发布求助
文献互助 智能选刊 最新文献

Stochastics最新文献

筛选
英文 中文
Existence and exponential stability in pth moment of non-autonomous stochastic integro-differential equations 非自治随机积分微分方程 pth 矩的存在性和指数稳定性
Stochastics Pub Date : 2024-08-07 DOI: 10.1080/17442508.2024.2387092
Papa Ali Thiam, Mamadou Abdoul Diop, Ramkumar Kasinathan, Ravikumar Kasinathan
{"title":"Existence and exponential stability in pth moment of non-autonomous stochastic integro-differential equations","authors":"Papa Ali Thiam, Mamadou Abdoul Diop, Ramkumar Kasinathan, Ravikumar Kasinathan","doi":"10.1080/17442508.2024.2387092","DOIUrl":"https://doi.org/10.1080/17442508.2024.2387092","url":null,"abstract":"This study is concerned with the existence and exponential stability of solutions of non-autonomous neutral stochastic integro-differential equations with delay; the linear part of this equation is...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"3 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141940844","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Characterization and analysis of generalized grey incomplete gamma noise 广义灰色不完全伽马噪声的特征和分析
Stochastics Pub Date : 2024-07-30 DOI: 10.1080/17442508.2024.2383619
W. Bock, Lorenzo Cristofaro
{"title":"Characterization and analysis of generalized grey incomplete gamma noise","authors":"W. Bock, Lorenzo Cristofaro","doi":"10.1080/17442508.2024.2383619","DOIUrl":"https://doi.org/10.1080/17442508.2024.2383619","url":null,"abstract":"The grey incomplete gamma distributions was established by one of the authors in a previous publication. In this article we use the Kondratiev characterization theorem to identify those via a suita...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"372 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-07-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141941040","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The set of intersections of several independent Brownian motions on Carnot group 卡诺群上几个独立布朗运动的交集集
Stochastics Pub Date : 2024-06-23 DOI: 10.1080/17442508.2024.2365923
Oleksii Rudenko
{"title":"The set of intersections of several independent Brownian motions on Carnot group","authors":"Oleksii Rudenko","doi":"10.1080/17442508.2024.2365923","DOIUrl":"https://doi.org/10.1080/17442508.2024.2365923","url":null,"abstract":"In this paper the existence of intersections for functions of several Brownian motions on the Carnot group is studied. A condition is presented for the existence of such intersections with Probabil...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"348 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-06-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141508865","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Weyl almost periodic solutions in distribution to a mean-field stochastic differential equation driven by fractional Brownian motion 由分数布朗运动驱动的均场随机微分方程的韦尔几乎周期分布解
Stochastics Pub Date : 2024-06-12 DOI: 10.1080/17442508.2024.2365215
Yongkun Li, Bing Li
{"title":"Weyl almost periodic solutions in distribution to a mean-field stochastic differential equation driven by fractional Brownian motion","authors":"Yongkun Li, Bing Li","doi":"10.1080/17442508.2024.2365215","DOIUrl":"https://doi.org/10.1080/17442508.2024.2365215","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"132 38","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-06-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141351342","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Large deviation principles and Malliavin derivative for mean reflected stochastic differential equations 均值反映随机微分方程的大偏差原理和马利亚文导数
Stochastics Pub Date : 2024-06-10 DOI: 10.1080/17442508.2024.2365216
Ping Chen, Jianliang Zhai
{"title":"Large deviation principles and Malliavin derivative for mean reflected stochastic differential equations","authors":"Ping Chen, Jianliang Zhai","doi":"10.1080/17442508.2024.2365216","DOIUrl":"https://doi.org/10.1080/17442508.2024.2365216","url":null,"abstract":"In this paper, we consider a class of reflected stochastic differential equations for which the constraint is not on the paths of the solution but on its law. We establish a small noise large devia...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"73 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-06-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141508866","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Discounted nonzero-sum optimal stopping games under Poisson random intervention times 泊松随机干预时间下的贴现非零和最优停止博弈
Stochastics Pub Date : 2024-06-04 DOI: 10.1080/17442508.2024.2360941
P. Gapeev
{"title":"Discounted nonzero-sum optimal stopping games under Poisson random intervention times","authors":"P. Gapeev","doi":"10.1080/17442508.2024.2360941","DOIUrl":"https://doi.org/10.1080/17442508.2024.2360941","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"3 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-06-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141266166","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A closed-measure approach to stochastic approximation 随机逼近的封闭测量方法
Stochastics Pub Date : 2024-05-29 DOI: 10.1080/17442508.2024.2353278
Pascal Bianchi, Rodolfo Rios-Zertuche
{"title":"A closed-measure approach to stochastic approximation","authors":"Pascal Bianchi, Rodolfo Rios-Zertuche","doi":"10.1080/17442508.2024.2353278","DOIUrl":"https://doi.org/10.1080/17442508.2024.2353278","url":null,"abstract":"This paper introduces a new method to tackle the issue of the almost sure convergence of stochastic approximation algorithms defined from a differential inclusion. Under the assumption of slowly de...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"43 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141550704","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On consistency for wavelet estimator of regression function based on biased samples under extended negatively dependence 论扩展负相关条件下基于偏差样本的回归函数小波估计器的一致性
Stochastics Pub Date : 2024-05-21 DOI: 10.1080/17442508.2024.2356181
Yuncai Yu, Lin Liu
{"title":"On consistency for wavelet estimator of regression function based on biased samples under extended negatively dependence","authors":"Yuncai Yu, Lin Liu","doi":"10.1080/17442508.2024.2356181","DOIUrl":"https://doi.org/10.1080/17442508.2024.2356181","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"11 3","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141118610","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Uniform asymptotics for a risk model with constant force of interest and a random number of delayed claims 具有恒定利益力和随机延迟索赔次数的风险模型的均匀渐近论
Stochastics Pub Date : 2024-05-16 DOI: 10.1080/17442508.2024.2353869
Xijun Liu, Qingwu Gao, Yiyang Chen
{"title":"Uniform asymptotics for a risk model with constant force of interest and a random number of delayed claims","authors":"Xijun Liu, Qingwu Gao, Yiyang Chen","doi":"10.1080/17442508.2024.2353869","DOIUrl":"https://doi.org/10.1080/17442508.2024.2353869","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"39 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140971564","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Solvability and optimal control for second-order stochastic differential systems under the influence of delay and impulses 延迟和脉冲影响下二阶随机微分系统的可解性和最优控制
Stochastics Pub Date : 2024-05-16 DOI: 10.1080/17442508.2024.2352072
Ravikumar Kasinathan, Ramkumar Kasinathan, Varshini Sandrasekaran, Rajesh Dhayal
{"title":"Solvability and optimal control for second-order stochastic differential systems under the influence of delay and impulses","authors":"Ravikumar Kasinathan, Ramkumar Kasinathan, Varshini Sandrasekaran, Rajesh Dhayal","doi":"10.1080/17442508.2024.2352072","DOIUrl":"https://doi.org/10.1080/17442508.2024.2352072","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"107 12","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140968214","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信