Stochastic Analysis and Applications, Volume 35, Issue 4 (2017)

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Stochastic Analysis and Applications, Volume 35, Issue 4 (2017)

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Article

Article
Convergence of a non-failable mean-field particle system
William Oçafrain & Denis Villemonais
Pages: 587-603
Published online: 10 Mar 2017
AbstractforConvergence of a non-failable mean-field particle system | Full Text | References | PDF (484.3 KB)
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Article
Representation and approximation of convex dynamic risk measures with respect to strong–weak topologies
Ramin Okhrati & Hirbod Assa
Pages: 604-614
Published online: 17 Mar 2017
AbstractforRepresentation and approximation of convex dynamic risk measures with respect to strong–weak topologies | Full Text | References | PDF (374.4 KB)
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Article
Deviation inequalities, moderate deviation principles for certain Gaussian functionals, and their applications in parameter estimation
Hui Jiang, Shimin Li & Shaochen Wang
Pages: 615-632
Published online: 23 Mar 2017
AbstractforDeviation inequalities, moderate deviation principles for certain Gaussian functionals, and their applications in parameter estimation | Full Text | References | PDF (435.1 KB)
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Article
A Nash equilibrium filter
Robert J. Elliott
Pages: 633-644
Published online: 17 Mar 2017
AbstractforA Nash equilibrium filter | Full Text | References | PDF (344 KB)
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Article
Asymptotic behavior of a Lotka–Volterra food chain stochastic model in the Chemostat
Mingjuan Sun, Qinglai Dong & Jing Wu
Pages: 645-661
Published online: 23 Mar 2017
AbstractforAsymptotic behavior of a Lotka–Volterra food chain stochastic model in the Chemostat | Full Text | References | PDF (647.1 KB)
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Article
Explicit formulas for the top Lyapunov exponents of planar linear stochastic differential equations
Pham The Anh & Doan Thai Son
Pages: 662-676
Published online: 12 Apr 2017
AbstractforExplicit formulas for the top Lyapunov exponents of planar linear stochastic differential equations | Full Text | References | PDF (402.2 KB)
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Article
Continuity in law with respect to the Hurst index of some additive functionals of sub-fractional Brownian motion
M. Ait Ouahra & A. Sghir
Pages: 677-690
Published online: 13 Apr 2017
AbstractforContinuity in law with respect to the Hurst index of some additive functionals of sub-fractional Brownian motion | Full Text | References | PDF (401.3 KB)
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Article
The existence of a random attractor for the three dimensional damped Navier–Stokes equations with additive noise
Bo You
Pages: 691-700
Published online: 02 May 2017
AbstractforThe existence of a random attractor for the three dimensional damped Navier–Stokes equations with additive noise | Full Text | References | PDF (364.5 KB)
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Original Articles

Article
Some probabilistic properties of fractional point processes
Roberto Garra, Enzo Orsingher & Marco Scavino
Pages: 701-718
Published online: 16 May 2017
AbstractforSome probabilistic properties of fractional point processes | Full Text | References | PDF (448.3 KB)
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Article

Article
Non-instantaneous impulsive fractional-order implicit differential equations with random effects
Dan Yang & JinRong Wang
Pages: 719-741
Published online: 16 May 2017
AbstractforNon-instantaneous impulsive fractional-order implicit differential equations with random effects | Full Text | References | PDF (492.5 KB)
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Article
A stochastic portfolio optimization model with complete memory
Tao Pang & Azmat Hussain
Pages: 742-766
Published online: 08 May 2017
AbstractforA stochastic portfolio optimization model with complete memory | Full Text | References | PDF (491 KB)
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