Stochastics, Volume 95, Issue 1 (2023)

Browse this journal
Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days

Stochastics, Volume 95, Issue 1 (2023)

See all volumes and issues
Vol 96, 2024 Volume 95, 2023 Vol 94, 2022 Vol 93, 2021 Vol 92, 2020 Vol 91, 2019 Vol 90, 2018 Vol 89, 2017 Vol 88, 2016 Vol 87, 2015 Vol 86, 2014 Vol 85, 2013 Vol 84, 2012 Vol 83, 2011 Vol 82, 2010 Vol 81, 2009 Vol 80, 2008 Vol 79, 2007 Vol 78, 2006 Vol 77, 2005 Vol 76, 2004 Vol 75, 2003 Vol 74, 2002 Vol 73, 2002 Vol 72, 2002 Vol 71, 2000-2001 Vol 70, 2000 Vol 69, 2000 Vol 68, 1999-2000 Vol 67, 1999 Vol 66, 1999 Vol 65, 1998-1999 Vol 64, 1998 Vol 63, 1998 Vol 62, 1997-1998 Vol 61, 1997 Vol 60, 1997 Vol 59, 1996 Vol 58, 1996 Vol 57, 1996 Vol 56, 1996 Vol 55, 1995 Vol 54, 1995 Vol 53, 1995 Vol 52, 1995 Vol 51, 1994 Vol 50, 1994 Vol 49, 1994 Vol 48, 1994 Vol 47, 1994 Vol 46, 1994 Vol 45, 1993 Vol 44, 1993 Vol 43, 1993 Vol 42, 1993 Vol 41, 1992 Vol 40, 1992 Vol 39, 1992 Vol 38, 1992 Vol 37, 1991 Vol 36, 1991 Vol 35, 1991 Vol 34, 1991 Vol 33, 1990 Vol 32, 1990 Vol 31, 1990 Vol 30, 1990 Vol 29, 1990 Vol 28, 1989 Vol 27, 1989 Vol 26, 1989 Vol 25, 1988 Vol 24, 1988 Vol 23, 1988 Vol 22, 1987 Vol 21, 1987 Vol 20, 1987 Vol 19, 1986 Vol 18, 1986 Vol 17, 1986 Vol 16, 1986 Vol 15, 1985 Vol 14, 1984-1985 Vol 13, 1984 Vol 12, 1984 Vol 11, 1983-1984 Vol 10, 1983 Vol 9, 1983 Vol 8, 1982-1983 Vol 7, 1982 Vol 6, 1981-1982 Vol 5, 1981 Vol 4, 1980-1981 Vol 3, 1980 Vol 2, 1979 Vol 1, 1975
Download citations Download PDFs Download issue

Research Article

Article
Tempered exponential dichotomies for linear random evolution equations
Le Duc Nhien, Nguyen Huu Du, Le Huy Tien & Nguyen Trong Hieu
Pages: 1-22
Published online: 10 Feb 2022
AbstractforTempered exponential dichotomies for linear random evolution equations | Full Text | References | PDF (1.4 MB) | EPUB
  • 124 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems
Brahim El Asri & Khalid Oufdil
Pages: 23-53
Published online: 13 Feb 2022
AbstractforReflected BSDEs with logarithmic growth and applications in mixed stochastic control problems | Full Text | References | PDF (2 MB) | EPUB
  • 78 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
Concentration inequalities for Poisson point processes with application to adaptive intensity estimation
M. Kroll
Pages: 54-66
Published online: 28 Feb 2022
AbstractforConcentration inequalities for Poisson point processes with application to adaptive intensity estimation | Full Text | References | PDF (1,008.6 KB) | EPUB | Supplemental
  • 104 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
Asymptotic minimization of expected time to reach a large wealth level in an asset market game
Mikhail Zhitlukhin
Pages: 67-78
Published online: 28 Feb 2022
AbstractforAsymptotic minimization of expected time to reach a large wealth level in an asset market game | Full Text | References | PDF (877.3 KB) | EPUB
  • 50 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
A contagion process with self-exciting jumps in credit risk applications
Puneet Pasricha, Dharmaraja Selvamuthu & Selvaraju Natarajan
Pages: 79-98
Published online: 28 Feb 2022
AbstractforA contagion process with self-exciting jumps in credit risk applications | Full Text | References | PDF (2 MB) | EPUB
  • 262 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes
Yuliya Mishura & Anton Yurchenko-Tytarenko
Pages: 99-117
Published online: 17 Mar 2022
AbstractforStandard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes | Full Text | References | PDF (1.6 MB) | EPUB
  • 1060 Views
  • 2 CrossRef citations
  • 0Altmetric
Open Access
Article
Risk-hedging a European option with a convex risk measure and without no-arbitrage condition
Emmanuel Lepinette & Jun Zhao
Pages: 118-155
Published online: 01 Apr 2022
AbstractforRisk-hedging a European option with a convex risk measure and without no-arbitrage condition | Full Text | References | PDF (3 MB) | EPUB
  • 72 Views
  • 0 CrossRef citations
  • 0Altmetric

Explore articles