tandf: Stochastics: Table of ContentsTable of Contents for Stochastics. List of articles from both the latest and ahead of print issues.
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tandf: Stochastics: Table of Contentstandfen-USStochasticsStochasticshttps://www.tandfonline.com/cms/asset/86a6f47d-d202-41fa-bee5-accc87f0ef28/default_cover.jpg
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Risk-sensitive discounted Markov decision processes with unbounded reward functions and Borel spaces
https://www.tandfonline.com/doi/full/10.1080/17442508.2024.2314462?af=R
<a href="/toc/gssr20/96/1">Volume 96, Issue 1</a>, December 2024, Page 649-666<br/>. <br/>Volume 96, Issue 1, December 2024, Page 649-666<br/>. <br/>Risk-sensitive discounted Markov decision processes with unbounded reward functions and Borel spacesdoi:10.1080/17442508.2024.2314462Stochastics2024-03-12T06:36:28ZXin GuoSchool of Science, Sun Yat-sen University, Guangzhou, People's Republic of ChinaStochastics9616496662024-12-31T08:00:00Z2024-12-31T08:00:00Z10.1080/17442508.2024.2314462https://www.tandfonline.com/doi/full/10.1080/17442508.2024.2314462?af=RAsymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses
https://www.tandfonline.com/doi/full/10.1080/17442508.2024.2315272?af=R
<a href="/toc/gssr20/96/1">Volume 96, Issue 1</a>, December 2024, Page 667-695<br/>. <br/>Volume 96, Issue 1, December 2024, Page 667-695<br/>. <br/>Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net lossesdoi:10.1080/17442508.2024.2315272Stochastics2024-03-12T06:39:08ZHongxia WangQi SuYang YangSchool of Statistics and Data Science, Nanjing Audit University, Nanjing, Jiangsu, People's Republic of ChinaStochastics9616676952024-12-31T08:00:00Z2024-12-31T08:00:00Z10.1080/17442508.2024.2315272https://www.tandfonline.com/doi/full/10.1080/17442508.2024.2315272?af=RFirst-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses
https://www.tandfonline.com/doi/full/10.1080/17442508.2024.2315274?af=R
<a href="/toc/gssr20/96/1">Volume 96, Issue 1</a>, December 2024, Page 696-727<br/>. <br/>Volume 96, Issue 1, December 2024, Page 696-727<br/>. <br/>First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipsesdoi:10.1080/17442508.2024.2315274Stochastics2024-03-12T06:41:12ZAntonio Di CrescenzoVirginia GiornoAmelia G. NobileSerena Spinaa Dipartimento di Matematica, Università degli Studi di Salerno, Fisciano, Italyb Dipartimento di Informatica, Università degli Studi di Salerno, Fisciano, ItalyStochastics9616967272024-12-31T08:00:00Z2024-12-31T08:00:00Z10.1080/17442508.2024.2315274https://www.tandfonline.com/doi/full/10.1080/17442508.2024.2315274?af=RAsymptotic properties for the parameter estimation in stochastic (functional) differential equations with Hölder drift
https://www.tandfonline.com/doi/full/10.1080/17442508.2024.2320397?af=R
<a href="/toc/gssr20/96/1">Volume 96, Issue 1</a>, December 2024, Page 766-798<br/>. <br/>Volume 96, Issue 1, December 2024, Page 766-798<br/>. <br/>Asymptotic properties for the parameter estimation in stochastic (functional) differential equations with Hölder driftdoi:10.1080/17442508.2024.2320397Stochastics2024-03-12T06:41:34ZYanyan HuFubao XiMin Zhua School of Mathematics and Statistics, Beijing Institute of Technology, Beijing, People's Republic of Chinab College of Science, Hunan University of Technology, Zhuzhou, People's Republic of ChinaStochastics9617667982024-12-31T08:00:00Z2024-12-31T08:00:00Z10.1080/17442508.2024.2320397https://www.tandfonline.com/doi/full/10.1080/17442508.2024.2320397?af=RAsymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion
https://www.tandfonline.com/doi/full/10.1080/17442508.2024.2317286?af=R
<a href="/toc/gssr20/96/1">Volume 96, Issue 1</a>, December 2024, Page 728-765<br/>. <br/>Volume 96, Issue 1, December 2024, Page 728-765<br/>. <br/>Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusiondoi:10.1080/17442508.2024.2317286Stochastics2024-03-12T06:44:01ZRuonan YangJiangyan PengLei ZouSchool of Mathematical Sciences, University of Electronic Science and Technology of China, Chengdu, Sichuan, People's Republic of ChinaStochastics9617287652024-12-31T08:00:00Z2024-12-31T08:00:00Z10.1080/17442508.2024.2317286https://www.tandfonline.com/doi/full/10.1080/17442508.2024.2317286?af=RStochastic near-optimal controls for treatment and vaccination in a COVID-19 model with transmission incorporating Lévy jumps
https://www.tandfonline.com/doi/full/10.1080/17442508.2024.2320846?af=R
<a href="/toc/gssr20/96/1">Volume 96, Issue 1</a>, December 2024, Page 887-920<br/>. <br/>Volume 96, Issue 1, December 2024, Page 887-920<br/>. <br/>Stochastic near-optimal controls for treatment and vaccination in a COVID-19 model with transmission incorporating Lévy jumpsdoi:10.1080/17442508.2024.2320846Stochastics2024-03-12T06:43:47ZDriss BouggarMohamed El FatiniBouchra NasriRoger PeterssonIdriss Sekkaka CRM, GERAD, and Department of Decision Sciences, HEC Montreal (Quebec), Canadab Stochastic Modelling & Statistics group.Lab. PDEASG. Faculty of Sciences, Ibn Tofail University, BP 133, Kénitra, Moroccoc Département de médecine sociale et préventive, École de Santé Publique de l'Université de Montréal, Montreal(Quebec), Canadad Department of Mathematics, Linnæus University, Växjö, SwedenStochastics9618879202024-12-31T08:00:00Z2024-12-31T08:00:00Z10.1080/17442508.2024.2320846https://www.tandfonline.com/doi/full/10.1080/17442508.2024.2320846?af=RLimit theorems for a class of processes generalizing the U-empirical process
https://www.tandfonline.com/doi/full/10.1080/17442508.2024.2320402?af=R
<a href="/toc/gssr20/96/1">Volume 96, Issue 1</a>, December 2024, Page 799-845<br/>. <br/>Volume 96, Issue 1, December 2024, Page 799-845<br/>. <br/>Limit theorems for a class of processes generalizing the U-empirical processdoi:10.1080/17442508.2024.2320402Stochastics2024-03-12T06:46:14ZSalim BouzebdaInass SoukariehUniversité de technologie de Compiègne, LMAC (Laboratory of Applied Mathematics of Compiègne), Compiègne Cedex, FranceStochastics9617998452024-12-31T08:00:00Z2024-12-31T08:00:00Z10.1080/17442508.2024.2320402https://www.tandfonline.com/doi/full/10.1080/17442508.2024.2320402?af=RLower and upper bounds for the explosion times of a system of semilinear SPDEs
https://www.tandfonline.com/doi/full/10.1080/17442508.2024.2320403?af=R
<a href="/toc/gssr20/96/1">Volume 96, Issue 1</a>, December 2024, Page 846-886<br/>. <br/>Volume 96, Issue 1, December 2024, Page 846-886<br/>. <br/>Lower and upper bounds for the explosion times of a system of semilinear SPDEsdoi:10.1080/17442508.2024.2320403Stochastics2024-03-12T06:46:03ZS. SankarManil T. MohanS. Karthikeyana Department of Mathematics, Periyar University, Salem, Indiab Department of Mathematics, Indian Institute of Technology Roorkee, Roorkee, IndiaStochastics9618468862024-12-31T08:00:00Z2024-12-31T08:00:00Z10.1080/17442508.2024.2320403https://www.tandfonline.com/doi/full/10.1080/17442508.2024.2320403?af=ROptimal exercise of American options under time-dependent Ornstein–Uhlenbeck processes
https://www.tandfonline.com/doi/full/10.1080/17442508.2024.2325402?af=R
<a href="/toc/gssr20/96/1">Volume 96, Issue 1</a>, December 2024, Page 921-946<br/>. <br/>Volume 96, Issue 1, December 2024, Page 921-946<br/>. <br/>Optimal exercise of American options under time-dependent Ornstein–Uhlenbeck processesdoi:10.1080/17442508.2024.2325402Stochastics2024-03-12T06:46:11ZAbel AzzeBernardo D'AuriaEduardo García-Portuguésa Department of Quantitative Methods, CUNEF Universidad, Calle Pirineos, Madrid, Spainb Department of Mathematics ‘Tullio Levi Civita’, University of Padova, ItalyStochastics9619219462024-12-31T08:00:00Z2024-12-31T08:00:00Z10.1080/17442508.2024.2325402https://www.tandfonline.com/doi/full/10.1080/17442508.2024.2325402?af=RBounds for the expected supremum of some non-stationary Gaussian processes
https://www.tandfonline.com/doi/full/10.1080/17442508.2021.2018445?af=R
. <br/>. <br/>Bounds for the expected supremum of some non-stationary Gaussian processesdoi:10.1080/17442508.2021.2018445Stochastics2021-12-29T03:35:27ZHossein JafariYiqiang Q. Zhaoa Department of Mathematics, Chabahar Maritime University, Chabahar, Iranb School of Mathematics and Statistics, Carleton University, Ottawa, CanadaStochastics12310.1080/17442508.2021.2018445https://www.tandfonline.com/doi/full/10.1080/17442508.2021.2018445?af=RAsymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2236743?af=R
. <br/>. <br/>Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returnsdoi:10.1080/17442508.2023.2236743Stochastics2023-07-20T03:54:04ZZhangting ChenMingjun LiDongya ChengSchool of Mathematical Sciences, Soochow University, Suzhou, People's Republic of ChinaStochastics12110.1080/17442508.2023.2236743https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2236743?af=RConvergence of densities of spatial averages of the parabolic Anderson model driven by colored noise
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2238954?af=R
. <br/>. <br/>Convergence of densities of spatial averages of the parabolic Anderson model driven by colored noisedoi:10.1080/17442508.2023.2238954Stochastics2023-07-26T06:44:13ZSefika KuzgunDavid NualartDepartment of Mathematics, University of Kansas, Lawrence, KS, USAStochastics11710.1080/17442508.2023.2238954https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2238954?af=RHitting times for sticky skew CIR process
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2255341?af=R
. <br/>. <br/>Hitting times for sticky skew CIR processdoi:10.1080/17442508.2023.2255341Stochastics2023-09-08T06:02:43ZHaoyan ZhangYingxu TianCollege of Science Civil Aviation University of China, Tianjin, People's Republic of ChinaStochastics12010.1080/17442508.2023.2255341https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2255341?af=RCollective epidemics with asymptomatics and functional infection rates
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2254879?af=R
. <br/>. <br/>Collective epidemics with asymptomatics and functional infection ratesdoi:10.1080/17442508.2023.2254879Stochastics2023-09-08T06:03:40ZClaude LefèvreMatthieu Simona Département de Mathématique, Université Libre de Bruxelles, Bruxelles, Belgiumb Département de Mathématique, Université de Mons, Mons, BelgiumStochastics12210.1080/17442508.2023.2254879https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2254879?af=RThe asymptotic equipartition property for a special Markov random field
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2255340?af=R
. <br/>. <br/>The asymptotic equipartition property for a special Markov random fielddoi:10.1080/17442508.2023.2255340Stochastics2023-09-11T10:07:28ZZhiyan ShiXiaoyu ZhuSchool of Mathematical Sciences, Jiangsu University, Zhenjiang, People's Republic of ChinaStochastics12410.1080/17442508.2023.2255340https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2255340?af=RMalliavin derivative of Teugels martingales and mean-field type stochastic maximum principle
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2256506?af=R
. <br/>. <br/>Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principledoi:10.1080/17442508.2023.2256506Stochastics2023-09-11T10:07:29ZGaofeng ZongSchool of Statistics and Mathematics, Shandong University of Finance and Economics, Jinan, People's Republic of ChinaStochastics12010.1080/17442508.2023.2256506https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2256506?af=RSolving stochastic equations with unbounded nonlinear perturbations
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2258248?af=R
. <br/>. <br/>Solving stochastic equations with unbounded nonlinear perturbationsdoi:10.1080/17442508.2023.2258248Stochastics2023-09-14T06:02:14ZMohamed FkirineSaid HaddDepartment of Mathematics, Faculty of Sciences, Ibn Zohr University, Agadir, MoroccoStochastics12610.1080/17442508.2023.2258248https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2258248?af=RAsymptotics and criticality for a space-dependent branching process
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2256922?af=R
. <br/>. <br/>Asymptotics and criticality for a space-dependent branching processdoi:10.1080/17442508.2023.2256922Stochastics2023-09-14T06:02:26ZIlie GrigorescuMin Kanga Department of Mathematics, University of Miami, Coral Gables, FL, USAb Department of Mathematics, North Carolina State University, Raleigh, NC, USAStochastics12610.1080/17442508.2023.2256922https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2256922?af=RAveraging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2258250?af=R
. <br/>. <br/>Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motionsdoi:10.1080/17442508.2023.2258250Stochastics2023-09-16T11:24:50ZBin PeiYong XuMin Hana School of Mathematics and Statistics, Northwestern Polytechnical University, Xi'an, People's Republic of Chinab Chongqing Technology Innovation Center, Northwestern Polytechnical University, Chongqing, People's Republic of Chinac MOE Key Laboratory for Complexity Science in Aerospace, Northwestern Polytechnical University, Xi'an, People's Republic of Chinad School of Mathematics, Xi'an University of Finance and Economics, Xi'an, People's Republic of ChinaStochastics13110.1080/17442508.2023.2258250https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2258250?af=RA recursive representation for decoupling time-state dependent jumps from jump-diffusion processes
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2259534?af=R
. <br/>. <br/>A recursive representation for decoupling time-state dependent jumps from jump-diffusion processesdoi:10.1080/17442508.2023.2259534Stochastics2023-09-25T06:31:07ZQinjing QiuReiichiro Kawaia School of Mathematics and Statistics, University of Sydney, NSW, Australiab Graduate School of Arts and Sciences / Mathematics and Informatics Center, The University of Tokyo, Tokyo, JapanStochastics14110.1080/17442508.2023.2259534https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2259534?af=RComplete f-moment convergence for sums of asymptotically almost negatively associated random variables with statistical applications
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2263606?af=R
. <br/>. <br/>Complete f-moment convergence for sums of asymptotically almost negatively associated random variables with statistical applicationsdoi:10.1080/17442508.2023.2263606Stochastics2023-10-04T11:00:49ZHoulin ZhouChao LuXuejun WangSchool of Big Data and Statistics, Anhui University, Hefei, People's Republic of ChinaStochastics12510.1080/17442508.2023.2263606https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2263606?af=RInfinite horizon impulse control of stochastic functional differential equations driven by Lévy processes
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2262666?af=R
. <br/>. <br/>Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processesdoi:10.1080/17442508.2023.2262666Stochastics2023-10-04T12:27:22ZM. PerningeDepartment of Physics and Electrical Engineering, Linnaeus University, Växjö, SwedenStochastics14110.1080/17442508.2023.2262666https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2262666?af=RWell-posedness for anticipated backward stochastic Schrödinger equations
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2279316?af=R
. <br/>. <br/>Well-posedness for anticipated backward stochastic Schrödinger equationsdoi:10.1080/17442508.2023.2279316Stochastics2023-11-09T08:55:51ZZhang ChenLi Yanga School of Mathematics, Shandong University, Jinan, Shandong, People's Republic of Chinab School of Mathematical Sciences, Tiangong University, Tianjin, People's Republic of ChinaStochastics12110.1080/17442508.2023.2279316https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2279316?af=RMonotone iterative technique for evolution equations with delay and nonlocal conditions in ordered Banach space
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2280693?af=R
. <br/>. <br/>Monotone iterative technique for evolution equations with delay and nonlocal conditions in ordered Banach spacedoi:10.1080/17442508.2023.2280693Stochastics2023-11-14T02:06:23ZHaide GouDepartment of Mathematics, Northwest Normal University, Lanzhou, People's Republic of ChinaStochastics12410.1080/17442508.2023.2280693https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2280693?af=RLarge deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2282160?af=R
. <br/>. <br/>Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equationsdoi:10.1080/17442508.2023.2282160Stochastics2023-11-16T01:16:10ZHuijie QiaoShengqing ZhuSchool of Mathematics, Southeast University, Nanjing, People's Republic of ChinaStochastics11910.1080/17442508.2023.2282160https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2282160?af=RStationary, Markov, stochastic processes with polynomial conditional moments and continuous paths
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2254880?af=R
. <br/>. <br/>Stationary, Markov, stochastic processes with polynomial conditional moments and continuous pathsdoi:10.1080/17442508.2023.2254880Stochastics2023-11-21T07:42:19ZPaweł J. SzabłowskiDepartment of Mathematics and Information Sciences, Warsaw University of Technology, Warsaw, PolandStochastics12110.1080/17442508.2023.2254880https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2254880?af=RTwo-sided Poisson control of linear diffusions
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2256923?af=R
. <br/>. <br/>Two-sided Poisson control of linear diffusionsdoi:10.1080/17442508.2023.2256923Stochastics2023-11-27T10:41:27ZHarto SaarinenDepartment of Mathematics and Statistics, University of Turku, Turun, Yliopisto, FinlandStochastics12410.1080/17442508.2023.2256923https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2256923?af=RDifferent topological solution structures in a two-dimensional controlled ruin problem depending on the optimization criterion
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2284194?af=R
. <br/>. <br/>Different topological solution structures in a two-dimensional controlled ruin problem depending on the optimization criteriondoi:10.1080/17442508.2023.2284194Stochastics2023-12-05T10:07:03ZPeter GranditsMaike Kleina TU Wien, Institute of Statistics and Mathematical Methods in Economics, Wien, Austriab Department of Mathematics, Christian-Albrechts-Universität zu Kiel, Kiel, GermanyStochastics12510.1080/17442508.2023.2284194https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2284194?af=RThe Donsker delta function and local time for McKean–Vlasov processes and applications
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2286252?af=R
. <br/>. <br/>The Donsker delta function and local time for McKean–Vlasov processes and applicationsdoi:10.1080/17442508.2023.2286252Stochastics2023-12-06T06:20:42ZNacira AgramBernt Øksendala Department of Mathematics, KTH Royal Institute of Technology, Stockholm, Swedenb Department of Mathematics, University of Oslo, Oslo, NorwayStochastics11810.1080/17442508.2023.2286252https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2286252?af=RComplete convergence and complete moment convergence for weighted sums of random variables satisfying generalized Rosenthal type inequalities and an application
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2298861?af=R
. <br/>. <br/>Complete convergence and complete moment convergence for weighted sums of random variables satisfying generalized Rosenthal type inequalities and an applicationdoi:10.1080/17442508.2023.2298861Stochastics2024-01-02T07:46:23ZXiaoqian ZhengChunhua WangXuejun Wanga School of Big Data and Statistics, Anhui University, Hefei, People's Republic of Chinab School of Information Engineering, Anhui University of Chinese Medicine, Hefei, People's Republic of ChinaStochastics13210.1080/17442508.2023.2298861https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2298861?af=ROn the S-asymptotically ω-periodic mild solutions for multi-term time fractional measure integro-differential equations
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2300290?af=R
. <br/>. <br/>On the S-asymptotically ω-periodic mild solutions for multi-term time fractional measure integro-differential equationsdoi:10.1080/17442508.2023.2300290Stochastics2024-01-08T03:41:03ZHaide GouDepartment of Mathematics, Northwest Normal University, Lanzhou, People's Republic of ChinaStochastics12310.1080/17442508.2023.2300290https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2300290?af=RCentral limit theorem for bifurcating Markov chains: the mother-daughters triangles case
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2295847?af=R
. <br/>. <br/>Central limit theorem for bifurcating Markov chains: the mother-daughters triangles casedoi:10.1080/17442508.2023.2295847Stochastics2024-01-08T03:46:16ZS. Valère Bitseki PendaInstitut de Mathématiques de Bourgogne, UMR 5584 CNRS, Université Bourgogne, Dijon, FranceStochastics12210.1080/17442508.2023.2295847https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2295847?af=ROn weighted pseudo almost automorphic mild solutions for some mean field stochastic evolution equations
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2283554?af=R
. <br/>. <br/>On weighted pseudo almost automorphic mild solutions for some mean field stochastic evolution equationsdoi:10.1080/17442508.2023.2283554Stochastics2024-01-10T01:38:07ZMoustapha DieyeAmadou DiopMamadou Moustapha MbayeMark A. McKibbena Département Tronc commun, École Polytechnique de Thiès, Thiès, Sénégalb Laboratoire d'Analyse Numérique et Informatique,Université Gaston Berger de Saint-Louis, Département de Mathématiques, UFR SAT, Saint-Louis, Sénégalc Département de Mathématiques, Faculté des Sciences et Technique, Université Cheikh Anta Diop, Dakar-Fann, Senegald Department of Mathematics, West Chester University, West Chester, PA, USAStochastics14010.1080/17442508.2023.2283554https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2283554?af=RLow-dimensional Cox-Ingersoll-Ross process
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2300291?af=R
. <br/>. <br/>Low-dimensional Cox-Ingersoll-Ross processdoi:10.1080/17442508.2023.2300291Stochastics2024-01-11T05:19:12ZYuliya MishuraAndrey PilipenkoAnton Yurchenko-Tytarenkoa Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv, Ukraineb Division of Mathematics and Physics, Mälardalen University, Västerås, Swedenc Institute of Mathematics, National Academy of Sciences of Ukraine, Kyiv, Ukrained Igor Sikorsky Kyiv Polytechnic Institute, Kyiv, Ukrainee Department of Mathematics, University of Oslo, Oslo, NorwayStochastics12110.1080/17442508.2023.2300291https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2300291?af=RA continuous-time N-interaction random graph model
https://www.tandfonline.com/doi/full/10.1080/17442508.2023.2281585?af=R
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