Stochastic Analysis and Applications, Volume 39, Issue 6 (2021)

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

Stochastic Analysis and Applications, Volume 39, Issue 6 (2021)

See all volumes and issues
Vol 42, 2024 Vol 41, 2023 Vol 40, 2022 Volume 39, 2021 Vol 38, 2020 Vol 37, 2019 Vol 36, 2018 Vol 35, 2017 Vol 34, 2016 Vol 33, 2015 Vol 32, 2014 Vol 31, 2013 Vol 30, 2012 Vol 29, 2010-2011 Vol 28, 2009-2010 Vol 27, 2009 Vol 26, 2007-2008 Vol 25, 2007 Vol 24, 2006 Vol 23, 2005 Vol 22, 2004 Vol 21, 2003 Vol 20, 2002 Vol 19, 2001 Vol 18, 2000 Vol 17, 1999 Vol 16, 1998 Vol 15, 1997 Vol 14, 1996 Vol 13, 1995 Vol 12, 1994 Vol 11, 1993 Vol 10, 1992 Vol 9, 1991 Vol 8, 1990 Vol 7, 1989 Vol 6, 1988 Vol 5, 1987 Vol 4, 1986 Vol 3, 1985 Vol 2, 1984 Vol 1, 1983
Download citations Download PDFs Download issue

Research Article

Article
Analysis of distributed systems via quasi-stationary distributions
Nicolas Champagnat, René Schott & Denis Villemonais
Pages: 981-998
Published online: 19 Jan 2021
AbstractforAnalysis of distributed systems via quasi-stationary distributions | Full Text | References | PDF (1.8 MB) | EPUB
  • 78 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
Mean completion time for a randomly varying rate of work
E. J. Allen
Pages: 999-1008
Published online: 28 Dec 2020
AbstractforMean completion time for a randomly varying rate of work | Full Text | References | PDF (820.5 KB) | EPUB
  • 55 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
A Kolmogorov-type theorem for stochastic fields
Jinlong Wei & Guangying Lv
Pages: 1009-1024
Published online: 11 Jan 2021
AbstractforA Kolmogorov-type theorem for stochastic fields | Full Text | References | PDF (1.2 MB) | EPUB
  • 120 Views
  • 2 CrossRef citations
  • 0Altmetric

Review

Portfolio optimization managing value at risk under heavy tail return, using stochastic maximum principle
Subhojit Biswas, Mrinal K. Ghosh & Diganta Mukherjee
Pages: 1025-1049
Published online: 11 Jan 2021
AbstractforPortfolio optimization managing value at risk under heavy tail return, using stochastic maximum principle | Full Text | References | PDF (3.1 MB) | EPUB
  • 169 Views
  • 0 CrossRef citations
  • 0Altmetric

Research Article

Article
Optimal stopping games in models with various information flows
Pavel V. Gapeev & Neofytos Rodosthenous
Pages: 1050-1094
Published online: 26 Jan 2021
AbstractforOptimal stopping games in models with various information flows | Full Text | References | PDF (2.9 MB) | EPUB
  • 248 Views
  • 3 CrossRef citations
  • 0Altmetric
Article
Well-posedness for the coupling of a random heat equation with a multiplicative stochastic Barenblatt equation
Caroline Bauzet, Frédéric Lebon, Asghar Ali Maitlo & Aleksandra Zimmermann
Pages: 1095-1129
Published online: 24 Jan 2021
AbstractforWell-posedness for the coupling of a random heat equation with a multiplicative stochastic Barenblatt equation | Full Text | References | PDF (2.5 MB) | EPUB
  • 65 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
Continuous-time zero-sum games with probability criterion
Arnab Bhabak & Subhamay Saha
Pages: 1130-1143
Published online: 12 Jan 2021
AbstractforContinuous-time zero-sum games with probability criterion | Full Text | References | PDF (1 MB) | EPUB
  • 229 Views
  • 0 CrossRef citations
  • 0Altmetric
Article
Stochastic time-optimal control for time-fractional Ginzburg–Landau equation with mixed fractional Brownian motion
Durga N, Muthukumar P & Xianlong Fu
Pages: 1144-1165
Published online: 19 Jan 2021
AbstractforStochastic time-optimal control for time-fractional Ginzburg–Landau equation with mixed fractional Brownian motion | Full Text | References | PDF (1.5 MB) | EPUB
  • 235 Views
  • 5 CrossRef citations
  • 0Altmetric

Explore articles

Explore the most recently published articles

Hybrid impulses for almost sure quasi-synchronization of stochastic complex networks: an indefinite Lyapunov function method
Sen Li et al.
Article | Published online: 15 Apr 2024
Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes
Liping Xu et al.
Article | Published online: 1 Apr 2024
Feller property of regime-switching jump diffusion processes with hybrid jumps
Henk A.P. Blom
Article | Published online: 17 Mar 2024
Open Access
The role of zooplankton in the growth of algal bloom: a mathematical study
I. R. Belshiasheeela et al.
Article | Published online: 11 Mar 2024
View all latest articles