Stochastics-an International Journal Of Probability And Stochastic Processes

杂志介绍

Stochastics-an International Journal Of Probability And Stochastic Processes杂志介绍

《Stochastics-an International Journal Of Probability And Stochastic Processes》是一本以English为主的未开放获取国际优秀期刊，中文名称Stochastics-概率和随机过程的国际期刊，本刊主要出版、报道数学-MATHEMATICS, APPLIED领域的研究动态以及在该领域取得的各方面的经验和科研成果，介绍该领域有关本专业的最新进展，探讨行业发展的思路和方法，以促进学术信息交流，提高行业发展。该刊已被国际权威数据库SCIE收录，为该领域相关学科的发展起到了良好的推动作用，也得到了本专业人员的广泛认可。该刊最新影响因子为0.8，最新CiteScore 指数为1.9。

本刊近期中国学者发表的论文主要有：

• Risk-hedging a European option with a convex risk measure and without no-arbitrage condition

  Author: Lepinette, Emmanuel; Zhao, Jun

• Existence and stability results of mild solutions for random impulsive stochastic partial differential equations with noncompact semigroups

  Author: Yang, Quancheng; Wu, Dan; Shu, Xiaobao

• Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach

  Author: Wang, Yike; Liu, Jingzhen; Wei, Jiaqin

• Strong convergence rate of the averaging principle for a class of slow-fast stochastic evolution equations

  Author: Xu, Jie; Lian, Qiqi; Liu, Jicheng

英文介绍

Stochastics-an International Journal Of Probability And Stochastic Processes杂志英文介绍

Stochastics: An International Journal of Probability and Stochastic Processes is a world-leading journal publishing research concerned with stochastic processes and their applications in the modelling, analysis and optimization of stochastic systems, i.e. processes characterized both by temporal or spatial evolution and by the presence of random effects.

Articles are published dealing with all aspects of stochastic systems analysis, characterization problems, stochastic modelling and identification, optimization, filtering and control and with related questions in the theory of stochastic processes. The journal also solicits papers dealing with significant applications of stochastic process theory to problems in engineering systems, the physical and life sciences, economics and other areas. Proposals for special issues in cutting-edge areas are welcome and should be directed to the Editor-in-Chief who will review accordingly.

In recent years there has been a growing interaction between current research in probability theory and problems in stochastic systems. The objective of Stochastics is to encourage this trend, promoting an awareness of the latest theoretical developments on the one hand and of mathematical problems arising in applications on the other.