Stochastic Analysis and Applications, Volume 40, Issue 4 (2022)

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Stochastic Analysis and Applications, Volume 40, Issue 4 (2022)

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Articles

Article
Modeling high frequency stock market data by using stochastic models
Maria Mariani & Osei Kofi Tweneboah
Pages: 573-588
Published online: 28 Jun 2021
AbstractforModeling high frequency stock market data by using stochastic models | Full Text | References | PDF (1.8 MB) | EPUB
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Article
Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case
Radomyra Shevchenko & Jeannette H. C. Woerner
Pages: 589-609
Published online: 05 Jul 2021
AbstractforInference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case | Full Text | References | PDF (1.4 MB) | EPUB
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Article
A probabilistic interpretation of the Bell polynomials
Kuldeep Kumar Kataria, Palaniappan Vellaisamy & Vijay Kumar
Pages: 610-622
Published online: 28 Jun 2021
AbstractforA probabilistic interpretation of the Bell polynomials | Full Text | References | PDF (944.1 KB) | EPUB
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Article
Dynamics of a stochastic multigroup SEI epidemic model
Qun Liu & Daqing Jiang
Pages: 623-656
Published online: 25 Jul 2021
AbstractforDynamics of a stochastic multigroup SEI epidemic model | Full Text | References | PDF (2.7 MB) | EPUB
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Review

Weak martingale solution of stochastic critical Oldroyd-B type models perturbed by pure jump noise
Utpal Manna & Debopriya Mukherjee
Pages: 657-690
Published online: 24 Aug 2021
AbstractforWeak martingale solution of stochastic critical Oldroyd-B type models perturbed by pure jump noise | Full Text | References | PDF (2.4 MB) | EPUB
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Articles

Article
Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications
Yajuan Pan & Hui Jiang
Pages: 691-713
Published online: 25 Jul 2021
AbstractforAsymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications | Full Text | References | PDF (1.6 MB) | EPUB
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Article
Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients
Trung-Thuy Kieu, Duc-Trong Luong & Hoang-Long Ngo
Pages: 714-734
Published online: 12 Aug 2021
AbstractforTamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients | Full Text | References | PDF (1.6 MB) | EPUB
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Article
First passage times for some classes of fractional time-changed diffusions
Nikolai Leonenko & Enrica Pirozzi
Pages: 735-763
Published online: 01 Aug 2021
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Correction
Correction
Page: 764
Published online: 26 Dec 2021
CitationforCorrection | Full Text | PDF (170.1 KB) | EPUB
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