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Stochastics: An International Journal of Probability and Stochastic Processes

Stochastics: An International Journal of Probability and Stochastic Processes

中文名称：随机：国际概率论和随机过程杂志

ISSN：1744-2508
出版周期：-

发文量：453

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1.Asymptotically almost automorphic solutions to stochastic differential equations driven by a Levy process

机译：由Levy过程驱动的随机微分方程的渐近几乎自同构解。
- 作者：Chang Yong-Kui;Tang Chao
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2016年第8期
2.BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration

机译：具有单调发生器的BSDE，在一般滤波中由布朗噪声和泊松噪声驱动
- 作者：Kruse T.;Popier A.
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2016年第4期
- Backward SDE;
- jumps;
- general filtration;
3.Stratonovich-type integral with respect to a general stochastic measure

机译：关于一般随机测度的Stratonovich型积分
- 作者：Radchenko Vadym
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2016年第8期
- Stochastic measure;
- Stratonovich integral;
- stochastic integrals;
- strong cubic variation;
- Doss-Sussmann transformation;
- 60H05;
- 60G57;
- 60H10;
- 60G17;
4.Risk minimizing portfolios and HJBI equations for stochastic differential games

机译：随机差分博弈的风险最小化投资组合和HJBI方程
- 作者：Sure Mataramvura;Bernt Oksendal
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2008年第4期
5.Random walks systems with killing on Z

机译：杀死Z的随机游走系统
- 作者：Elcio Lebensztayn;Fabio Prates Machado;Mauricio Zuluaga Martinez
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2008年第5期
- Simple random walk;
- Phase transition;
- Epidemic model;
- Contact process;
- Frog model;
6.Statistical analysis of redundant systems with 'warm' stand-by units

机译：具有“热”备用单元的冗余系统的统计分析
- 作者：V. Bagdonavicius;I. Masiulaityte;M. Nikulin
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2008年第3期
- AFT model;
- X{sup}2 goodness-of-fit;
- Non-parametric estimation;
- Reliability;
- Redundant system;
- Sedyakin model;
7.Rapid paths in von Neumann-Gale dynamical systems

机译：冯·诺依曼-盖尔动力学系统中的快速路径
- 作者：Wael Bahsouna;Igor V. Evstigneeva;Michael I. Taksar
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2008年第3期
8.A note on the supremum of a stable process

机译：关于稳定过程至上的注意事项
- 作者：R. A. Doney
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2008年第3期
- Stable process;
- Supremum;
- Density;
- Asymptotic behaviour;
9.An analysis of two modifications of the Petersburg game

机译：圣彼得堡博弈的两个修改分析
- 作者：Anders Martin-Lof
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2008年第3期
- Petersburg game;
- Free lunch;
- Arbitrage possibility;
- Limited capital;
- Cost of capital;
- Profitability;
10.Robust optimization of consumption with random endowment

机译：随机random赋的强劲消费优化
- 作者：Wiebke Wittmuss
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2008年第5期
- Duality theory;
- Risk measures;
- Optimal consumption;
- Model uncertainty;
11.Discrete approximation of stochastic integrals with respect to fractional Brownian motion of Hurst index H > 1/2

机译：关于Hurst指数H> 1/2的分数布朗运动的随机积分的离散近似
- 作者：Francesca Biagini;Massimo Campanino;Serena Fuschini
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2008年第5期
- Fractional Brownian motion;
- Malliavin derivative;
- Divergence;
- Stochastic integral;
12.Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications

机译：无穷维mar驱动的倒向随机偏微分方程及其应用
- 作者：Abdul Rahman Al-Hussein
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第6期
13.Continuous-time trading and the emergence of randomness

机译：连续时间交易和随机性的出现
- 作者：Vladimir Vovk
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第5期
14.The crossing barrier of a non-homogeneous semi-Markov chain

机译：非齐次半马尔可夫链的交叉障碍
- 作者：Guglielmo DAmico
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第6期
- Random operators;
- Deterministic and stochastic barriers;
- Reliability;
- Level crossing orders;
15.Dynamic asset management with risk-sensitive criterion and non-negative factor constraints: a differential game approach

机译：具有风险敏感标准和非负因素约束的动态资产管理：一种差分博弈方法
- 作者：Arunabha Bagchi;K. Suresh Kumar
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第5期
- Risk-sensitive control;
- Portfolio optimization;
- Reflecting diffusion;
- Skorohod problem;
16.A stochastic target formulation for optimal switching problems in finite horizon

机译：有限范围内最优切换问题的随机目标公式
- 作者：Bruno Bouchard
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第2期
- Optimal switching;
- Impulse control;
- Stochastic targets;
- Jump diffusion processes;
- Viscosity solutions;
- Comparison principle;
17.Positivity and stabilisation for nonlinear stochastic delay differential equations

机译：非线性随机时滞微分方程的正性和稳定性
- 作者：John A. D. Appleby;Conall Kelly;Xuerong Mao;Alexandra Rodkina
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第1期
- Nonlinear stochastic delay differential equations;
- Uniqueness;
- Positivity;
- Stabilisation;
- Destabilisation;
18.Quantum stochastic integral representations of Fock space operators

机译：Fock空间算子的量子随机积分表示
- 作者：Un Cig Ji;Nobuaki Obata
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第4期
19.Large deviations for perturbed reflected diffusion processes

机译：干扰反射扩散过程的较大偏差
- 作者：Lijun Bo;Tusheng Zhang
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第6期
- Large deviations;
- Perturbed diffusion processes;
- Uniform Freidlin-Ventzell estimates;
20.Aspects of large random Markov kernels

机译：大随机马尔可夫核的方面
- 作者：Djalil Chafa
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第4期
- Random matrices;
- Finite graphs;
- Convex polytopes;
- Symmetric group;
- Markov chains;
- Invariant measures;
21.Stochastic differential delay equations with jumps, under nonlinear growth condition

机译：非线性增长条件下带跳的随机微分时滞方程
- 作者：Niels Jacob;Yongtian Wang;Chenggui Yuan
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第6期
- Euler-Maruyama method;
- Stochastic theta method;
- Lipschitz condition;
- Ito's formula;
22.Milne's equation for polarized light and a related Markov process

机译：偏振光的米尔恩方程和相关的马尔可夫过程
- 作者：Wilhelm von Waldenfels
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第4期
23.Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise

机译：具有无界噪声的非线性随机差分方程的非指数稳定性和衰减率
- 作者：John A. D. Appleby;Gregory Berkolaiko;Alexandra Rodkina
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第2期
- Nonlinear stochastic difference equations;
- Almost sure stability;
- Decay rates;
- Martingale convergence theorem;
24.Differentiating σ-fields for Gaussian and shifted Gaussian processes

机译：区分高斯过程和移位高斯过程的σ场
- 作者：Sebastien Darses;Ivan Nourdin;Giovanni Peccati
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第1期
25.Renormalized stochastic calculus of variations for a renormalized infinite-dimensional Brownian motion

机译：重新规格化的无穷维布朗运动的规格化的随机变化演算
- 作者：Ana Bela Cruzeiro;Paul Malliavin
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第4期
- Stochastic calculus of variations;
- Renormalized Brownian motion;
- Diffeomorphisms group;
26.Pascal white noise calculus

机译：帕斯卡白噪声演算
- 作者：Abdessatar Barhoumi;Habib Ouerdiane;Anis Riahi
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第4期
- Pascal white noise;
- Polynomial functionals;
- S-transform;
- Symbol transform;
- Quantum stochastic differential equation;
- Wick calculus;
27.Stochastic solutions of some nonlinear partial differential equations

机译：一类非线性偏微分方程的随机解
- 作者：R. Vilela Mendes
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第4期
- Stochastic solutions;
- KPP;
- Super-processes;
- Navier-Stokes;
- Poisson-Vlasov;
28.Optimal strategies in a risky debt context

机译：风险债务环境下的最佳策略
- 作者：Diana Dorobantu;Maria Elvira Mancino;Monique Pontier
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第4期
- Corporate debt;
- Optimal capital structure;
- Default;
- Optimal stopping;
29.Asymptotic expansion of semi-Markov random evolutions

机译：半马尔可夫随机演化的渐近展开
- 作者：S. Albeverio;V. S. Koroliuk;I. V. Samoilenko
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第5期
- Asymptotic expansion;
- SMREs;
- Singularly perturbed integral equation;
- Boundary layer;
- Estimate of the remainder;
30.A new approach to the martingale representation theorem

机译：mar表示定理的新方法
- 作者：P. J. Fitzsimmons;B. Rajeev
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第5期
31.On regularity properties of Bessel flow

机译：贝塞尔流的规律性
- 作者：L. Vostrikova
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第5期
- Bessel flow;
- Regularity;
- Bicontinuity;
- Asymptotic;
32.Conjugate duality in problems of constrained utility maximization

机译：约束效用最大化问题中的共轭对偶
- 作者：Chantal Labbe;Andrew J. Heunis
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第6期
- Convex analysis;
- Dual problems;
- Martingale methods;
33.Evolution equation associated to the powers of the quantum Gross Laplacian

机译：与量子拉普拉斯算子的幂相关的演化方程
- 作者：Soumaya Gheryani;Samah Horrigue;Habib Ouerdiane
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第4期
34.Analytic central extensions of infinite dimensional white noise *-Lie algebras

机译：无限维白噪声* -Lie代数的解析中心扩展
- 作者：Luigi Accardi;Andreas Boukas
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第4期
35.On subordination of resolvents and application to right processes

机译：关于从属人的服从和适用于正确的程序
- 作者：Farida Hmissi;Mohamed Hmissi
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第4期
- Resolvent;
- Subordination;
- Unicity of charges;
- Solidity of potentials;
- Right process;
36.Utility maximization in a jump market model

机译：跳跃市场模型中的效用最大化
- 作者：Marie-Amelie Morlais
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第1期
37.Pricing with non-smooth utility function

机译：具有非平滑效用函数的定价
- 作者：Jaleleddine Ben Amor;Abdelhamid Trad
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第4期
- Pricing problem;
- Incomplete market;
- Convex duality;
- Marginal rate of substitution;
- Utility price;
- Fair price;
38.Optimal portfolio, partial information and Malliavin calculus

机译：最优投资组合，部分信息和Malliavin演算
- 作者：Giulia Di Nunno;Bernt Oksendal
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第4期
- Stochastic control;
- Partial information;
- Optimal portfolio;
- Utility maximization;
- Malliavin calculus;
39.Transient analysis of two queues in parallel with jockeying

机译：并行进行两个队列的瞬态分析
- 作者：A. M. K. Tarabia
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第2期
- Matrix analytic method;
- Transient-state solution;
- Jockeying;
- Single server queue;
- Randomization;
- Runge-Kutta method;
40.Generalized reflected backward stochastic differential equations

机译：广义反射后向随机微分方程
- 作者：K. Janczak
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第2期
- Reflected BSDE;
- Discrete approximation methods;
- Viscosity solution;
41.Corrigendum and addendum to 'hyperfinite Levy processes' by Tom Lindstrom (Stochastics 76(6):517-548, 2004)

机译：汤姆·林德斯特伦（Tom Lindstrom）的``超额征费过程''的更正和补遗（Stochastics 76（6）：517-548，2004）
- 作者：Frederik Herzberg;Tom Lindstrom
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第6期
- Levy processes;
- Levy-Ito decomposition;
- Non-standard analysis;
42.Logarithmic Sobolev inequalities: Regularizing effect of Levy operators and asymptotic convergence in the Levy-Fokker-Planck equation

机译：对数Sobolev不等式：Levy-Fokker-Planck方程中Levy算子的正则化效应和渐近收敛
- 作者：Ivan Gentil;Cyril Imbert
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第4期
43.Analytical functionals and application to Poissonian and harmonic analysis

机译：分析函数及其在泊松和谐波分析中的应用
- 作者：Sonia Chaari;Habib Ouerdiane
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第4期
44.On singular stochastic control and optimal stopping of spectrally negative jump diffusions

机译：关于谱负跃迁扩散的奇异随机控制和最优停止
- 作者：Luis H. R. Alvarez;Teppo A. Rakkolainen
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第1期
- Jump diffusion;
- Optimal stopping;
- Singular control;
- Variational inequalities;
45.Probabilistic embedding of discrete sets as continuous metric spaces

机译：离散集作为连续度量空间的概率嵌入
- 作者：Ph. Blanchard;D. Volchenkov
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2009年第4期
- Euclidean space;
- Random walk;
- Probabilistic analogue;
46.Representation of Gaussian semimartingales with applications to the covariance function

机译：表示高斯半市场及其在协方差函数中的应用
- 作者：Andreas Basse-OConnor
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2010年第6期
- Semimartingales;
- Gaussian processes;
- Covariance function;
- Stationary processes;
47.Jump-diffusions in Hilbert spaces: existence, stability and numerics

机译：希尔伯特空间中的跳扩散：存在，稳定性和数值
- 作者：Damir Filipovic;Stefan Tappe;Josef Teichmann
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2010年第6期
48.Occupation densities for certain processes related to fractional Brownian motion

机译：与分数布朗运动有关的某些过程的职业密度
- 作者：Khalifa Es-Sebaiy;David Nualart;Youssef Ouknine;Ciprian A. Tudor
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2010年第3期
- Malliavin calculus;
- Skorohod integral;
- Local times;
- Fractional Brownian motion;
49.Wealth optimization and dual problems for jump stock dynamics with stochastic factor

机译：带有随机因素的跳高股票的财富优化和对偶问题
- 作者：Claudia Ceci;Anna Gerardi
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2010年第6期
- Utility maximization;
- Pure jump processes;
- Jump-diffusion processes;
50.On Bellman's equations for mean and variance control of a Markov diffusion

机译：关于Markov扩散的均值和方差控制的Bellman方程
- 作者：G. Aivaliotis;A. Yu. Veretennikov
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2010年第3期
- Degenerate Markov diffusion;
- Mean and variance control;
- Bellman's equation;
- PDE system;
51.Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing

机译：套利和近似套利：资产定价的基本定理
- 作者：Bernard Wong;C. C. Heyde
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2010年第3期
- Arbitrage;
- Local martingale;
- Equivalent local martingale measures;
52.Moving randomly amid scattered obstacles

机译：在分散的障碍物中随机移动
- 作者：Luisa Beghin;Enzo Orsingher
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2010年第3期
53.The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps

机译：由Poisson跳跃驱动的非Lipschitz随机函数发展方程解的存在性与渐近性。
- 作者：Takeshi Taniguchi
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2010年第6期
- Poisson jumps;
- Non-Lipschitz;
- Stochastic evolution equations;
54.Study of the risk-adjusted pricing methodology model with methods of geometrical analysis

机译：用几何分析方法研究风险调整定价方法模型
- 作者：L. A. Bordag
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2011年第6期
- Transaction costs;
- Invariant reductions;
- Exact solutions;
- Singular perturbation;
55.Error estimates for multinomial approximations of American options in a class of jump diffusion models

机译：一类跳跃扩散模型中美式期权多项式逼近的误差估计
- 作者：Yan Dolinsky
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2011年第6期
- Optimal stopping;
- American options;
- Jump diffusion model;
- Strong approximation theorems;
56.A harmonic function technique for the optimal stopping of diffusions

机译：谐波函数技术，可以最佳地阻止扩散
- 作者：Soren Christensen;Albrecht Irle
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2011年第6期
- Optimal stopping;
- Diffusions;
- Harmonic functions;
- Martin boundary;
- Exchange options;
57.A logarithmic Sobolev inequality for the invariant measure of the periodic Korteweg-de Vries equation

机译：周期Korteweg-de Vries方程不变度量的对数Sobolev不等式
- 作者：Gordon Blower
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第6期
- Gibbs measure;
- Concentration inequality;
- Nonlinear Schrodinger equation;
58.The stochastic Fubini theorem revisited

机译：再论随机伏比尼定理
- 作者：Mark Veraar
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第6期
- Stochastic Fubini theorem;
- Stochastic integral;
- Continuous semimartingale;
59.A simple proof of Kramkov's result on uniform supermartingale decompositions

机译：克拉姆科夫关于统一超级ing分解的结果的简单证明
- 作者：Saul Jacka
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第6期
- Uniform supermartingale;
- Uniform optional decomposition;
- Uniform predictable decomposition;
60.Diverse beliefs

机译：多样的信念
- 作者：A. A. Brown;L. C. G. Rogers
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第6期
- Diverse beliefs;
- Private information;
- Probability;
- Equilibrium;
- Beauty contest;
- Mistaken beliefs;
61.Poisson process with different Brownian clocks

机译：具有不同布朗钟的泊松过程
- 作者：L. Beghin;E. Orsingher
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
62.Forward indifference valuation of American options

机译：美国期权的前期无差异估值
- 作者：Tim Leung;Ronnie Sircar;Thaleia Zariphopoulou
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第6期
63.L~p solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients

机译：具有非Lipschitz系数的有限和无限时间间隔BSDE的L〜p解
- 作者：Sheng Jun Fan;Long Jiang
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第6期
64.Ergodic description of STIT tessellations

机译：对STIT镶嵌的遍历描述
- 作者：S. Martinez;W. Nagel
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- Stochastic geometry;
- Random process of tessellations;
- Ergodic theory;
- Isomorphism;
- Bernoulli flow;
65.An extension of the Clark-Ocone formula under benchmark measure for Levy processes

机译：在Levy过程的基准度量下对Clark-Ocone公式的扩展
- 作者：Yeliz Yolcu Okur
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- Clark-Ocone formula;
- Change of measure;
- Levy processes;
- Malliavin calculus;
- White noise analysis;
66.On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control

机译：奇异随机控制中最大随机原理与动态规划的关系
- 作者：Khaled Bahlali;Farid Chighoub;Brahim Mezerdi
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- Stochastic maximum principle;
- Dynamic programming principle;
- Singular control;
67.Simulation of stochastic partial differential equations using finite element methods

机译：随机偏微分方程的有限元模拟
- 作者：Andrea Barth;Annika Lang
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- Finite element method;
- Stochastic partial differential equation;
- Levy process;
- Galerkin's method;
68.Boundary conditions for computing densities in hybrid models via PDE methods

机译：通过PDE方法计算混合模型中密度的边界条件
- 作者：Vladimir Lucic
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第6期
- Feller process;
- Forward equation;
- Boundary conditions;
69.On a new probabilistic representation for the solution of the heat equation

机译：关于热方程解的新概率表示
- 作者：Paolo Da Pelo;Alberto Lanconelli
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- Heat equation;
- Hida-Malliavin derivative;
- Second quantization operators;
- Smooth random variables;
70.Credit default swaps with and without counterparty and collateral adjustments

机译：信用违约掉期，有无交易对手和抵押品调整
- 作者：Alexander Lipton;David Shelton
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第6期
- Mathematical finance;
- Affine jump-diffusion;
- Credit value adjustments;
- Credit default swap;
71.A remark on the mean square distance between the solutions of fractional SDEs and Brownian SDEs

机译：关于分数SDE和Brownian SDE解之间的均方距离的说明
- 作者：Bruno Saussereau
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- Stochastic differential equations;
- Fractional Brownian motion;
- Malliavin calculus;
- Fractional calculus;
72.The complex scaled Feynman-Kac formula for singular initial distributions

机译：奇异初始分布的复比例Feynman-Kac公式
- 作者：Martin Grothaus;Ludwig Streit;Anna Vogel
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- White noise analysis;
- Feynman-Kac formula;
- Schrodinger equation;
- Complex scaling;
73.The singular coupling limit for a simple pure number process

机译：简单纯数字过程的奇异耦合极限
- 作者：Wilhelm von Waldenfels
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- Quantum stochastic processes;
- Functional analysis;
- Approximation;
74.Optimal selection portfolio problem: a semi-linear PDE approach

机译：最优选择投资组合问题：半线性PDE方法
- 作者：Amina Bouzguenda Zeghal;Mohamed Mnif
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
75.On a stochastic fractional partial differential equation with a fractional noise

机译：带有分数噪声的随机分数阶偏微分方程
- 作者：Kehua Shi;Yongjin Wang
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- Fractional differential operator;
- Fractional noise;
- Regularity;
- Absolute continuity;
76.Stochastic quantization of finite dimensional systems with electromagnetic interactions

机译：具有电磁相互作用的有限维系统的随机量化
- 作者：Laura M. Morato;Stefania Ugolini
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- Stochastic quantization;
- Stochastic variational principles;
- Electromagnetic interactions;
77.One-mode interacting Fock spaces and random walks on graphs

机译：一模交互的Fock空间和图上的随机游动
- 作者：Nobuaki Obata
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- Interacting Fock space;
- Orthogonal polynomials;
- Karlin-McGregor formula;
- Accardi-Bozejko formula;
- Random walk;
78.Stochastic exit time problems arising in process control

机译：过程控制中出现的随机出口时间问题
- 作者：J. M. C. Clark;R. B. Vinter
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第6期
- Stochastic control;
- Exit problems;
- Risk-sensitive control;
- Differential games;
79.Rotation invariance of quantum Laplacians

机译：量子拉普拉斯算子的旋转不变性
- 作者：Samah Horrigue;Habib Ouerdiane
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
80.Uniform asymptotic bounds for the heat kernel and the trace of a stochastic geodesic flow

机译：热核的均匀渐近界和随机测地流的轨迹
- 作者：Sergio Albeverio;Astrid Hilbert;Vassily Kolokoltsov
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- Asymptotic expansions;
- Heat kernel;
- Stochastic geodesic flow;
- Trace formula;
81.Stochastic Lagrangian flows on some compact manifolds

机译：拉格朗日随机流在一些紧流形上
- 作者：Marc Arnaudon;Ana Bela Cruzeiro
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- Stochastic analysis;
- Diffusion process;
- Hydrodynamics;
82.Relationships between usual and exotic Hida-Kubo-Takenaka spaces

机译：平常与外来飞ida久保田孝中空间之间的关系
- 作者：Kei Harada
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- White noise theory;
- Levy Laplacian;
- Exotic Laplacian;
- Gross Laplacian;
83.Some aspects of random utility, extreme value theory and multinomial logit models

机译：随机效用，极值理论和多项Logit模型的某些方面
- 作者：Jonas Andersson;Jan Uboe
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- Random utility theory;
- Extreme value theory;
- Multinomial logit models;
- Entropy;
84.White noise analysis and class II subgroups of the infinite dimensional rotation group

机译：白噪声分析和无限维旋转群的II类子群
- 作者：Takeyuki Hida
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- White noise;
- Half whisker;
- Rotation group;
85.Quantum detailed balance conditions with time reversal: three-level systems

机译：带有时间反转的量子详细平衡条件：三级系统
- 作者：Franco Fagnola;Veronica Umanita
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- Quantum detailed balance;
- Time reversal;
- Quantum Markov semigroup;
- Lindblad representation;
- Three-level system;
86.Rational term structure models with geometric Levy martingales

机译：具有几何征费mar的有理期限结构模型
- 作者：Dorje C. Brody;Lane P. Hughston;Ewan Mackie
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第6期
- Interest rate modelling;
- Asset pricing;
- Levy processes;
87.Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts

机译：Erlang索赔间隔和连续相互依赖的索赔额的有限时间非破产概率
- 作者：Zvetan G. Ignatov;Vladimir K. Kaishev
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第6期
88.On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time

机译：关于连续时间约束可控马尔可夫过程的严格最优控制的存在
- 作者：Francois Dufour;Richard H. Stockbridge
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- Stochastic control;
- Optimal strict control;
- Constrained control;
- Linear programming;
89.A note on admissibility when the credit line is infinite

机译：信用额度为无限时的可接纳性说明
- 作者：Sara Biagini;Mihai Sirbu
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- Utility maximization;
- Non-locally bounded semimartingale;
- Investment opportunity;
- Supermartingale property;
- Duality theory;
90.Limiting distributions of extreme order statistics under power normalization and random index

机译：幂归一化和随机指数下极限统计量的极限分布
- 作者：Zuoxiang Peng;Qin Jiang;Saralees Nadarajah
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第6期
- Limiting distribution;
- Order statistic;
- Power normalization;
- Random index;
- Shifted distribution;
91.The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables

机译：GAEP算法，用于快速计算因变量的函数分布
- 作者：Philipp Arbenz;Paul Embrechts;Giovanni Puccetti
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第6期
- Convolution;
- Distribution functions;
- Dependent random variables;
92.Asymptotics and duality for the Davis and Norman problem

机译：戴维斯和诺曼问题的渐近性和对偶性
- 作者：Stefan Gerhold;Johannes Muhle-Karbe;Walter Schachermayer
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第6期
- Transaction costs;
- Optimal consumption;
- Shadow price;
- Asymptotics;
93.A mean-field stochastic maximum principle via Malliavin calculus

机译：通过Malliavin微积分的平均场随机最大原理
- 作者：Thilo Meyer-Brandis;Bernt Oksendal;Xun Yu Zhou
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第6期
- Malliavin calculus;
- Maximum principle;
- Stochastic control;
- Mean-field type;
- Jump diffusion;
- Partial information;
94.Impulse control problem with switching technology

机译：开关技术的脉冲控制问题
- 作者：Rim Amami
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- Impulse control problem;
- Maximum conditional profit;
- Dynamic programming principle;
95.Credit risk with asymmetric information on the default threshold

机译：在默认阈值上具有不对称信息的信用风险
- 作者：Caroline Hillairet;Ying Jiao
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- Credit risk;
- Insider;
- Enlargement of filtration;
96.Nonlinear stochastic integration with a non-smooth family of integrators

机译：具有非光滑积分器族的非线性随机积分
- 作者：Christoph Kuhn
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
- Nonlinear stochastic integral;
- Ito integral;
- Parameter depending semimartingales;
97.A maximum principle for stochastic differential games with g-expectations and partial information

机译：具有g期望和部分信息的随机微分博弈的最大原理
- 作者：Ta Thi Kieu An;Bernt Oksendal
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
98.Quantum Levy-Ito algebras and non-commutative stochastic analysis

机译：量子Levy-Ito代数和非交换随机分析
- 作者：V. P. Belavkin
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第3期
99.On Fliess operators driven by L_2-Ito processes

机译：由L_2-Ito流程驱动的Fliess运营商
- 作者：Luis A. Duffaut Espinosa;W. Steven Gray;Oscar R. Gonzalez
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2012年第6期
- Formal power series;
- Nonlinear functionals;
- Ito stochastic processes;
- Stochastic integration;
100.Strong convergence rates for backward Euler-Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients

机译：具有超线性扩散系数的非线性耗散型随机微分方程的后向Euler-Maruyama方法的强收敛速度
- 作者：Xuerong Mao;Lukasz Szpruch
- 期刊名称：《Stochastics: An International Journal of Probability and Stochastic Processes》 | 2013年第3期

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