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STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES

IF0.9
Papers37
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Journal Papers 37
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Mathematical analysis of a delayed SEIRDS epidemics models: deterministic and stochastic approach
deleteSTOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES
IF0.9
delete2026-05-01
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deleteBen Alaya, Mohamed; Ben Aribi, Walid; Ben Miled, Slimane
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Existence and uniqueness of invariant measures for a class of stochastic functional hydrodynamical type equations driven by degenerate white noise
deleteSTOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES
IF0.9
delete2026-04-01
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deleteDa, Nguyen Tien
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Limit of higher-order moments for a class of diffusions in ℝ
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delete2026-04-01
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deleteLam, Chuong Hoang; Le, Nhan Hoai
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Applications of the perturbation formula for Poisson processes to elementary and geometric probability
deleteSTOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES
IF0.9
delete2026-02-01
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deleteLast, Gunter; Zuyev, Sergei
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Stability analysis for hybrid stochastic differential equations driven by Ornstein-Uhlenbeck process
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IF0.9
delete2026-02-01
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deleteHu, Guixin; Yang, Manqing
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Caputo stochastic fractional differential equations: Carathéodory scheme and weak convergence
deleteSTOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES
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delete2026-02-01
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deleteHuong, Phan Thi; Anh, Pham The
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Linear short rate model with several delays
deleteSTOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES
IF0.9
delete2026-02-01
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deleteGuinea Julia, Alvaro; Roux, Alet
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Contraction rates for quantum exclusion semigroups in Wasserstein-1 distance
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IF0.9
delete2026-02-01
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deleteChen, Jinshu; Hao, Jie
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Fractional linear birth-death process involving Hilfer-Prabhakar derivative
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delete2026-01-01
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deleteDhillon, Manisha; Vishwakarma, Pradeep; Kataria, Kuldeep Kumar
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On a discrete approximation of a skew stable Lévy process
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delete2026-01-01
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deleteDong, Congzao; Iksanov, Alexander; Pilipenko, Andrey
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Robust stochastic orders and applications to elliptical distributions under parametric ambiguity
deleteSTOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES
IF0.9
delete2026-01-01
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deleteGao, Miaomiao; Hu, Feng; Yin, Chuancun
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Arbitrage in financial markets driven by fractional G-Brownian motion
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delete2026-01-01
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deleteGuo, Changhong; Fang, Shaomei; He, Yong; Zhang, Yong
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Bounds for expected p-variation of random sequences and a Kolmogorov-type theorem for random processes
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delete2026-01-01
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deleteOlejnik, Jakub
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On merging of stochastic system of semi-Markov dynamics
deleteSTOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES
IF0.9
delete2025-12-01
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deleteGoswami, Anindya; Kapildev Yadav, Ravishankar
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A Schauder-Tychonoff fixed-point approach for nonlinear Lévy driven reaction-diffusion systems
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IF0.9
delete2025-12-01
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deleteHausenblas, Erika; Hogele, Michael A.; Fahim, Kistosil
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Schwartz distributions approach to local volatility for asset exchange options in a Lévy-type stochastic integrals setting
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delete2025-12-01
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deleteNowak, Piotr; Gatarek, Dariusz
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Explicit correlations for the Hawkes processes
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delete2025-12-01
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deleteHillairet, Caroline; Reveillac, Anthony
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Asymptotic log-Harnack inequality for a 2D stochastic two-phase flow model with degenerate noise
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delete2025-12-01
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deleteTachim Medjo, T.; Tone, F.
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McKean-Vlasov stochastic differential equations with oblique reflection on non-smooth time-dependent domains
deleteSTOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES
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delete2025-12-01
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deleteWei, Rong; Yang, Saisai; Zhai, Jianliang
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Introduction to the special issue on recent developments in stochastic analysis
deleteSTOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES
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delete2025-11-17
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deleteOksendal, Bent; Di Nunno, Giulia; Rudiger-Mastandrea, Barbara
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