Stochastics
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799

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22

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Published By Informa Uk (Taylor & Francis)

1744-2516, 1744-2508

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise

Stochastics ◽

10.1080/17442508.2021.2023151 ◽

2022 ◽

pp. 1-35

Author(s):

Gabriel Deugoué ◽

Theodore Tachim Medjo

Keyword(s):

Large Deviation ◽

Navier Stokes ◽

Large Deviation Principles ◽

Jump Noise

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Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations

Stochastics ◽

10.1080/17442508.2021.2019738 ◽

2022 ◽

pp. 1-23

Author(s):

Fred Espen Benth ◽

Nils Detering ◽

Paul Krühner

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Integral Equations ◽

Stochastic Partial Differential Equations ◽

Volterra Integral Equations ◽

Partial Differential ◽

First Order

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On intermediate levels of a nested occupancy scheme in a random environment generated by stick-breaking II

Stochastics ◽

10.1080/17442508.2021.2019739 ◽

2022 ◽

pp. 1-25

Author(s):

Alexander Iksanov ◽

Alexander Marynych ◽

Igor Samoilenko

Keyword(s):

Random Environment

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Brownian bridge with random length and pinning point for modelling of financial information

Stochastics ◽

10.1080/17442508.2021.2017438 ◽

2022 ◽

pp. 1-30

Author(s):

Mohammed Louriki

Keyword(s):

Brownian Bridge ◽

Financial Information

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Bounds for the expected supremum of some non-stationary Gaussian processes

Stochastics ◽

10.1080/17442508.2021.2018445 ◽

2021 ◽

pp. 1-23

Author(s):

Hossein Jafari ◽

Yiqiang Q. Zhao

Keyword(s):

Gaussian Processes ◽

Stationary Gaussian Processes

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Generalized white noise analysis and topological algebras

Stochastics ◽

10.1080/17442508.2021.2016766 ◽

2021 ◽

pp. 1-33

Author(s):

Daniel Alpay ◽

Paula Cerejeiras ◽

Uwe Kähler

Keyword(s):

White Noise ◽

Noise Analysis ◽

White Noise Analysis ◽

Topological Algebras

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Solvability of forward–backward stochastic difference equations with finite states

Stochastics ◽

10.1080/17442508.2021.2015353 ◽

2021 ◽

pp. 1-21

Author(s):

Shaolin Ji ◽

Haodong Liu

Keyword(s):

Difference Equations ◽

Stochastic Difference Equations ◽

Finite States

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Some existence results for a stochastic differential system with non-Lipschitz conditions

Stochastics ◽

10.1080/17442508.2021.2014835 ◽

2021 ◽

pp. 1-14

Author(s):

Vikram Singh

Keyword(s):

Differential System ◽

Existence Results ◽

Lipschitz Conditions

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Structural classification of continuous time Markov chains with applications

Stochastics ◽

10.1080/17442508.2021.2017937 ◽

2021 ◽

pp. 1-28

Author(s):

Chuang Xu ◽

Mads Christian Hansen ◽

Carsten Wiuf

Keyword(s):

Markov Chains ◽

Continuous Time ◽

Structural Classification ◽

Continuous Time Markov Chains

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Reflecting time-Space Gaussian random field on compact Riemannian manifold and excursion probability

Stochastics ◽

10.1080/17442508.2021.2013486 ◽

2021 ◽

pp. 1-26

Author(s):

Qianqian Jiang ◽

Wanyang Dai

Keyword(s):

Riemannian Manifold ◽

Random Field ◽

Compact Riemannian Manifold ◽

Gaussian Random Field ◽

Time Space ◽

Excursion Probability

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