Stochastic Analysis and Applications
Latest Publications

TOTAL DOCUMENTS

2046

(FIVE YEARS 147)

H-INDEX

40

(FIVE YEARS 2)

Published By Informa Uk (Taylor & Francis)

1532-9356, 0736-2994

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Gaussian and hermite Ornstein–Uhlenbeck processes

Stochastic Analysis and Applications ◽

10.1080/07362994.2021.2022495 ◽

2022 ◽

pp. 1-30

Author(s):

Khalifa Es-Sebaiy

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Numerical approximations of coupled forward–backward SPDEs

Stochastic Analysis and Applications ◽

10.1080/07362994.2021.2011318 ◽

2021 ◽

pp. 1-36

Author(s):

Hasib Uddin Molla ◽

Jinniao Qiu

Keyword(s):

Numerical Approximations

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The first-passage area of Ornstein-Uhlenbeck process revisited

Stochastic Analysis and Applications ◽

10.1080/07362994.2021.2018335 ◽

2021 ◽

pp. 1-19

Author(s):

Mario Abundo

Keyword(s):

First Passage ◽

Uhlenbeck Process ◽

Ornstein Uhlenbeck Process

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Correction

Stochastic Analysis and Applications ◽

10.1080/07362994.2021.2010422 ◽

2021 ◽

pp. 1-1

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Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space

Stochastic Analysis and Applications ◽

10.1080/07362994.2021.2013889 ◽

2021 ◽

pp. 1-31

Author(s):

Subrata Golui ◽

Chandan Pal

Keyword(s):

Markov Decision Processes ◽

Continuous Time ◽

Decision Processes ◽

General State ◽

Zero Sum Games ◽

Cost Criterion ◽

Risk Sensitive ◽

Markov Decision ◽

General State Space ◽

Zero Sum

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Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero

Stochastic Analysis and Applications ◽

10.1080/07362994.2021.2011317 ◽

2021 ◽

pp. 1-15

Author(s):

Kamal Hiderah

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Local Time ◽

Pathwise Uniqueness ◽

Uniqueness Of Solutions

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Large deviation principle for occupation measures of two dimensional stochastic convective Brinkman-Forchheimer equations

Stochastic Analysis and Applications ◽

10.1080/07362994.2021.2005626 ◽

2021 ◽

pp. 1-43

Author(s):

Ankit Kumar ◽

Manil T. Mohan

Keyword(s):

Large Deviation Principle ◽

Large Deviation ◽

Two Dimensional ◽

Deviation Principle ◽

Occupation Measures

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Input-to-state stability for large-scale stochastic impulsive systems with state delay

Stochastic Analysis and Applications ◽

10.1080/07362994.2021.2002164 ◽

2021 ◽

pp. 1-32

Author(s):

Mohamad S. Alwan ◽

Xinzhi Liu ◽

Taghreed G. Sugati ◽

Humeyra Kiyak

Keyword(s):

Large Scale ◽

Impulsive Systems ◽

State Delay

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Operator-stable-like processes

Stochastic Analysis and Applications ◽

10.1080/07362994.2021.2002165 ◽

2021 ◽

pp. 1-29

Author(s):

Peter Scheffler ◽

Alexander Schnurr ◽

Daniel Schulte

Keyword(s):

Operator Stable

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Large deviation principle for additive functionals of semi-Markov processes

Stochastic Analysis and Applications ◽

10.1080/07362994.2021.2007777 ◽

2021 ◽

pp. 1-19

Author(s):

Adina Oprisan

Keyword(s):

Markov Processes ◽

Large Deviation Principle ◽

Large Deviation ◽

Additive Functionals ◽

Deviation Principle ◽

Semi Markov Processes

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