雜志介紹

Stochastics-an International Journal Of Probability And Stochastic Processes雜志介紹

《Stochastics-an International Journal Of Probability And Stochastic Processes》是一本以English為主的未開放獲取國際優(yōu)秀期刊，中文名稱Stochastics-概率和隨機(jī)過程的國際期刊，本刊主要出版、報(bào)道數(shù)學(xué)-MATHEMATICS, APPLIED領(lǐng)域的研究動態(tài)以及在該領(lǐng)域取得的各方面的經(jīng)驗(yàn)和科研成果，介紹該領(lǐng)域有關(guān)本專業(yè)的最新進(jìn)展，探討行業(yè)發(fā)展的思路和方法，以促進(jìn)學(xué)術(shù)信息交流，提高行業(yè)發(fā)展。該刊已被國際權(quán)威數(shù)據(jù)庫SCIE收錄，為該領(lǐng)域相關(guān)學(xué)科的發(fā)展起到了良好的推動作用，也得到了本專業(yè)人員的廣泛認(rèn)可。該刊最新影響因子為0.8，最新CiteScore 指數(shù)為1.9。

本刊近期中國學(xué)者發(fā)表的論文主要有：

• 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

英文介紹

Stochastics-an International Journal Of Probability And Stochastic Processes雜志英文介紹

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.