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Refinado por: Nome da Publicação: Stochastics remover
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1
First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses
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First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses

Di Crescenzo, Antonio ; Giorno, Virginia ; Nobile, Amelia G. ; Spina, Serena

Stochastics (Abingdon, Eng. : 2005), 2024-12, Vol.96 (1), p.696-727 [Periódico revisado por pares]

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2
Optimal exercise of American options under time-dependent Ornstein–Uhlenbeck processes
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Optimal exercise of American options under time-dependent Ornstein–Uhlenbeck processes

Azze, Abel ; D'Auria, Bernardo ; García-Portugués, Eduardo

Stochastics (Abingdon, Eng. : 2005), 2024-12, Vol.96 (1), p.921-946 [Periódico revisado por pares]

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3
Low-dimensional Cox-Ingersoll-Ross process
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Low-dimensional Cox-Ingersoll-Ross process

Mishura, Yuliya ; Pilipenko, Andrey ; Yurchenko-Tytarenko, Anton

Stochastics (Abingdon, Eng. : 2005), 2024, p.1-21 [Periódico revisado por pares]

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4
Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths
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Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths

Szabłowski, Paweł J.

Stochastics (Abingdon, Eng. : 2005), 2023-11, p.1-21 [Periódico revisado por pares]

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5
Persistence and extinction of a modified LG-Holling type II predator-prey model with two competitive predators and Lévy jumps
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Persistence and extinction of a modified LG-Holling type II predator-prey model with two competitive predators and Lévy jumps

Gao, Yongxin ; Yang, Fan

Stochastics (Abingdon, Eng. : 2005), 2023-10, Vol.95 (7), p.1241-1259 [Periódico revisado por pares]

Abingdon: Taylor & Francis

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6
Existence and upper semicontinuity of random attractors for the 2D stochastic convective Brinkman-Forchheimer equations in bounded domains
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Existence and upper semicontinuity of random attractors for the 2D stochastic convective Brinkman-Forchheimer equations in bounded domains

Kinra, K. ; Mohan, M. T.

Stochastics (Abingdon, Eng. : 2005), 2023-08, Vol.95 (6), p.1042-1077 [Periódico revisado por pares]

Abingdon: Taylor & Francis

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7
Two generalizations of Mehler's formula in white noise analysis
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Two generalizations of Mehler's formula in white noise analysis

Bock, Wolfgang ; Bock, Maximilian

Stochastics (Abingdon, Eng. : 2005), 2023-05, Vol.95 (4), p.501-520 [Periódico revisado por pares]

Abingdon: Taylor & Francis

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8
On the random attractor for stochastic 2D hydrodynamical type equations with additive white noise
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On the random attractor for stochastic 2D hydrodynamical type equations with additive white noise

Da, Nguyen Tien ; Van Loi, Do

Stochastics (Abingdon, Eng. : 2005), 2023-04, Vol.95 (3), p.356-376 [Periódico revisado por pares]

Abingdon: Taylor & Francis

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9
Generalized Wiener-Hermite integrals and rough non-Gaussian Ornstein-Uhlenbeck process
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Generalized Wiener-Hermite integrals and rough non-Gaussian Ornstein-Uhlenbeck process

Assaad, Obayda ; Diez, Charles-Phillipe ; Tudor, Ciprian A.

Stochastics (Abingdon, Eng. : 2005), 2023-02, Vol.95 (2), p.191-210 [Periódico revisado por pares]

Abingdon: Taylor & Francis

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10
Standard and fractional reflected Ornstein-Uhlenbeck processes as the limits of square roots of Cox-Ingersoll-Ross processes
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Standard and fractional reflected Ornstein-Uhlenbeck processes as the limits of square roots of Cox-Ingersoll-Ross processes

Mishura, Yuliya ; Yurchenko-Tytarenko, Anton

Stochastics (Abingdon, Eng. : 2005), 2023-01, Vol.95 (1), p.99-117 [Periódico revisado por pares]

Abingdon: Taylor & Francis

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