55 Applied Mathematics and Optimization 51 Computers & Mathematics with Applications 50 Systems & Control Letters 48 Automatica 46 Bernoulli 45 Journal of Applied Probability 44 Journal of Multivariate Analysis 43 SIAM Journal on Control and Optimization 42 Probability Theory and Related Fields 41 International Journal of Control 41 European Journal of Operational Research 41 International Journal of Theoretical and Applied Finance 40 Journal of Functional Analysis 39 Insurance Mathematics & Economics 38 Journal of Mathematical Physics 37 Journal of Statistical Physics 37 Random Operators and Stochastic Equations 37 Journal of Inequalities and Applications 36 Acta Mathematica Sinica. English Series 35 Journal of the Franklin Institute 35 Finance and Stochastics 34 Methodology and Computing in Applied Probability 34 Nonlinear Analysis. Theory, Methods & Applications 33 Stochastic and Partial Differential Equations. Analysis and Computations 32 Journal of Statistical Planning and Inference 32 Mathematical and Computer Modelling 31 Journal of Optimization Theory and Applications 31 Applied Mathematical Modelling 31 Infinite Dimensional Analysis, Quantum Probability and Related Topics 30 Acta Mathematicae Applicatae Sinica. English Series 30 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 29 Applied Mathematics Letters 29 Discrete Dynamics in Nature and Society 29 Communications in Nonlinear Science and Numerical Simulation 28 Potential Analysis 28 Frontiers of Mathematics in China 27 Proceedings of the American Mathematical Society 27 Annals of Operations Research 27 Nonlinear Analysis. Real World Applications 27 Journal of Systems Science and Complexity 26 BIT 26 Mathematics and Computers in Simulation 26 Applied Numerical Mathematics 26 Journal of Evolution Equations 26 Stochastic Models 25 Quantitative Finance 24 Advances in Applied Probability 24 Discrete and Continuous Dynamical Systems 24 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 23 Fuzzy Sets and Systems 23 Acta Applicandae Mathematicae 23 Numerical Algorithms 23 Mathematical Methods of Operations Research 22 Comptes Rendus. Mathématique. Académie des Sciences, Paris 22 Science China. Mathematics 21 Theory of Probability and Mathematical Statistics 21 Applied Mathematical Finance 21 Fractional Calculus & Applied Analysis 21 Mathematical Control and Related Fields 20 Mathematical Finance 19 Queueing Systems 19 Monte Carlo Methods and Applications 19 Electronic Journal of Probability 19 Chaos 19 Modern Stochastics. Theory and Applications 18 Journal of Computational Physics 18 Chaos, Solitons and Fractals 18 Journal of Econometrics 18 Journal of Applied Mathematics and Stochastic Analysis 18 Communications on Pure and Applied Analysis 17 Optimization 17 Journal of Difference Equations and Applications 17 Journal of the Korean Statistical Society 17 Nonlinear Analysis. Hybrid Systems 16 Applicable Analysis 16 Statistics 16 Probability in the Engineering and Informational Sciences 16 Journal of Applied Mathematics 16 Mathematics and Financial Economics 16 Electronic Journal of Statistics 16 International Journal of Stochastic Analysis 16 Statistics and Computing ...and 466 more Journals
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#### Cited in 56 Fields

 4,657 Probability theory and stochastic processes (60-XX) 1,028 Systems theory; control (93-XX) 946 Partial differential equations (35-XX) 823 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 800 Ordinary differential equations (34-XX) 770 Numerical analysis (65-XX) 707 Statistics (62-XX) 441 Operations research, mathematical programming (90-XX) 363 Biology and other natural sciences (92-XX) 350 Dynamical systems and ergodic theory (37-XX) 296 Calculus of variations and optimal control; optimization (49-XX) 286 Operator theory (47-XX) 131 Fluid mechanics (76-XX) 122 Functional analysis (46-XX) 107 Statistical mechanics, structure of matter (82-XX) 106 Real functions (26-XX) 99 Integral equations (45-XX) 97 Measure and integration (28-XX) 84 General topology (54-XX) 82 Computer science (68-XX) 51 Harmonic analysis on Euclidean spaces (42-XX) 46 Quantum theory (81-XX) 42 Approximations and expansions (41-XX) 34 Difference and functional equations (39-XX) 33 Global analysis, analysis on manifolds (58-XX) 32 Geophysics (86-XX) 31 Mechanics of deformable solids (74-XX) 29 Combinatorics (05-XX) 27 Special functions (33-XX) 27 Information and communication theory, circuits (94-XX) 23 Mechanics of particles and systems (70-XX) 19 Linear and multilinear algebra; matrix theory (15-XX) 19 Classical thermodynamics, heat transfer (80-XX) 18 Integral transforms, operational calculus (44-XX) 16 Sequences, series, summability (40-XX) 15 Mathematical logic and foundations (03-XX) 15 Abstract harmonic analysis (43-XX) 14 Potential theory (31-XX) 8 Optics, electromagnetic theory (78-XX) 7 Number theory (11-XX) 7 Convex and discrete geometry (52-XX) 6 Functions of a complex variable (30-XX) 5 General and overarching topics; collections (00-XX) 4 History and biography (01-XX) 4 Nonassociative rings and algebras (17-XX) 4 Differential geometry (53-XX) 3 Astronomy and astrophysics (85-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Topological groups, Lie groups (22-XX) 2 Manifolds and cell complexes (57-XX) 1 Associative rings and algebras (16-XX) 1 Category theory; homological algebra (18-XX) 1 Group theory and generalizations (20-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Algebraic topology (55-XX) 1 Relativity and gravitational theory (83-XX)