Stochastic Analysis and Applications, Volume 36, Issue 1 (2018)

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Stochastic Analysis and Applications, Volume 36, Issue 1 (2018)

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Original Articles

Article
Risk-sensitive stochastic differential games with reflecting diffusions
Mrinal K. Ghosh & Somnath Pradhan
Pages: 1-27
Published online: 26 Sep 2017
AbstractforRisk-sensitive stochastic differential games with reflecting diffusions | Full Text | References | PDF (545.9 KB)
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Article
The Euler-Maruyama method for S(F)DEs with Hölder drift and α-stable noise
Xing Huang & Zhong-Wei Liao
Pages: 28-39
Published online: 02 Jan 2018
AbstractforThe Euler-Maruyama method for S(F)DEs with Hölder drift and α-stable noise | Full Text | References | PDF (394.4 KB)
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Reviews

Review
On g−evaluations with domains under jump filtration
Song Yao
Pages: 40-102
Published online: 02 Jan 2018
AbstractforOn g−evaluations with domains under jump filtration | Full Text | References | PDF (1 MB)
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Original Articles

Article
Time-space fractional stochastic Ginzburg-Landau equation driven by Gaussian white noise
Tianlong Shen, Jie Xin & Jianhua Huang
Pages: 103-113
Published online: 02 Jan 2018
AbstractforTime-space fractional stochastic Ginzburg-Landau equation driven by Gaussian white noise | Full Text | References | PDF (376.5 KB)
  • 280 Views
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Article
Topological properties of solution sets for stochastic evolution inclusions
Yong Zhou, Li Peng & Bashir Ahmad
Pages: 114-137
Published online: 07 Nov 2017
AbstractforTopological properties of solution sets for stochastic evolution inclusions | Full Text | References | PDF (509.7 KB)
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Article
Stationary distribution and extinction of a stochastic SIRI epidemic model with relapse
Qun Liu, Daqing Jiang, Tasawar Hayat & Bashir Ahmad
Pages: 138-151
Published online: 02 Jan 2018
AbstractforStationary distribution and extinction of a stochastic SIRI epidemic model with relapse | Full Text | References | PDF (396.8 KB)
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Article
Anticipated BSDEs driven by a single jump process
Lanying Hu, Yong Ren & Li Yang
Pages: 152-165
Published online: 02 Jan 2018
AbstractforAnticipated BSDEs driven by a single jump process | Full Text | References | PDF (384.9 KB)
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Article
Linear-quadratic optimal control under non-Markovian switching
Fulvia Confortola, Marco Fuhrman, Giuseppina Guatteri & Gianmario Tessitore
Pages: 166-180
Published online: 02 Jan 2018
AbstractforLinear-quadratic optimal control under non-Markovian switching | Full Text | References | PDF (458 KB)
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Article
The arctangent law for a certain random time related to one-dimensional diffusions
Mario Abundo
Pages: 181-187
Published online: 02 Jan 2018
AbstractforThe arctangent law for a certain random time related to one-dimensional diffusions | Full Text | References | PDF (393.2 KB)
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