Stochastics-An International Journal of Probability and Stochastic Pro

Article	Citations
Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise	25
A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes	18
The asymptotic equipartition property for a special Markov random field	13
Uniform asymptotic estimates in a bidimensional time-dependent risk model with proportional reinsurance and general investment returns	9
On multitype branching processes with interaction	9
A backward stochastic differential equation driven by fractional Brownian motion with the Osgood condition	7
On the optimality of stepwise policies for managing capacity, inventory and backorders	6
Asymptotic log-Harnack inequality for a 2D stochastic two-phase flow model with degenerate noise	6
Solving a nonlinear fractional SPDE with spatially inhomogeneous white noise	6
Random periodic solutions for a class of hybrid stochastic differential equations	6
Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses	5
Limit theorems for some even-power integral functionals driven by fractional Brownian motion and fractional Brownian bridge	5
Convergence of the Euler–Maruyama method for stochastic fractional delay differential equations	5
On count data models based on Bernstein functions or their inverses	5
On the stochastic differentiability of noncausal processes with respect to the process with quadratic variation	5
Solving some stochastic partial differential equations driven by Lévy noise using two SDEs*	5
Complete f -moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models	4
On the S -asymptotically ω -periodic mild solutions for multi-term time fractional measure integro-differential equations	4
Two-sided Poisson control of linear diffusions	4
Existence and stability results of mild solutions for random impulsive stochastic partial differential equations with noncompact semigroups	3
Existence and exponential stability in p th moment of non-autonomous stochastic integro-differential equations	3
Fractional periodic autoregression	3
Self-exciting jump processes and their asymptotic behaviour	3
Conservativeness and uniqueness of invariant measures related to non-symmetric divergence type operators	3
Memory and anticipation: two main theorems for Markov regime-switching stochastic processes	3

On Besov regularity and local time of the solution to the stochastic heat equation	3
Anticipated BSDEs with reflection in convex region	3
The Donsker delta function and local time for McKean–Vlasov processes and applications	3
RBDSDEs with jumps and optional Barrier and mean field game with common noise	3
Simulating continuous-time autoregressive moving average processes driven by p -tempered α -stable Lévy processes	3
Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle	3
A Kalman filter for linear systems driven by time-space Brownian sheet	3
On the steady states for the granular media equation: existence, local uniqueness, local stability and rate of convergence	2
Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends	2
Asymptotic spectral theory for spatial data	2
Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems	2
Fractional Brownian motion ruin model with random inspection time	2
Higher order moments for SPDE with monotone nonlinearities*	2
Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations	2
Nonlinear least squares estimator for generalized diffusion processes with reflecting barriers	2
Solvability and optimal control for second-order stochastic differential systems under the influence of delay and impulses	2
Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations	2
Existence and uniqueness of strong solution for a stochastic hyperbolic–parabolic equation	2
Concentration inequalities for Poisson point processes with application to adaptive intensity estimation	2
Discounted nonzero-sum optimal stopping games under Poisson random intervention times	2
Mean field games with major and minor agents: the limiting problem and Nash equilibrium	2
Asymptotic behaviour analysis of hybrid stochastic functional differential equations driven by Levy process	2
Asymptotic analysis of a contagion risk measure with some dependence structures	2
Blotto game with testing (the locks, bombs and testing model)	2
Complete moment convergence for widely orthant dependent random variables	1
A closed-measure approach to stochastic approximation	1
Complete f -moment convergence for sums of asymptotically almost negatively associated random variables with statistical applications	1
McKean–Vlasov stochastic differential equations with oblique reflection on non-smooth time-dependent domains	1
Large deviation principle for generalized multiple intersection local times of multidimensional Brownian motion	1
Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process	1
The Smoluchowski–Kramers approximation for a McKean–Vlasov equation subject to environmental noise with state-dependent friction	1
Wasserstein distance in terms of the comonotonicity copula	1
On Lyapunov conditions for the well-posedness of McKean–Vlasov stochastic differential delay equations	1
Approximate controllability of semi-linear stochastic integrodifferential system with multiple delays and Poisson jumps in control	1
Stability properties of some port-Hamiltonian SPDEs	1
Persistence and extinction of a modified LG-Holling type II predator-prey model with two competitive predators and Lévy jumps	1
A contagion process with self-exciting jumps in credit risk applications	1
Causal predictability between stochastic processes and filtrations	1
Stochastic Burgers-Huxley equations: global solvability, large deviations and ergodicity	1
Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness	1
Sojourns of locally self-similar Gaussian processes	1
Uniform asymptotics for a risk model with constant force of interest and a random number of delayed claims	1
Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions	1
Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes	1
The two-sided exit problem for an additive functional of a time-inhomogeneous Markov chain	1
Characteristics and Itô's formula for weak Dirichlet processes: an equivalence result	1
Strong solutions for the stochastic Allen-Cahn-Navier-Stokes system	1
General mean-field reflected backward doubly stochastic differential equations with weak monotonicity coefficients	1
Law of large numbers and central limit theorem for renewal Hawkes processes	1
Bilateral birth and death process in q-calculus	1

Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs	1
Monotone iterative technique for evolution equations with delay and nonlocal conditions in ordered Banach space	1
Asymptotic behavior of the improved trajectory fitting estimation for linear self-interacting diffusion process	1
Lower and upper bounds for the explosion times of a system of semilinear SPDEs	1
Large deviation principles and Malliavin derivative for mean reflected stochastic differential equations	1
Probabilistic analysis of the ( q , 2)-Fock space: vacuum distribution and moments of the field operator	1
Uniform large deviations for stochastic Burgers–Huxley equation driven by multiplicative noise	1
Erratum for ‘Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility’	1
Vector random fields on the arccos-quasi-quadratic metric space	1
Deep learning for solving initial path optimization of mean-field systems with memory	1
Brownian bridge with random length and pinning point for modelling of financial information	1
On merging of stochastic system of semi-Markov dynamics	1
Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths	1
A class of self-similar processes indexed by R+×Cbn+1(R+)	1
Generalized weighted number operators on functionals of discrete-time normal martingales	0
Trajectory fitting estimation for non-homogeneous reflected Ornstein–Uhlenbeck process driven by an α -stable process	0
Decoherence for Markov chains	0
On the existence of negative moments for some non-colliding particle systems and its application	0
Correction	0
Hedging portfolio for a market model of degenerate diffusions	0
An almost sure central limit theorem for the parabolic Anderson model with delta initial condition	0
The value of the information in the Moral Hazard setting	0
Asymptotic properties for the parameter estimation in stochastic (functional) differential equations with Hölder drift	0
On weighted pseudo almost automorphic mild solutions for some mean field stochastic evolution equations	0
Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns	0
Complete convergence and complete moment convergence for weighted sums of random variables satisfying generalized Rosenthal type inequalities and an application	0
Total-current population-dependent branching processes: analysis via stochastic approximation	0
Uniform asymptotics for ruin probabilities of a time-dependent bidimensional renewal risk model with dependent subexponential claims	0
Different topological solution structures in a two-dimensional controlled ruin problem depending on the optimization criterion	0
Maximum principles for stochastic time-changed Volterra games	0
Convoluted fractional Poisson process of order k	0
Optimal dividend and risk control strategies for an insurer with two groups of reinsurers	0
Asymptotic behaviour of solutions to stochastic three-dimensional globally modified Navier–Stokes equations	0
Tempered exponential dichotomies for linear random evolution equations	0
Generalized Bernoulli process and fractional Poisson process	0
Optimal guaranteed estimation methods for the Cox–Ingersoll–Ross models	0
On the Hawkes process with different exciting functions	0
Solving stochastic equations with unbounded nonlinear perturbations	0
Pseudo almost periodic solutions in distribution for stochastic differential equations driven by Brownian and fractional Brownian motions	0
Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients	0
Limit theorems for a class of processes generalizing the U -empirical process	0
A large deviations principle for time averages of continuous-state branching processes with immigration	0
Convergence of densities of spatial averages of the parabolic Anderson model driven by colored noise	0
Erratum to integral representation of generalized grey Brownian motion	0
Scaling limits of bisexual Galton–Watson processes	0
Invariance of Brownian motion associated with past and future maxima	0
Risk-sensitive zero-sum games for continuous-time jump processes with unbounded rates and Borel spaces	0
Correction	0
Optimal controls problems for some impulsive stochastic integro-differential equations with state-dependent delay	0
Finite dimensional approximation to fractional stochastic integro-differential equations with non-instantaneous impulses	0
Ulam–Hyers–Rassias stability of neutral stochastic functional differential equations	0
Complete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectations	0
Exploration on the existence and exponential stability results for second-order impulsive stochastic differential equations with delays	0
The convergence properties for randomly weighted sums of the arrays of rowwise m -AANA random variables with related statistical application	0
Explicit correlations for the Hawkes processes	0
Asymptotic minimization of expected time to reach a large wealth level in an asset market game	0
Neutral stochastic hemivariational inequalities with impulses: existence and approximate controllability	0
Central limit theorem for bifurcating Markov chains: the mother-daughters triangles case	0
Harnack inequalities and ergodicity of stochastic reaction-diffusion equation in L p	0
The heat modulated infinite dimensional Heston model and its numerical approximation	0
Hitting times for sticky skew CIR process	0
Conditioning continuous-time Markov processes by guiding	0
On consistency for wavelet estimator of regression function based on biased samples under extended negatively dependence	0
On Lp-version of tempered Bohl–Perron theorem for infinite-dimensional random differential equations	0
On intermediate levels of a nested occupancy scheme in a random environment generated by stick-breaking II	0
Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion	0
Parisian ruin of Gaussian processes with random premium income	0
Stochastic evolution equations with Wick-analytic nonlinearities	0
Ornstein–Uhlenbeck processes in Hilbert space and autoregressive moving-average time series	0
Asymptotics and criticality for a space-dependent branching process	0
Finite-time ruin probability of a risk model with perturbation and subexponential main claims and by-claims	0
Functional central limit theorems for epidemic models with varying infectivity	0
Spread rate of spatially inhomogeneous branching symmetric stable processes	0
On 1-point densities for Arratia flows with drift	0
Adaptive importance sampling for multilevel Monte Carlo Euler method	0
Optimal exercise of American options under time-dependent Ornstein–Uhlenbeck processes	0
A large deviation principle for fluids of third grade	0
Large time behaviour of semilinear stochastic partial differential equations perturbed by a mixture of Brownian and fractional Brownian motions	0
Invariant measures of stochastic delay complex Ginzburg-Landau equations	0
Risk-sensitive discounted Markov decision processes with unbounded reward functions and Borel spaces	0

Martingale transformations of Brownian motion with application to functional equations	0
Small-time expansion for the density of a planar (quadratic) Langevin diffusion	0
Limiting distributions for particles near the frontier of spatially inhomogeneous branching symmetric α -stable processes	0
Low-dimensional Cox-Ingersoll-Ross process	0
Reflecting image-dependent SDEs in Wasserstein space and large deviation principle	0
On the Bahadur representation of sample quantiles for ρ -mixing random variables	0
Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach	0
Characterization and analysis of generalized grey incomplete gamma noise	0
Criteria for what makes a local optional martingale a true martingale	0
Moderate deviations of generalized N -urn Ehrenfest models	0
Oracle inequalities and upper bounds for kernel conditional U-statistics estimators on manifolds and more general metric spaces associated with operators	0
Approximating compound Poisson binomial distribution under 1-dependence	0
Existence and controllability results for impulsive stochastic integro-differential inclusions with infinite delay	0
Corrigendum of quadratic BSDEs with jumps and related PIDEs: Stochastics . 94 (3), 386–414, (2022)	0
Composition of approximations of two SDEs with jumps with non-finite Lévy measures	0
Effects of stochastic perturbations on a phytoplankton allelopathy competitive system	0
First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses	0
Utility maximization and change of variable formulas for time-changed dynamics	0
Principal-agent problem with multiple principals	0
Weak solution of a stochastic 3D nonlocal Cahn–Hilliard–Navier–Stokes systems with shear-dependent viscosity	0
On the random attractor for stochastic 2D hydrodynamical type equations with additive white noise	0
Large deviations of continuous Gaussian processes: from small noise to small time	0
Well-posedness for anticipated backward stochastic Schrödinger equations	0
Risk-hedging a European option with a convex risk measure and without no-arbitrage condition	0
Self-similar Gaussian Markov processes	0
Convergence to equilibrium for a class of exchange economies	0
Stochastic near-optimal controls for treatment and vaccination in a COVID-19 model with transmission incorporating Lévy jumps	0
Schwartz distributions approach to local volatility for asset exchange options in a Lévy-type stochastic integrals setting	0
Stochastic control model for chemotherapy of cancer	0
Weyl almost periodic solutions in distribution to a mean-field stochastic differential equation driven by fractional Brownian motion	0
Collective epidemics with asymptomatics and functional infection rates	0
Martingale representation on enlarged filtrations: the role of the accessible jump times	0
Limit laws for functionals of self-intersection symmetric α -stable processes	0
Theta-positive branching in varying environment	0
Dirichlet forms constructed from 2D quantum Bernoulli noises	0
Stochastic representation under filtration-consistent nonlinear expectations	0
On the large-time behaviour of affine Volterra processes	0
Volterra-type integral model for epidemic of COVID-19	0
Existence and upper semicontinuity of random attractors for the 2D stochastic convective Brinkman–Forchheimer equations in bounded domains	0
Girsanov theorem for multifractional Brownian processes	0
Conditional convergence modes for random sequences and Lévy's equivalence theorem in the conditional framework	0
On the strong laws of large numbers for double arrays of blockwise quasi-orthogonal random variables	0
Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences	0
A continuous-time N -interaction random graph model	0
The set of intersections of several independent Brownian motions on Carnot group	0
Exponential decay in mean square of mean-field neutral stochastic integrodifferential evolution equations: global attracting set and fractional Brownian motion	0
Exponential stability of impulsive fractional neutral stochastic integro-differential equations with nonlocal conditions	0
Dickman type stochastic processes with short- and long- range dependence	0
Pricing energy quanto options: a regime-switching framework with stochastic interest rates	0
Probabilistic representation of the parabolic stochastic variational inequality with Dirichlet–Neumann boundary and variational generalized backward doubly stochastic differential equations	0
Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations	0
Two generalizations of Mehler's formula in white noise analysis	0
Mean-field backward stochastic differential equations with mean reflection and nonlinear resistance	0
Introduction to the special issue on recent developments in stochastic analysis	0
Harnack inequalities and transition densities of multivalued stochastic differential equations with state-independent Markovian switching	0
Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes	0
On longest consecutive patterns in Markov chains	0