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Uniform large deviations for stochastic Burgers–Huxley equation driven by multiplicative noise 乘法噪声驱动的随机伯格斯-赫胥黎方程的均匀大偏差
Stochastics Pub Date : 2024-05-13 DOI: 10.1080/17442508.2024.2350604
Hui Guo, Xiliang Li, Jin Ma
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引用次数: 0
On the optimality of stepwise policies for managing capacity, inventory and backorders 论管理产能、库存和滞销订单的逐步政策的最优性
Stochastics Pub Date : 2024-05-13 DOI: 10.1080/17442508.2024.2351148
Melda Ormeci Matoglu, John H. Vande Vate
{"title":"On the optimality of stepwise policies for managing capacity, inventory and backorders","authors":"Melda Ormeci Matoglu, John H. Vande Vate","doi":"10.1080/17442508.2024.2351148","DOIUrl":"https://doi.org/10.1080/17442508.2024.2351148","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"11 17","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140982293","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
Complete moment convergence for widely orthant dependent random variables 广正交依存随机变量的完全矩收敛
Stochastics Pub Date : 2024-05-06 DOI: 10.1080/17442508.2024.2349666
Yongfeng Wu
{"title":"Complete moment convergence for widely orthant dependent random variables","authors":"Yongfeng Wu","doi":"10.1080/17442508.2024.2349666","DOIUrl":"https://doi.org/10.1080/17442508.2024.2349666","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"13 3","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141008782","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
Stochastic evolution equations with Wick-analytic nonlinearities 具有威克分析非线性的随机演化方程
Stochastics Pub Date : 2024-05-06 DOI: 10.1080/17442508.2024.2347844
Tijana Levajković, Stevan Pilipović, Dora Seleši, Milica Žigić
{"title":"Stochastic evolution equations with Wick-analytic nonlinearities","authors":"Tijana Levajković, Stevan Pilipović, Dora Seleši, Milica Žigić","doi":"10.1080/17442508.2024.2347844","DOIUrl":"https://doi.org/10.1080/17442508.2024.2347844","url":null,"abstract":"We study nonlinear stochastic partial differential equations with Wick-analytic type nonlinearities set in the framework of white noise analysis. These equations include the stochastic Fisher–KPP e...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"26 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141149064","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
Invariant measures of stochastic delay complex Ginzburg-Landau equations 随机延迟复合金兹堡-朗道方程的不变量纲
Stochastics Pub Date : 2024-05-05 DOI: 10.1080/17442508.2024.2347849
Die Ren, Ji Shu, Aili Liu, Yanyan Zou
{"title":"Invariant measures of stochastic delay complex Ginzburg-Landau equations","authors":"Die Ren, Ji Shu, Aili Liu, Yanyan Zou","doi":"10.1080/17442508.2024.2347849","DOIUrl":"https://doi.org/10.1080/17442508.2024.2347849","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"325 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141012020","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
Effects of stochastic perturbations on a phytoplankton allelopathy competitive system 随机扰动对浮游植物等位竞争系统的影响
Stochastics Pub Date : 2024-05-05 DOI: 10.1080/17442508.2024.2347840
Guangbin Wang, Jingliang Lv, Xiaoling Zou
{"title":"Effects of stochastic perturbations on a phytoplankton allelopathy competitive system","authors":"Guangbin Wang, Jingliang Lv, Xiaoling Zou","doi":"10.1080/17442508.2024.2347840","DOIUrl":"https://doi.org/10.1080/17442508.2024.2347840","url":null,"abstract":"In this paper, we investigate stochastic models of two species competitive phytoplankton system with allelopathic interaction. We construct stochastic models from deterministic models by introducin...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"25 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140884330","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
Erratum for ‘Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility’ 随机波动率条件下期权定价的混合解的闭式近似》勘误表
Stochastics Pub Date : 2024-04-03 DOI: 10.1080/17442508.2024.2329129
Kaustav Das, Nicolas Langrené
{"title":"Erratum for ‘Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility’","authors":"Kaustav Das, Nicolas Langrené","doi":"10.1080/17442508.2024.2329129","DOIUrl":"https://doi.org/10.1080/17442508.2024.2329129","url":null,"abstract":"The purpose of this Erratum is to remedy a minor mistake in Theorems 5.4 and Corollary 5.3 in the article ‘Closed-form approximations for option pricing under stochastic volatility’ [K. Das and N. ...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"11 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-04-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140595821","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
Finite dimensional approximation to fractional stochastic integro-differential equations with non-instantaneous impulses 非瞬时脉冲分式随机积分微分方程的有限维近似值
Stochastics Pub Date : 2024-04-03 DOI: 10.1080/17442508.2024.2334050
Shahin Ansari, Muslim Malik
{"title":"Finite dimensional approximation to fractional stochastic integro-differential equations with non-instantaneous impulses","authors":"Shahin Ansari, Muslim Malik","doi":"10.1080/17442508.2024.2334050","DOIUrl":"https://doi.org/10.1080/17442508.2024.2334050","url":null,"abstract":"This manuscript proposes a class of fractional stochastic integro-differential equations (FSIDEs) with non-instantaneous impulses in an arbitrary separable Hilbert space. We use a projection scheme...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"26 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-04-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140596147","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
Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion 具有一般投资收益和扩散性的依赖性延迟索赔风险模型毁灭概率的渐近论
Stochastics Pub Date : 2024-03-12 DOI: 10.1080/17442508.2024.2317286
Ruonan Yang, Jiangyan Peng, Lei Zou
{"title":"Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion","authors":"Ruonan Yang, Jiangyan Peng, Lei Zou","doi":"10.1080/17442508.2024.2317286","DOIUrl":"https://doi.org/10.1080/17442508.2024.2317286","url":null,"abstract":"In this paper, we study a delayed-claim insurance risk model perturbed by diffusion with general investment returns, in which each main claim may induce a delayed claim. Assume that the main claim ...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"9 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140128959","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
Lower and upper bounds for the explosion times of a system of semilinear SPDEs 半线性 SPDE 系统爆炸时间的下限和上限
Stochastics Pub Date : 2024-03-12 DOI: 10.1080/17442508.2024.2320403
S. Sankar, Manil T. Mohan, S. Karthikeyan
{"title":"Lower and upper bounds for the explosion times of a system of semilinear SPDEs","authors":"S. Sankar, Manil T. Mohan, S. Karthikeyan","doi":"10.1080/17442508.2024.2320403","DOIUrl":"https://doi.org/10.1080/17442508.2024.2320403","url":null,"abstract":"In this paper, we obtain lower and upper bounds for the blow-up times for a system of semilinear stochastic partial differential equations. Under suitable assumptions, lower and upper bounds of the...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"15 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140128961","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
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