Stochasticsжурнал

Статьи, опубликованные в журнале

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  • 2018 Probabilistic solutions to nonlinear fractional differential equations of generalized Caputo and Riemann–Liouville type
  • Hernández-Hernández M.E., Kolokoltsov V.N.
  • в журнале Stochastics, издательство Gordon and Breach Science Publishers (Switzerland), том 90, № 2, с. 224-255 DOI
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  • 2017 An approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space
  • Basna R., Hilbert A., Kolokoltsov V.N.
  • в журнале Stochastics, издательство Gordon and Breach Science Publishers (Switzerland), том 89, № 6-7, с. 967-993 DOI
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  • 2015 Bounds for expected maxima of Gaussian processes and their discrete approximations
  • Borovkov K., Mishura Yu, Novikov A., Zhitlukhin M.
  • в журнале Stochastics, издательство Gordon and Breach Science Publishers (Switzerland), с. 1-17
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  • 2013 Controlled random fields, von Neumann–Gale dynamics and multimarket hedging with risk
  • Evstigneev I.V., Zhitlukhin M.V.
  • в журнале Stochastics, издательство Gordon and Breach Science Publishers (Switzerland), том 85, № 4, с. 652-666
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  • 2012 Uniform asymptotic bounds for the heat kernel and the trace of a stochastic geodesic flow
  • Albeverio S., Hilbert A., Kolokoltsov V.
  • в журнале Stochastics, издательство Gordon and Breach Science Publishers (Switzerland), том 84, № 2-3, с. 315-333 DOI
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  • 2011 A new approach to the solution of optimal stopping problem in a discrete time
  • Presman E.
  • в журнале Stochastics, издательство Gordon and Breach Science Publishers (Switzerland), том 83, № 4-6, с. 467-475 DOI
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  • 2011 On the sequential testing problem for some diffusion processes
  • Gapeev P.V., Shiryaev A.N.
  • в журнале Stochastics, издательство Gordon and Breach Science Publishers (Switzerland), том 83, № 4-6, с. 519-535
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  • 2008 Predicting the last zero of Brownian motion with
  • Toit J.du, Peskir G., Shiryaev A.N.
  • в журнале Stochastics, издательство Gordon and Breach Science Publishers (Switzerland), том 80, № 2-3, с. 229-245
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  • 2007 On solution of the optimal stopping problem for processes with independent increments
  • Shiryaev A., Novikov A.
  • в журнале Stochastics, издательство Gordon and Breach Science Publishers (Switzerland), том 79, № 3-4, с. 393-406
• • 1995 A first order approximation for the convergence of distributions of the Cox processes with fast Markov switchings
  • Di Masi G.B., Kabanov Yu M.
  • в журнале Stochastics, издательство Gordon and Breach Science Publishers (Switzerland), том 54, № 3-4, с. 211-219 DOI
• • 1991 Optimal control of singularly perturbed stochastic linear systems
  • Kabanov Yu M., Pergamenshchikov S.M.
  • в журнале Stochastics, издательство Gordon and Breach Science Publishers (Switzerland), том 36, № 2, с. 109-135 DOI
• • 1980 Some limit theorems for simple point processes (a martingale approach
  • Kabanov Yu M, Liptser R. Sh, Shiryaev A. N
  • в журнале Stochastics, издательство Gordon and Breach Science Publishers (Switzerland), том 3, № 3, с. 203 DOI
• • 1979 On the sets of convergence of generalized submartingales
  • Engelbert H. J, Shiryaev A. N
  • в журнале Stochastics, издательство Gordon and Breach Science Publishers (Switzerland), том 2, № 3 , с. 155-166