Stochastic Analysis and Applications, Volume 39, Issue 4 (2021)

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Stochastic Analysis and Applications, Volume 39, Issue 4 (2021)

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Research Article

Article
Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods
Yupeng Jiang, Andrea Macrina & Gareth W. Peters
Pages: 569-609
Published online: 22 Sep 2020
AbstractforMultiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods | Full Text | References | PDF (3.8 MB) | EPUB
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Article
On a mixed fractional Burgers type equation with polynomial nonlinearity and perturbed by fractional Brownian sheet
Vivek Kumar & Ankik Kumar Giri
Pages: 610-630
Published online: 27 Sep 2020
AbstractforOn a mixed fractional Burgers type equation with polynomial nonlinearity and perturbed by fractional Brownian sheet | Full Text | References | PDF (1.4 MB) | EPUB
  • 238 Views
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Article
Exponential almost sure synchronization of one-dimensional diffusions with nonregular coefficients
Olga Aryasova, Andrey Pilipenko & Sylvie Roelly
Pages: 631-642
Published online: 30 Sep 2020
AbstractforExponential almost sure synchronization of one-dimensional diffusions with nonregular coefficients | Full Text | References | PDF (1.1 MB) | EPUB
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Article
The existence and Hyers-Ulam stability of solution for almost periodical fractional stochastic differential equation with fBm
Yuchen Guo, Mengqi Chen, Xiao-Bao Shu & Fei Xu
Pages: 643-666
Published online: 06 Oct 2020
AbstractforThe existence and Hyers-Ulam stability of solution for almost periodical fractional stochastic differential equation with fBm | Full Text | References | PDF (1.6 MB) | EPUB
  • 548 Views
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Article
Global well-posedness and long-term behavior of discrete reaction-diffusion equations driven by superlinear noise
Renhai Wang & Bixiang Wang
Pages: 667-696
Published online: 12 Oct 2020
AbstractforGlobal well-posedness and long-term behavior of discrete reaction-diffusion equations driven by superlinear noise | Full Text | References | PDF (2.2 MB) | EPUB
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Article
A note on the continuity in the hurst index of the solution of rough differential equations driven by a fractional brownian motion
Francesco Carlo De Vecchi, Luca Maria Giordano, Daniela Morale & Stefania Ugolini
Pages: 697-711
Published online: 15 Oct 2020
AbstractforA note on the continuity in the hurst index of the solution of rough differential equations driven by a fractional brownian motion | Full Text | References | PDF (1.3 MB) | EPUB
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Article
On the first-passage times of certain Gaussian processes, and related asymptotics
Mario Abundo
Pages: 712-727
Published online: 09 Nov 2020
AbstractforOn the first-passage times of certain Gaussian processes, and related asymptotics | Full Text | References | PDF (1.2 MB) | EPUB
  • 200 Views
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Review

Self-similar stochastic processes with stationary increments as limits of particle systems
Łukasz Treszczotko
Pages: 728-771
Published online: 23 Nov 2020
AbstractforSelf-similar stochastic processes with stationary increments as limits of particle systems | Full Text | References | PDF (2.8 MB) | EPUB
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