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Stochastic Analysis and Applications is a peer-reviewed journal published by Taylor & Francis, covering Stochastic processes and financial applications, Stability and Controllability of Differential Equations, Stochastic processes and statistical mechanics. Over its lifetime it has published 2,234 papers, which have received 25,528 citations.
| Publisher | Taylor & Francis |
|---|---|
| Reference style | Numbered (Vancouver/NLM) Numbered — [1], [2] in the text 1. Smith A, Jones B, Lee C. A representative article title. Stochastic Analysis and Applications. 2023;12(3):45–58.
Formats any DOI in Stochastic Analysis and Applications style. No sign-up. |
| Publishes research in | Stochastic processes and financial applications Stability and Controllability of Differential Equations Stochastic processes and statistical mechanics Financial Risk and Volatility Modeling Advanced Mathematical Modeling in Engineering |
| ISSN | 0736-2994 |
| Citation impact (2-yr) | 0.64 |
| h-index | 62 |
| i10-index | 686 |
| Top institutions publishing here | University of Florida |
| Journal website | www.tandfonline.com |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Citations each year’s papers have accumulated so far — the most recent years are still building up.
Given the solution (Xt ) of a Stochastic Differential System, two situat,ions are considered: computat,ion of Ef(Xt ) by a Monte–Carlo method and, in the ergodic case, integration of a function f w.r.t. the invariant probability law of (Xt ) by simulating a simple t,rajectory. For each case it is proved the expansion of the…
We provide three characterizations of the minimal martingale measure[Pcirc] associated to a given d-dimensional semimartingale X. In each case, [Pcirc] is shown to be the unique solution of an optimization problem where one minimizes a certain functional over a suitable class of signed local martingale measures for X. Furthermore, we extend a result of Ansel…
Abstract The estimation of rare event probability is a crucial issue in areas such as reliability, telecommunications, aircraft management. In complex systems, analytical study is out of question and one has to use Monte Carlo methods. When rare is really rare, which means a probability less than 10−9, naive Monte Carlo becomes unreasonable. A widespread…
In this paper we shall discuss stochastic effects to the stability property of a neural network Suppose the stochastically perturbed neural network is described by an Itô equation [ILM002]The Geral theory on the almost sure exponential stability and instability of the stochastically perturbed neural network is first established. The theory is then applied to investigate…
Let K and H be two separable Hilbert spaces and be a cylindrical Wiener process with values in K defined on a probability space denote its natural filtration. Given , we look for an adapted pair of process with values in H and respectively is defined in §1),which solves a semilinear stochastic evolution equation of…
