Stochastics: An International Journal of Probability and Stochastic Processes is a world-leading journal publishing research concerned with stochastic processes and their applications in the modelling, analysis and optimization of stochastic systems, i.e. processes characterized both by temporal or spatial evolution and by the presence of random effects.Articles are published dealing with all aspects of stochastic systems analysis, characterization problems, stochastic modelling and identification, optimization, filtering and control and with related questions in the theory of stochastic processes. The journal also solicits papers dealing with significant applications of stochastic process theory to problems in engineering systems, the physical and life sciences, economics and other areas. Proposals for special issues in cutting-edge areas are welcome and should be directed to the Editor-in-Chief who will review accordingly.In recent years there has been a growing interaction between current research in probability theory and problems in stochastic systems. The objective of Stochastics is to encourage this trend, promoting an awareness of the latest theoretical developments on the one hand and of mathematical problems arising in applications on the other.
随机性:国际概率与随机过程杂志是一本世界领先的杂志,发表有关随机过程及其在随机系统建模、分析和优化中的应用的研究,即以时间或空间演变以及随机效应的存在为特征的过程。文章涉及随机系统分析、特征问题随机建模和识别、优化、滤波和控制以及随机过程理论中的相关问题。该杂志还征集论文处理重大应用随机过程理论的问题,在工程系统,物理和生命科学,经济学和其他领域。欢迎对前沿领域的特别问题提出建议,并应直接提交给主编,他将进行相应的审查。近年来,在概率论和随机系统问题的当前研究之间有越来越多的相互作用。该目标的随机性是鼓励这一趋势,促进意识的最新理论发展一方面和数学问题出现的应用另一方面。
Existence and Hyers-Ulam stability of random impulsive stochastic functional differential equations with finite delays
来源期刊:StochasticsDOI:10.1080/17442508.2018.1551400
Lévy noise perturbation for an epidemic model with impact of media coverage
来源期刊:StochasticsDOI:10.1080/17442508.2019.1595622
The minimum mean square estimator of integrable variables under sublinear operators
来源期刊:StochasticsDOI:10.1080/17442508.2019.1641091
Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims
来源期刊:StochasticsDOI:10.1080/17442508.2018.1539088
Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition
来源期刊:StochasticsDOI:10.1080/17442508.2018.1499104
A Skorokhod Criterion for the Existence of Semimartingales
来源期刊:arXiv: ProbabilityDOI:10.1080/17442508.2019.1657430
The asymptotic equipartition property of Markov chains in single infinite Markovian environment on countable state space
来源期刊:StochasticsDOI:10.1080/17442508.2019.1567730
On the existence and long-time behavior of solutions to stochastic three-dimensional Navier–Stokes–Voigt equations
来源期刊:StochasticsDOI:10.1080/17442508.2018.1551396
Hilbert-valued self-intersection local times for planar Brownian motion
来源期刊:StochasticsDOI:10.1080/17442508.2018.1521412
Continuity in law of some additive functionals of bifractional Brownian motion
来源期刊:StochasticsDOI:10.1080/17442508.2019.1568436
Optimal sampling design for global approximation of jump diffusion stochastic differential equations
来源期刊:StochasticsDOI:10.1080/17442508.2018.1521810
Large deviations for invariant measures of stochastic differential equations with jumps
来源期刊:StochasticsDOI:10.1080/17442508.2018.1557184
Large and moderate deviations for a -valued branching random walk with a random environment in time
来源期刊:StochasticsDOI:10.1080/17442508.2019.1679145
Limiting behaviour for arrays of rowwise widely orthant dependent random variables under conditions of R − h-integrability and its applications
来源期刊:StochasticsDOI:10.1080/17442508.2018.1563605
On large deviations for sums of discrete m-dependent random variables
来源期刊:StochasticsDOI:10.1080/17442508.2019.1568438
Finite-horizon piecewise deterministic Markov decision processes with unbounded transition rates
来源期刊:StochasticsDOI:10.1080/17442508.2018.1518450
Wavelet series representation and geometric properties of harmonizable fractional stable sheets
来源期刊:StochasticsDOI:10.1080/17442508.2019.1594811
Pseudo almost periodic in distribution solutions to impulsive partial stochastic functional differential equations
来源期刊:StochasticsDOI:10.1080/17442508.2018.1557185
On representations of the set of supermartingale measures and applications in continuous time
来源期刊:StochasticsDOI:10.1080/17442508.2018.1518983
On the asymptotic behaviour and stochastic stabilization of second grade fluids
来源期刊:StochasticsDOI:10.1080/17442508.2019.1576687
An extension of the Clark–Haussmann formula and applications
来源期刊:StochasticsDOI:10.1080/17442508.2018.1557187
Hyperfinite construction of G-expectation
来源期刊:StochasticsDOI:10.1080/17442508.2018.1502771
Regularity of semigroups for SDEs driven by Lévy noises with one-sided Lipschitz continuous drift
来源期刊:StochasticsDOI:10.1080/17442508.2019.1594808
Risk sensitive control of pure jump processes on a general state space
来源期刊:StochasticsDOI:10.1080/17442508.2018.1521413
Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids
来源期刊:StochasticsDOI:10.1080/17442508.2019.1602133
On the minimal entropy martingale measure for Lévy processes
来源期刊:StochasticsDOI:10.1080/17442508.2019.1693571
Optional decomposition of optional supermartingales and applications to filtering and finance
来源期刊:StochasticsDOI:10.1080/17442508.2018.1545843
Irreducibility and strong Feller property for non-linear SPDEs
来源期刊:StochasticsDOI:10.1080/17442508.2018.1540623
A new class of multivariate counting processes and its characterization
来源期刊:StochasticsDOI:10.1080/17442508.2018.1540625
On approximations of the Euler-Peano scheme for multivalued stochastic differential equations
来源期刊:StochasticsDOI:10.1080/17442508.2018.1521809
Reconstruction of a noncausal function from its SFCs by Bohr convolution
来源期刊:StochasticsDOI:10.1080/17442508.2018.1551397
Asymptotic behaviours of a stochastic delay equation driven by an fBm in Hilbert space
来源期刊:StochasticsDOI:10.1080/17442508.2019.1577430
Model-adaptive optimal discretization of stochastic integrals*
来源期刊:StochasticsDOI:10.1080/17442508.2018.1539087
Asymptotic analysis for hedging errors in models with respect to geometric fractional Brownian motion
来源期刊:StochasticsDOI:10.1080/17442508.2018.1540626
Hamilton-Jacobi-Bellman inequality for the average control of piecewise deterministic Markov processes
来源期刊:StochasticsDOI:10.1080/17442508.2018.1546305
Long-time behaviour of a stochastic chemostat model with distributed delay
来源期刊:StochasticsDOI:10.1080/17442508.2019.1576689