Stochastic Analysis and Applications, Volume 36, Issue 5 (2018)

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Stochastic Analysis and Applications, Volume 36, Issue 5 (2018)

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Articles

Article
Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion
B. L. S. Prakasa Rao
Pages: 767-781
Published online: 30 Apr 2018
AbstractforParametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion | Full Text | References | PDF (587.2 KB)
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Article
The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system
Zhongyang Sun & Olivier Menoukeu-Pamen
Pages: 782-811
Published online: 14 May 2018
AbstractforThe maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system | Full Text | References | PDF (883.6 KB)
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Reviews

Review
Almost Sure Exponential Stability of Large-Scale Stochastic Nonlinear Systems
Asma Barbata, Michel Zasadzinski, Ridha Chatbouri & Harouna Souley Ali
Pages: 812-831
Published online: 17 May 2018
AbstractforAlmost Sure Exponential Stability of Large-Scale Stochastic Nonlinear Systems | Full Text | References | PDF (1.1 MB)
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Articles

Article
Wong–Zakai approximations with convergence rate for stochastic partial differential equations
Toshiyuki Nakayama & Stefan Tappe
Pages: 832-857
Published online: 31 May 2018
AbstractforWong–Zakai approximations with convergence rate for stochastic partial differential equations | Full Text | References | PDF (758.5 KB)
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Article
On multivariate modifications of Cramer–Lundberg risk model with constant intensities
Pavlina K. Jordanova & Milan Stehlík
Pages: 858-882
Published online: 31 May 2018
AbstractforOn multivariate modifications of Cramer–Lundberg risk model with constant intensities | Full Text | References | PDF (902.2 KB)
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Article
Integral representation of random set-valued measures
Leszek Gasiński & Nikolaos S. Papageorgiou
Pages: 883-894
Published online: 26 Sep 2018
AbstractforIntegral representation of random set-valued measures | Full Text | References | PDF (858.2 KB)
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Article
Analysis of a stochastic SIR model with fractional Brownian motion
Tomás Caraballo & Sami Keraani
Pages: 895-908
Published online: 04 Oct 2018
AbstractforAnalysis of a stochastic SIR model with fractional Brownian motion | Full Text | References | PDF (985.5 KB)
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