Stochastics-An International Journal of Probability and Stochastic Pro

Article	Citations
Ulam–Hyers–Rassias stability of neutral stochastic functional differential equations	23
Optimal controls problems for some impulsive stochastic integro-differential equations with state-dependent delay	11
Asymptotic behaviour on the linear self-interacting diffusion driven by α-stable motion	9
Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes	9
Poisson generalized gamma process and its properties	8
Optimal stopping problems for maxima and minima in models with asymmetric information	7
Quadratic BSDEs with jumps and related PIDEs	6
Moderate deviation principle for the 2D stochastic convective Brinkman–Forchheimer equations	6
Discounted optimal stopping problems in continuous hidden Markov models	5
Uniform asymptotics for the compound risk model with dependence structures and constant force of interest	5
Multi-dimensional sequential testing and detection	5
Complete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectations	5
An almost sure central limit theorem for the parabolic Anderson model with delta initial condition	5
Nonlinear filtering of stochastic differential equations with correlated Lévy noises	4
A supplement to the laws of large numbers and the large deviations	4
Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence	4
Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations	4
Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences	4
Existence and upper semicontinuity of random attractors for the 2D stochastic convective Brinkman–Forchheimer equations in bounded domains	4
Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence	3
Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process	3
On inverse-power Poisson functionals	3
Structural classification of continuous time Markov chains with applications	3
Approximation of Kolmogorov–Smirnov test statistic	3
Central limit theorem for the capacity of the range of stable random walks	3

Martingale representation in progressively enlarged Lévy filtrations	3
Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns	3
Principal-agent problem with multiple principals	3
Asymptotic stability and continuity of nonlinear hybrid stochastic differential equation with randomly occurring delay	3
Existence results for impulsive delayed neutral stochastic functional differential equations with noncompact semigroup	3
Asymptotic minimization of expected time to reach a large wealth level in an asset market game	3
Girsanov theorem for multifractional Brownian processes	2
Existence and stability results of mild solutions for random impulsive stochastic partial differential equations with noncompact semigroups	2
Generalized white noise analysis and topological algebras	2
Some harmonic functions for killed Markov branching processes with immigration and culling	2
Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs	2
Limit theorems for a class of processes generalizing the U -empirical process	2
Parisian & cumulative Parisian ruin probability for two-dimensional Brownian risk model	2
Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility	2
Solvability of forward–backward stochastic difference equations with finite states	2
Perpetual integral functionals of multidimensional stochastic processes	2
Asymptotic behaviour of solutions to stochastic three-dimensional globally modified Navier–Stokes equations	2
On comparison theorem for optional SDEs via local times and applications	2
Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion	2
Hitting times for sticky skew CIR process	1
Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes	1
Reflecting time-Space Gaussian random field on compact Riemannian manifold and excursion probability	1
Some existence results for a stochastic differential system with non-Lipschitz conditions	1
On weighted pseudo almost automorphic mild solutions for some mean field stochastic evolution equations	1
Scaling limits of bisexual Galton–Watson processes	1
Reflecting image-dependent SDEs in Wasserstein space and large deviation principle	1
Maximal inequalities in noncommutative probability spaces	1
Risk-hedging a European option with a convex risk measure and without no-arbitrage condition	1
Statistical causality and purely discontinuous local martingales	1
Lower and upper bounds for the explosion times of a system of semilinear SPDEs	1
On the S -asymptotically ω -periodic mild solutions for multi-term time fractional measure integro-differential equations	1
Optimal dividend and risk control strategies for an insurer with two groups of reinsurers	1
A large deviation principle for fluids of third grade	1
Weyl almost periodic solutions in distribution to a mean-field stochastic differential equation driven by fractional Brownian motion	1
Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems	1
On intermediate levels of a nested occupancy scheme in a random environment generated by stick-breaking II	1
Random periodic solutions for a class of hybrid stochastic differential equations	1
Large time behaviour of semilinear stochastic partial differential equations perturbed by a mixture of Brownian and fractional Brownian motions	1
Self-exciting jump processes and their asymptotic behaviour	1
A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes	1
Brownian bridge with random length and pinning point for modelling of financial information	1
Weak solution of a stochastic 3D nonlocal Cahn–Hilliard–Navier–Stokes systems with shear-dependent viscosity	1
Adaptive importance sampling for multilevel Monte Carlo Euler method	1
Solvability and optimal control for second-order stochastic differential systems under the influence of delay and impulses	1
The Donsker delta function and local time for McKean–Vlasov processes and applications	1
Derivative for the intersection local time of two independent fractional Brownian motions	1
Functional central limit theorems for epidemic models with varying infectivity	1
On perpetual American options in a multidimensional Black–Scholes model	1
Solving stochastic equations with unbounded nonlinear perturbations	1
Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields	1

On stationarity properties of generalized Hermite-type processes	1
Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness	1
Exponential stability of impulsive fractional neutral stochastic integro-differential equations with nonlocal conditions	1
Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations	1
Normal approximation for generalizedU-statistics and weighted random graphs	1
Decoherence for Markov chains	1
On a switching control problem with càdlàg costs	1
Solutions of semi-linear stochastic evolution integro-differential inclusions with Poisson jumps and non-local initial conditions	1
Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise	1
Zero-sum semi-Markov games with a probability criterion	1
Collective epidemics with asymptomatics and functional infection rates	1
The asymptotic equipartition property for a special Markov random field	1
Causal predictability between stochastic processes and filtrations	1
Obituary	1
Some mean convergence theorems for weighted sums of Banach space valued random elements	1
Geometric ergodicity of the multivariate COGARCH(1,1) process	1
Erratum for ‘Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility’	1
Central limit theorem for bifurcating Markov chains: the mother-daughters triangles case	0
On the validity of the Girsanov transformation method for sensitivity analysis of stochastic chemical reaction networks	0
Tempered exponential dichotomies for linear random evolution equations	0
Application of Itô processes and Schwartz distributions to local volatility for Margrabe options	0
Finite dimensional approximation to fractional stochastic integro-differential equations with non-instantaneous impulses	0
Solving some stochastic partial differential equations driven by Lévy noise using two SDEs*	0
The set of intersections of several independent Brownian motions on Carnot group	0
Convoluted fractional Poisson process of order k	0
Limiting distributions for particles near the frontier of spatially inhomogeneous branching symmetric α -stable processes	0
Stochastic evolution equations with Wick-analytic nonlinearities	0
Convergence of densities of spatial averages of the parabolic Anderson model driven by colored noise	0
Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation Lévy processes	0
Well-posedness for anticipated backward stochastic Schrödinger equations	0
The mixed Novikov–Kazamaki type condition for the uniform integrability of the general stochastic exponential	0
Higher order moments for SPDE with monotone nonlinearities*	0
Two generalizations of Mehler's formula in white noise analysis	0
On longest consecutive patterns in Markov chains	0
RBDSDEs with jumps and optional Barrier and mean field game with common noise	0
Mosco convergence of strong laws of large numbers for triangular array of row-wise exchangeable random sets and fuzzy random sets	0
Anticipated BSDEs with reflection in convex region	0
Bounds for the expected supremum of some non-stationary Gaussian processes	0
Criteria for what makes a local optional martingale a true martingale	0
On Besov regularity and local time of the solution to the stochastic heat equation	0
Moderate deviations of generalized N -urn Ehrenfest models	0
Two-sided Poisson control of linear diffusions	0
A transformation method to study the solvability of fully coupled FBSDEs	0
Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths	0
Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses	0
On consistency for wavelet estimator of regression function based on biased samples under extended negatively dependence	0
Existence and exponential stability in p th moment of non-autonomous stochastic integro-differential equations	0
On 1-point densities for Arratia flows with drift	0
On the random attractor for stochastic 2D hydrodynamical type equations with additive white noise	0
Bilateral birth and death process in q-calculus	0
Generalized weighted number operators on functionals of discrete-time normal martingales	0
Large deviation principles and Malliavin derivative for mean reflected stochastic differential equations	0
Interval type local limit theorems for lattice type random variables and distributions	0
Effects of stochastic perturbations on a phytoplankton allelopathy competitive system	0
Influence of risk tolerance on long-term investments: a Malliavin calculus approach	0
Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions	0
Monotone iterative technique for evolution equations with delay and nonlocal conditions in ordered Banach space	0
Deep learning for solving initial path optimization of mean-field systems with memory	0
Complete moment convergence for widely orthant dependent random variables	0
Solving a nonlinear fractional SPDE with spatially inhomogeneous white noise	0
Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle	0
Uniform asymptotics for ruin probabilities of a time-dependent bidimensional renewal risk model with dependent subexponential claims	0
Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion	0
Probabilistic analysis of the ( q , 2)-Fock space: vacuum distribution and moments of the field operator	0
Invariant measures of stochastic delay complex Ginzburg-Landau equations	0
Blotto game with testing (the locks, bombs and testing model)	0
Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations	0
Conservativeness and uniqueness of invariant measures related to non-symmetric divergence type operators	0
A zero-one law for Markov chains	0
Martingale transformations of Brownian motion with application to functional equations	0
Correction	0
Different topological solution structures in a two-dimensional controlled ruin problem depending on the optimization criterion	0
Complete convergence and complete moment convergence for weighted sums of random variables satisfying generalized Rosenthal type inequalities and an application	0
A contagion process with self-exciting jumps in credit risk applications	0
Revisiting John Lamperti's maximal branching process	0
Risk-sensitive discounted Markov decision processes with unbounded reward functions and Borel spaces	0
Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends	0
A continuous-time N -interaction random graph model	0
Complete f -moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models	0
Nonlinear least squares estimator for generalized diffusion processes with reflecting barriers	0

Small-time expansion for the density of a planar (quadratic) Langevin diffusion	0
Ornstein–Uhlenbeck processes in Hilbert space and autoregressive moving-average time series	0
Strong solutions for the stochastic Allen-Cahn-Navier-Stokes system	0
Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach	0
Hedging portfolio for a market model of degenerate diffusions	0
Asymptotic properties for the parameter estimation in stochastic (functional) differential equations with Hölder drift	0
Spectral integrals of Bernoulli generalized functionals	0
Approximate controllability of semi-linear stochastic integrodifferential system with multiple delays and Poisson jumps in control	0
Asymptotics and criticality for a space-dependent branching process	0
Characteristics and Itô's formula for weak Dirichlet processes: an equivalence result	0
On the optimality of stepwise policies for managing capacity, inventory and backorders	0
Low-dimensional Cox-Ingersoll-Ross process	0
Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises	0
Stability properties of some port-Hamiltonian SPDEs	0
A closed-measure approach to stochastic approximation	0
Stochastic near-optimal controls for treatment and vaccination in a COVID-19 model with transmission incorporating Lévy jumps	0
Mean-field backward stochastic differential equations with mean reflection and nonlinear resistance	0
Uniform large deviations for stochastic Burgers–Huxley equation driven by multiplicative noise	0
Finite-time ruin probability of a risk model with perturbation and subexponential main claims and by-claims	0
Conditioning continuous-time Markov processes by guiding	0
Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients	0
On backward SPDEs without proper Cauchy condition	0
Total-current population-dependent branching processes: analysis via stochastic approximation	0
Uniform asymptotics for a risk model with constant force of interest and a random number of delayed claims	0
Discounted nonzero-sum optimal stopping games under Poisson random intervention times	0
Complete f -moment convergence for sums of asymptotically almost negatively associated random variables with statistical applications	0
Concentration inequalities for Poisson point processes with application to adaptive intensity estimation	0
Characterization and analysis of generalized grey incomplete gamma noise	0
Optimal exercise of American options under time-dependent Ornstein–Uhlenbeck processes	0
First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses	0
Oracle inequalities and upper bounds for kernel conditional U-statistics estimators on manifolds and more general metric spaces associated with operators	0
On the stochastic differentiability of noncausal processes with respect to the process with quadratic variation	0
Asymptotic spectral theory for spatial data	0
Persistence and extinction of a modified LG-Holling type II predator-prey model with two competitive predators and Lévy jumps	0