Stochastics-An International Journal of Probability and Stochastic Pro

Article	Citations
Solvability and optimal controls of non-instantaneous impulsive stochastic fractional differential equation of order q ∈ (1,2)	31
Ulam–Hyers–Rassias stability of neutral stochastic functional differential equations	20
On stability of stochastic differential equations with random impulses driven by Poisson jumps	17
Practical stability with respect to a part of variables of stochastic differential equations	16
Optimal controls problems for some impulsive stochastic integro-differential equations with state-dependent delay	9
Poisson generalized gamma process and its properties	8
Existence and controllability results for nonlocal stochastic integro-differential equations	8
Optimal stopping problems for maxima and minima in models with asymmetric information	7
Asymptotic behaviour on the linear self-interacting diffusion driven by α-stable motion	7
Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes	7
Exponential stability of nonlinear fractional stochastic system with Poisson jumps	6
Moderate deviation principle for the 2D stochastic convective Brinkman–Forchheimer equations	6
Multi-dimensional sequential testing and detection	5
Quadratic BSDEs with jumps and related PIDEs	5
Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application	5
General methods for bounding multidimensional ruin probabilities in regime-switching models	4
Discounted optimal stopping problems in continuous hidden Markov models	4
Nonlinear filtering of stochastic differential equations with correlated Lévy noises	4
Uniform asymptotics for the compound risk model with dependence structures and constant force of interest	4
An almost sure central limit theorem for the parabolic Anderson model with delta initial condition	3
Structural classification of continuous time Markov chains with applications	3
Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence	3
A supplement to the laws of large numbers and the large deviations	3
Martingale representation in progressively enlarged Lévy filtrations	3
Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences	3

A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps	3
Existence and upper semicontinuity of random attractors for the 2D stochastic convective Brinkman–Forchheimer equations in bounded domains	3
Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence	3
Asymptotic minimization of expected time to reach a large wealth level in an asset market game	3
Asymptotic stability and continuity of nonlinear hybrid stochastic differential equation with randomly occurring delay	3
Approximation of Kolmogorov–Smirnov test statistic	2
Parisian & cumulative Parisian ruin probability for two-dimensional Brownian risk model	2
Generalized white noise analysis and topological algebras	2
Solvability of forward–backward stochastic difference equations with finite states	2
Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations	2
Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns	2
Asymptotic behaviour of solutions to stochastic three-dimensional globally modified Navier–Stokes equations	2
Some harmonic functions for killed Markov branching processes with immigration and culling	2
Central limit theorem for the capacity of the range of stable random walks	2
Existence results for impulsive delayed neutral stochastic functional differential equations with noncompact semigroup	2
Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients	2
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
On comparison theorem for optional SDEs via local times and applications	2
On inverse-power Poisson functionals	2
Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations	2
On intermediate levels of a nested occupancy scheme in a random environment generated by stick-breaking II	1
Self-exciting jump processes and their asymptotic behaviour	1
Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise	1
Random uniform attractor and random cocycle attractor for non-autonomous stochastic FitzHugh–Nagumo system on unbounded domains	1
A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes	1
Independent increment processes: a multilinearity preserving property	1
Perpetual integral functionals of multidimensional stochastic processes	1
On optimal threshold stopping times for Ito diffusions	1
Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility	1
Some mean convergence theorems for weighted sums of Banach space valued random elements	1
Functional central limit theorems for epidemic models with varying infectivity	1
On perpetual American options in a multidimensional Black–Scholes model	1
Hitting times for sticky skew CIR process	1
On stationarity properties of generalized Hermite-type processes	1
Principal-agent problem with multiple principals	1
Asymptotic moment estimation for stochastic Lotka–Volterra model driven by G-Brownian motion	1
Reflecting time-Space Gaussian random field on compact Riemannian manifold and excursion probability	1
On a switching control problem with càdlàg costs	1
Normal approximation for generalizedU-statistics and weighted random graphs	1
Brownian bridge with random length and pinning point for modelling of financial information	1
Zero-sum semi-Markov games with a probability criterion	1
Statistical causality and purely discontinuous local martingales	1
Solving stochastic equations with unbounded nonlinear perturbations	1
Geometric ergodicity of the multivariate COGARCH(1,1) process	1
Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process	1
Some strong laws of large numbers, L2-convergence and complete convergence for m-AANA random vectors in Hilbert space	1
Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion	1
Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes	1
Complete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectations	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
A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling	1
Pricing double volatility barriers option under stochastic volatility	1
Maximal inequalities in noncommutative probability spaces	1
Adaptive importance sampling for multilevel Monte Carlo Euler method	1
Periodic averaging theorems for neutral stochastic functional differential equations involving delayed impulses	1
Derivative for the intersection local time of two independent fractional Brownian motions	1
Collective epidemics with asymptomatics and functional infection rates	1
Obituary	1
Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness	1
Decoherence for Markov chains	1
Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model	1
Low-dimensional Cox-Ingersoll-Ross process	0
Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion	0
The mixed Novikov–Kazamaki type condition for the uniform integrability of the general stochastic exponential	0
Moderate deviations of generalized N -urn Ehrenfest models	0
Criteria for what makes a local optional martingale a true martingale	0
RBDSDEs with jumps and optional Barrier and mean field game with common noise	0
On Besov regularity and local time of the solution to the stochastic heat equation	0
A zero-one law for Markov chains	0
Two generalizations of Mehler's formula in white noise analysis	0
Bounds for the expected supremum of some non-stationary Gaussian processes	0
Optimal rules for the sequential selection of uniform spacings	0
Anticipated BSDEs with reflection in convex region	0
Complete f -moment convergence for sums of asymptotically almost negatively associated random variables with statistical applications	0
Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations	0
Complete f -moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models	0
Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems	0
Some existence results for a stochastic differential system with non-Lipschitz conditions	0
On 1-point densities for Arratia flows with drift	0
Weak solution of a stochastic 3D nonlocal Cahn–Hilliard–Navier–Stokes systems with shear-dependent viscosity	0
Revisiting John Lamperti's maximal branching process	0
The Donsker delta function and local time for McKean–Vlasov processes and applications	0
Strong solutions for the stochastic Allen-Cahn-Navier-Stokes system	0
Persistence and extinction of a modified LG-Holling type II predator-prey model with two competitive predators and Lévy jumps	0
Interval type local limit theorems for lattice type random variables and distributions	0
Reflecting image-dependent SDEs in Wasserstein space and large deviation principle	0
Asymptotic properties for the parameter estimation in stochastic (functional) differential equations with Hölder drift	0
Hedging portfolio for a market model of degenerate diffusions	0
Almost sure limit theorems for the maxima of stochastic volatility models	0
Lower and upper bounds for the explosion times of a system of semilinear SPDEs	0
Application of Itô processes and Schwartz distributions to local volatility for Margrabe options	0
Approximate controllability of semi-linear stochastic integrodifferential system with multiple delays and Poisson jumps in control	0
Risk-sensitive discounted Markov decision processes with unbounded reward functions and Borel spaces	0
Monotone iterative technique for evolution equations with delay and nonlocal conditions in ordered Banach space	0
Complete convergence and complete moment convergence for weighted sums of random variables satisfying generalized Rosenthal type inequalities and an application	0
On backward SPDEs without proper Cauchy condition	0
On longest consecutive patterns in Markov chains	0
Stochastic near-optimal controls for treatment and vaccination in a COVID-19 model with transmission incorporating Lévy jumps	0
Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle	0
Conservativeness and uniqueness of invariant measures related to non-symmetric divergence type operators	0
Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields	0
Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations	0
On the S -asymptotically ω -periodic mild solutions for multi-term time fractional measure integro-differential equations	0
Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation Lévy processes	0
A contagion process with self-exciting jumps in credit risk applications	0
Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions	0
Mosco convergence of strong laws of large numbers for triangular array of row-wise exchangeable random sets and fuzzy random sets	0
On the stochastic differentiability of noncausal processes with respect to the process with quadratic variation	0
A transformation method to study the solvability of fully coupled FBSDEs	0
Kernel-based collocation methods for Heath–Jarrow–Morton models with Musiela parametrization	0
A large deviation principle for fluids of third grade	0
Central limit theorem for bifurcating Markov chains: the mother-daughters triangles case	0
A continuous-time N -interaction random graph model	0
Two-sided Poisson control of linear diffusions	0
First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses	0
Bilateral birth and death process in q-calculus	0
Spectral integrals of Bernoulli generalized functionals	0
Asymptotic spectral theory for spatial data	0
Small-time expansion for the density of a planar (quadratic) Langevin diffusion	0
Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs	0
Scaling limits of bisexual Galton–Watson processes	0
Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses	0
Solutions of semi-linear stochastic evolution integro-differential inclusions with Poisson jumps and non-local initial conditions	0
Convoluted fractional Poisson process of order k	0
Uniform asymptotics for ruin probabilities of a time-dependent bidimensional renewal risk model with dependent subexponential claims	0
On weighted pseudo almost automorphic mild solutions for some mean field stochastic evolution equations	0
Limit theorems for a class of processes generalizing the U -empirical process	0
Well-posedness for anticipated backward stochastic Schrödinger equations	0

Solving a nonlinear fractional SPDE with spatially inhomogeneous white noise	0
Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients	0
Convergence of densities of spatial averages of the parabolic Anderson model driven by colored noise	0
Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises	0
Martingale transformations of Brownian motion with application to functional equations	0
Different topological solution structures in a two-dimensional controlled ruin problem depending on the optimization criterion	0
Conditioning continuous-time Markov processes by guiding	0
Asymptotics and criticality for a space-dependent branching process	0
Concentration inequalities for Poisson point processes with application to adaptive intensity estimation	0
Exponential stability of impulsive fractional neutral stochastic integro-differential equations with nonlocal conditions	0
Causal predictability between stochastic processes and filtrations	0
The asymptotic equipartition property for a special Markov random field	0
On bounded solutions of linear SDEs driven by convergent system matrix processes with Hurwitz limits	0
Optimal dividend and risk control strategies for an insurer with two groups of reinsurers	0
Risk-hedging a European option with a convex risk measure and without no-arbitrage condition	0
Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths	0
Tempered exponential dichotomies for linear random evolution equations	0
Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends	0
Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach	0
Solving some stochastic partial differential equations driven by Lévy noise using two SDEs*	0
Generalized weighted number operators on functionals of discrete-time normal martingales	0
On the validity of the Girsanov transformation method for sensitivity analysis of stochastic chemical reaction networks	0
On the random attractor for stochastic 2D hydrodynamical type equations with additive white noise	0
Influence of risk tolerance on long-term investments: a Malliavin calculus approach	0
Optimal exercise of American options under time-dependent Ornstein–Uhlenbeck processes	0