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Stochastics: an international journal of probability and stochastic processes

Taylor & Francis Online

Finance & Accounting
ABDC B
Abstract coverage—see Methodology
Recent paperssorted by most recent
PaperYearCitations
Linear short rate model with several delays
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Robust stochastic orders and applications to elliptical distributions under parametric ambiguity
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On a discrete approximation of a skew stable Lévy process
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Fractional linear birth-death process involving Hilfer-Prabhakar derivative
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Caputo stochastic fractional differential equations: Carathéodory scheme and weak convergence
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Linear short rate model with several delays
Álvaro Guinea Juliá & Alet Roux
20260 citations
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Mengting Cui & Cheng Hu
20260 citations
A Schauder–Tychonoff fixed-point approach for nonlinear Lévy driven reaction–diffusion systems
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Applications of the perturbation formula for Poisson processes to elementary and geometric probability
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Second-order asymptotics for randomly weighted sums of dependent subexponential random variables with applications to insurance
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On the stochastic 3D globally modified Navier–Stokes equations with finite delays
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Point process approach to the winner problem
Youri Davydov & Vladimir I. Rotar
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Limit of higher-order moments for a class of diffusions in ℝ
Chuong Hoang Lam & Nhan Hoai Le
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Contraction rates for quantum exclusion semigroups in Wasserstein-1 distance
Jinshu Chen & Jie Hao
20260 citations
On the Hawkes process with different exciting functions
Behzad Mehrdad & Lingjiong Zhu
202510 citations
Dickman type stochastic processes with short- and long- range dependence
Danijel Grahovac et al.
20253 citations
Generalized Bernoulli process and fractional Poisson process
Jeonghwa Lee
20253 citations
Optimal guaranteed estimation methods for the Cox–Ingersoll–Ross models
Mohamed Ben Alaya et al.
20252 citations
Neutral stochastic hemivariational inequalities with impulses: existence and approximate controllability
S. Vivek et al.
20252 citations

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