Stochastic Models, Volume 40, Issue 2 (2024)

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Stochastic Models, Volume 40, Issue 2 (2024)

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Research Articles

Article
Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach
Yumo Zhang
Pages: 167-223
Published online: 07 Jul 2023
AbstractforRobust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach | Full Text | References | PDF (3.8 MB) | EPUB
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Article
Gambler’s ruin with random stopping
Gregory J. Morrow
Pages: 224-260
Published online: 03 Aug 2023
AbstractforGambler’s ruin with random stopping | Full Text | References | PDF (2.7 MB) | EPUB
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Article
A stochastic log-logistic diffusion process: Statistical computational aspects and application to real data
Abdenbi El Azri & Nafidi Ahmed
Pages: 261-277
Published online: 09 Aug 2023
AbstractforA stochastic log-logistic diffusion process: Statistical computational aspects and application to real data | Full Text | References | PDF (1.6 MB) | EPUB
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Article
Quenched weighted moments for a branching process with immigration in a random environment
Xulan Huang
Pages: 278-295
Published online: 10 Aug 2023
AbstractforQuenched weighted moments for a branching process with immigration in a random environment | Full Text | References | PDF (1.2 MB) | EPUB
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Article
Mean-field fluctuations at diffusion scale in threshold-based randomized routing for processor sharing systems and applications
Samira Ghanbarian & Ravi R. Mazumdar
Pages: 296-339
Published online: 04 Sep 2023
AbstractforMean-field fluctuations at diffusion scale in threshold-based randomized routing for processor sharing systems and applications | Full Text | References | PDF (2.9 MB) | EPUB
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Article
Moderate deviations for stochastic Cahn-Hilliard equations with a random dynamical boundary driven by Poisson random measures
Ying Wang, Guanggan Chen & Pin Wang
Pages: 340-374
Published online: 08 Sep 2023
AbstractforModerate deviations for stochastic Cahn-Hilliard equations with a random dynamical boundary driven by Poisson random measures | Full Text | References | PDF (2.3 MB) | EPUB
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Article
Complete f-moment convergence for a class of random variables with related statistical applications
Liangxue Li, Xuejun Wang & Chen Yi
Pages: 375-398
Published online: 11 Oct 2023
AbstractforComplete f-moment convergence for a class of random variables with related statistical applications | Full Text | References | PDF (2.9 MB) | EPUB
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Article
The longest edge of the one-dimensional soft random geometric graph with boundaries
Arnaud Rousselle & Ercan Sönmez
Pages: 399-416
Published online: 22 Sep 2023
AbstractforThe longest edge of the one-dimensional soft random geometric graph with boundaries | Full Text | References | PDF (1.2 MB) | EPUB
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