Pub Date : 2024-05-13DOI: 10.1080/17442508.2024.2350604
Hui Guo, Xiliang Li, Jin Ma
{"title":"Uniform large deviations for stochastic Burgers–Huxley equation driven by multiplicative noise","authors":"Hui Guo, Xiliang Li, Jin Ma","doi":"10.1080/17442508.2024.2350604","DOIUrl":"https://doi.org/10.1080/17442508.2024.2350604","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"14 6","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140982622","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 : 2024-05-13DOI: 10.1080/17442508.2024.2351148
Melda Ormeci Matoglu, John H. Vande Vate
{"title":"On the optimality of stepwise policies for managing capacity, inventory and backorders","authors":"Melda Ormeci Matoglu, John H. Vande Vate","doi":"10.1080/17442508.2024.2351148","DOIUrl":"https://doi.org/10.1080/17442508.2024.2351148","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"11 17","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140982293","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 : 2024-05-06DOI: 10.1080/17442508.2024.2349666
Yongfeng Wu
{"title":"Complete moment convergence for widely orthant dependent random variables","authors":"Yongfeng Wu","doi":"10.1080/17442508.2024.2349666","DOIUrl":"https://doi.org/10.1080/17442508.2024.2349666","url":null,"abstract":"","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"13 3","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141008782","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 : 2024-05-06DOI: 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...
{"title":"Stochastic evolution equations with Wick-analytic nonlinearities","authors":"Tijana Levajković, Stevan Pilipović, Dora Seleši, Milica Žigić","doi":"10.1080/17442508.2024.2347844","DOIUrl":"https://doi.org/10.1080/17442508.2024.2347844","url":null,"abstract":"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...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"26 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141149064","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 : 2024-05-05DOI: 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...
{"title":"Effects of stochastic perturbations on a phytoplankton allelopathy competitive system","authors":"Guangbin Wang, Jingliang Lv, Xiaoling Zou","doi":"10.1080/17442508.2024.2347840","DOIUrl":"https://doi.org/10.1080/17442508.2024.2347840","url":null,"abstract":"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...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"25 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140884330","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 : 2024-04-03DOI: 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. ...
{"title":"Erratum for ‘Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility’","authors":"Kaustav Das, Nicolas Langrené","doi":"10.1080/17442508.2024.2329129","DOIUrl":"https://doi.org/10.1080/17442508.2024.2329129","url":null,"abstract":"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. ...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"11 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-04-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140595821","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 : 2024-04-03DOI: 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...
{"title":"Finite dimensional approximation to fractional stochastic integro-differential equations with non-instantaneous impulses","authors":"Shahin Ansari, Muslim Malik","doi":"10.1080/17442508.2024.2334050","DOIUrl":"https://doi.org/10.1080/17442508.2024.2334050","url":null,"abstract":"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...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"26 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-04-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140596147","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 : 2024-03-12DOI: 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 ...
{"title":"Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion","authors":"Ruonan Yang, Jiangyan Peng, Lei Zou","doi":"10.1080/17442508.2024.2317286","DOIUrl":"https://doi.org/10.1080/17442508.2024.2317286","url":null,"abstract":"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 ...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"9 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140128959","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 : 2024-03-12DOI: 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，...
{"title":"Lower and upper bounds for the explosion times of a system of semilinear SPDEs","authors":"S. Sankar, Manil T. Mohan, S. Karthikeyan","doi":"10.1080/17442508.2024.2320403","DOIUrl":"https://doi.org/10.1080/17442508.2024.2320403","url":null,"abstract":"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...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"15 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140128961","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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