Pub Date : 2024-08-07DOI: 10.1080/17442508.2024.2387092
Papa Ali Thiam, Mamadou Abdoul Diop, Ramkumar Kasinathan, Ravikumar Kasinathan
This study is concerned with the existence and exponential stability of solutions of non-autonomous neutral stochastic integro-differential equations with delay; the linear part of this equation is...
本研究关注有延迟的非自治中性随机积分微分方程解的存在性和指数稳定性；该方程的线性部分是...
{"title":"Existence and exponential stability in pth moment of non-autonomous stochastic integro-differential equations","authors":"Papa Ali Thiam, Mamadou Abdoul Diop, Ramkumar Kasinathan, Ravikumar Kasinathan","doi":"10.1080/17442508.2024.2387092","DOIUrl":"https://doi.org/10.1080/17442508.2024.2387092","url":null,"abstract":"This study is concerned with the existence and exponential stability of solutions of non-autonomous neutral stochastic integro-differential equations with delay; the linear part of this equation is...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"3 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141940844","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-07-30DOI: 10.1080/17442508.2024.2383619
W. Bock, Lorenzo Cristofaro
The grey incomplete gamma distributions was established by one of the authors in a previous publication. In this article we use the Kondratiev characterization theorem to identify those via a suita...
{"title":"Characterization and analysis of generalized grey incomplete gamma noise","authors":"W. Bock, Lorenzo Cristofaro","doi":"10.1080/17442508.2024.2383619","DOIUrl":"https://doi.org/10.1080/17442508.2024.2383619","url":null,"abstract":"The grey incomplete gamma distributions was established by one of the authors in a previous publication. In this article we use the Kondratiev characterization theorem to identify those via a suita...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"372 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-07-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141941040","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-23DOI: 10.1080/17442508.2024.2365923
Oleksii Rudenko
In this paper the existence of intersections for functions of several Brownian motions on the Carnot group is studied. A condition is presented for the existence of such intersections with Probabil...
本文研究了卡诺群上几个布朗运动的函数是否存在交集。本文提出了存在这种交集的条件，其概率为...
{"title":"The set of intersections of several independent Brownian motions on Carnot group","authors":"Oleksii Rudenko","doi":"10.1080/17442508.2024.2365923","DOIUrl":"https://doi.org/10.1080/17442508.2024.2365923","url":null,"abstract":"In this paper the existence of intersections for functions of several Brownian motions on the Carnot group is studied. A condition is presented for the existence of such intersections with Probabil...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"348 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-06-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141508865","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-12DOI: 10.1080/17442508.2024.2365215
Yongkun Li, Bing Li
{"title":"Weyl almost periodic solutions in distribution to a mean-field stochastic differential equation driven by fractional Brownian motion","authors":"Yongkun Li, Bing Li","doi":"10.1080/17442508.2024.2365215","DOIUrl":"https://doi.org/10.1080/17442508.2024.2365215","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"132 38","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-06-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141351342","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-10DOI: 10.1080/17442508.2024.2365216
Ping Chen, Jianliang Zhai
In this paper, we consider a class of reflected stochastic differential equations for which the constraint is not on the paths of the solution but on its law. We establish a small noise large devia...
{"title":"Large deviation principles and Malliavin derivative for mean reflected stochastic differential equations","authors":"Ping Chen, Jianliang Zhai","doi":"10.1080/17442508.2024.2365216","DOIUrl":"https://doi.org/10.1080/17442508.2024.2365216","url":null,"abstract":"In this paper, we consider a class of reflected stochastic differential equations for which the constraint is not on the paths of the solution but on its law. We establish a small noise large devia...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"73 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-06-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141508866","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-06-04DOI: 10.1080/17442508.2024.2360941
P. Gapeev
{"title":"Discounted nonzero-sum optimal stopping games under Poisson random intervention times","authors":"P. Gapeev","doi":"10.1080/17442508.2024.2360941","DOIUrl":"https://doi.org/10.1080/17442508.2024.2360941","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"3 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-06-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141266166","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-05-29DOI: 10.1080/17442508.2024.2353278
Pascal Bianchi, Rodolfo Rios-Zertuche
This paper introduces a new method to tackle the issue of the almost sure convergence of stochastic approximation algorithms defined from a differential inclusion. Under the assumption of slowly de...
{"title":"A closed-measure approach to stochastic approximation","authors":"Pascal Bianchi, Rodolfo Rios-Zertuche","doi":"10.1080/17442508.2024.2353278","DOIUrl":"https://doi.org/10.1080/17442508.2024.2353278","url":null,"abstract":"This paper introduces a new method to tackle the issue of the almost sure convergence of stochastic approximation algorithms defined from a differential inclusion. Under the assumption of slowly de...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"43 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141550704","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-05-21DOI: 10.1080/17442508.2024.2356181
Yuncai Yu, Lin Liu
{"title":"On consistency for wavelet estimator of regression function based on biased samples under extended negatively dependence","authors":"Yuncai Yu, Lin Liu","doi":"10.1080/17442508.2024.2356181","DOIUrl":"https://doi.org/10.1080/17442508.2024.2356181","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"11 3","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141118610","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-05-16DOI: 10.1080/17442508.2024.2353869
Xijun Liu, Qingwu Gao, Yiyang Chen
{"title":"Uniform asymptotics for a risk model with constant force of interest and a random number of delayed claims","authors":"Xijun Liu, Qingwu Gao, Yiyang Chen","doi":"10.1080/17442508.2024.2353869","DOIUrl":"https://doi.org/10.1080/17442508.2024.2353869","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"39 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140971564","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Solvability and optimal control for second-order stochastic differential systems under the influence of delay and impulses","authors":"Ravikumar Kasinathan, Ramkumar Kasinathan, Varshini Sandrasekaran, Rajesh Dhayal","doi":"10.1080/17442508.2024.2352072","DOIUrl":"https://doi.org/10.1080/17442508.2024.2352072","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"107 12","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140968214","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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