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Risk-hedging a European option with a convex risk measure and without no-arbitrage condition
Author: Lepinette, Emmanuel; Zhao, Jun
Journal: STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES. 2023; Vol. 95, Issue 1, pp. 118-155. DOI: 10.1080/17442508.2022.2055966
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Existence and stability results of mild solutions for random impulsive stochastic partial differential equations with noncompact semigroups
Author: Yang, Quancheng; Wu, Dan; Shu, Xiaobao
Journal: STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES. 2023; Vol. 95, Issue 2, pp. 168-190. DOI: 10.1080/17442508.2022.2056415
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Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach
Author: Wang, Yike; Liu, Jingzhen; Wei, Jiaqin
Journal: STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES. 2023; Vol. 95, Issue 2, pp. 235-265. DOI: 10.1080/17442508.2022.2070433
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Strong convergence rate of the averaging principle for a class of slow-fast stochastic evolution equations
Author: Xu, Jie; Lian, Qiqi; Liu, Jicheng
Journal: STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES. 2023; Vol. 95, Issue 4, pp. 581-614. DOI: 10.1080/17442508.2022.2093112
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Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients
Author: Wen, Jiaping; He, Ping; Lv, Wujun
Journal: STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES. 2023; Vol. 95, Issue 4, pp. 662-695. DOI: 10.1080/17442508.2022.2114801
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Uniform asymptotics for ruin probabilities of a time-dependent bidimensional renewal risk model with dependent subexponential claims
Author: Liu, Zaiming; Geng, Bingzhen; Man, Xinyue; Liu, Xinyu
Journal: STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES. 2023; Vol. , Issue , pp. -. DOI: 10.1080/17442508.2023.2165397
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Persistence and extinction of a modified LG-Holling type II predator-prey model with two competitive predators and Levy jumps
Author: Gao, Yongxin; Yang, Fan
Journal: STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES. 2023; Vol. , Issue , pp. -. DOI: 10.1080/17442508.2022.2164694
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Solving a nonlinear fractional SPDE with spatially inhomogeneous white noise
Author: Liu, Junfeng
Journal: STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES. 2023; Vol. , Issue , pp. -. DOI: 10.1080/17442508.2023.2165398
