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Uniform large deviations for stochastic Burgers–Huxley equation driven by multiplicative noise 乘法噪声驱动的随机伯格斯-赫胥黎方程的均匀大偏差
Pub Date : 2024-05-13 DOI: 10.1080/17442508.2024.2350604
Hui Guo, Xiliang Li, Jin Ma
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引用次数: 0
On the optimality of stepwise policies for managing capacity, inventory and backorders 论管理产能、库存和滞销订单的逐步政策的最优性
Pub Date : 2024-05-13 DOI: 10.1080/17442508.2024.2351148
Melda Ormeci Matoglu, John H. Vande Vate
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引用次数: 0
Complete moment convergence for widely orthant dependent random variables 广正交依存随机变量的完全矩收敛
Pub Date : 2024-05-06 DOI: 10.1080/17442508.2024.2349666
Yongfeng Wu
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引用次数: 0
Stochastic evolution equations with Wick-analytic nonlinearities 具有威克分析非线性的随机演化方程
Pub Date : 2024-05-06 DOI: 10.1080/17442508.2024.2347844
Tijana Levajković, Stevan Pilipović, Dora Seleši, Milica Žigić
We study nonlinear stochastic partial differential equations with Wick-analytic type nonlinearities set in the framework of white noise analysis. These equations include the stochastic Fisher–KPP e...
我们在白噪声分析框架内研究具有威克解析型非线性的非线性随机偏微分方程。这些方程包括随机 Fisher-KPP e...
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引用次数: 0
Invariant measures of stochastic delay complex Ginzburg-Landau equations 随机延迟复合金兹堡-朗道方程的不变量纲
Pub Date : 2024-05-05 DOI: 10.1080/17442508.2024.2347849
Die Ren, Ji Shu, Aili Liu, Yanyan Zou
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引用次数: 0
Effects of stochastic perturbations on a phytoplankton allelopathy competitive system 随机扰动对浮游植物等位竞争系统的影响
Pub Date : 2024-05-05 DOI: 10.1080/17442508.2024.2347840
Guangbin Wang, Jingliang Lv, Xiaoling Zou
In this paper, we investigate stochastic models of two species competitive phytoplankton system with allelopathic interaction. We construct stochastic models from deterministic models by introducin...
本文研究了具有等位基因相互作用的两物种竞争性浮游植物系统的随机模型。我们在确定性模型的基础上构建了随机模型,通过引入...
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引用次数: 0
Erratum for ‘Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility’ 随机波动率条件下期权定价的混合解的闭式近似》勘误表
Pub Date : 2024-04-03 DOI: 10.1080/17442508.2024.2329129
Kaustav Das, Nicolas Langrené
The purpose of this Erratum is to remedy a minor mistake in Theorems 5.4 and Corollary 5.3 in the article ‘Closed-form approximations for option pricing under stochastic volatility’ [K. Das and N. ...
本勘误的目的是纠正 "随机波动率下期权定价的闭式近似 "一文中定理 5.4 和推论 5.3 的一个小错误 [K. Das 和 N. ...Das 和 N. ...
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引用次数: 0
Finite dimensional approximation to fractional stochastic integro-differential equations with non-instantaneous impulses 非瞬时脉冲分式随机积分微分方程的有限维近似值
Pub Date : 2024-04-03 DOI: 10.1080/17442508.2024.2334050
Shahin Ansari, Muslim Malik
This manuscript proposes a class of fractional stochastic integro-differential equations (FSIDEs) with non-instantaneous impulses in an arbitrary separable Hilbert space. We use a projection scheme...
本手稿提出了一类在任意可分离的希尔伯特空间中具有非瞬时脉冲的分数随机积分微分方程 (FSIDE)。我们使用一种投影方案...
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引用次数: 0
Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion 具有一般投资收益和扩散性的依赖性延迟索赔风险模型毁灭概率的渐近论
Pub Date : 2024-03-12 DOI: 10.1080/17442508.2024.2317286
Ruonan Yang, Jiangyan Peng, Lei Zou
In this paper, we study a delayed-claim insurance risk model perturbed by diffusion with general investment returns, in which each main claim may induce a delayed claim. Assume that the main claim ...
在本文中,我们研究了一个受一般投资收益扩散扰动的延迟索赔保险风险模型,在该模型中,每个主索赔都可能引起一个延迟索赔。假设主索赔...
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引用次数: 0
Lower and upper bounds for the explosion times of a system of semilinear SPDEs 半线性 SPDE 系统爆炸时间的下限和上限
Pub Date : 2024-03-12 DOI: 10.1080/17442508.2024.2320403
S. Sankar, Manil T. Mohan, S. Karthikeyan
In this paper, we obtain lower and upper bounds for the blow-up times for a system of semilinear stochastic partial differential equations. Under suitable assumptions, lower and upper bounds of the...
在本文中,我们获得了一个半线性随机偏微分方程系统的炸毁时间下限和上限。在适当的假设条件下,...
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引用次数: 0
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Stochastics
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