List of journals
Browse subjects
About Publisher
Help
Sitemap

Home
Search

VTeX: Solutions for Science Publishing

Detailed search

Journals

Title

Author

Types

Abstract

Keywords

Published

Pages

Volumes

Issues

DOI

Affiliation

Classifications

Search results 419

Order by:

Select: All None Download:

Author index

https://doi.org/10.15559/18-MSTA54AI

Pub. online: 14 Jan 2019 Type: Author Index

Journal: Modern Stochastics: Theory and Applications* Volume 5, Issue 4 (2018), pp. 543–544

Publisher’s word

https://doi.org/10.15559/18-VMSTA54EDI

Pub. online: 14 Jan 2019 Type: Editorial

Journal: Modern Stochastics: Theory and Applications Volume 5, Issue 4 (2018), pp. 413–414

Publisher’s word

https://doi.org/10.15559/18-MSTA54EDI

Pub. online: 14 Jan 2019 Type: Editorial

Journal: Modern Stochastics: Theory and Applications* Volume 5, Issue 4 (2018), pp. 413–414

Editorial

K. Kubilius Yu. Mishura L. Sakhno

https://doi.org/10.15559/18-VMSTA128

Pub. online: 14 Jan 2019 Type: Editorial

Open Access

Journal: Modern Stochastics: Theory and Applications Volume 5, Issue 4 (2018), pp. 411–412

Editorial

K. Kubilius Yu. Mishura L. Sakhno

https://doi.org/10.15559/18-MSTA128

Pub. online: 14 Jan 2019 Type: Editorial

Open Access

Journal: Modern Stochastics: Theory and Applications* Volume 5, Issue 4 (2018), pp. 411–412

Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields

Davide Giraudo

https://doi.org/10.15559/18-MSTA121

Pub. online: 21 Dec 2018 Type: Research Article

Open Access

Journal: Modern Stochastics: Theory and Applications* Volume 6, Issue 2 (2019), pp. 251–267

Abstract

Moment inequalities for a class of functionals of i.i.d. random fields are proved. Then rates are derived in the central limit theorem for weighted sums of such randoms fields via an approximation by m-dependent random fields.

Fractional Cox–Ingersoll–Ross process with small Hurst indices

Yuliya Mishura Anton Yurchenko-Tytarenko

https://doi.org/10.15559/18-VMSTA126

Pub. online: 21 Dec 2018 Type: Research Article

Open Access

Journal: Modern Stochastics: Theory and Applications Volume 6, Issue 1 (2019), pp. 13–39

Abstract

In this paper the fractional Cox–Ingersoll–Ross process on ${\mathbb{R}_{+}}$ for $H<1/2$ is defined as a square of a pointwise limit of the processes ${Y_{\varepsilon }}$, satisfying the SDE of the form $d{Y_{\varepsilon }}(t)=(\frac{k}{{Y_{\varepsilon }}(t){1_{\{{Y_{\varepsilon }}(t)>0\}}}+\varepsilon }-a{Y_{\varepsilon }}(t))dt+\sigma d{B^{H}}(t)$, as $\varepsilon \downarrow 0$. Properties of such limit process are considered. SDE for both the limit process and the fractional Cox–Ingersoll–Ross process are obtained.

Fractional Cox–Ingersoll–Ross process with small Hurst indices

Yuliya Mishura Anton Yurchenko-Tytarenko

https://doi.org/10.15559/18-MSTA126

Pub. online: 21 Dec 2018 Type: Research Article

Open Access

Journal: Modern Stochastics: Theory and Applications* Volume 6, Issue 1 (2019), pp. 13–39

Abstract

Probability distributions for the run-and-tumble models with variable speed and tumbling rate

Luca Angelani Roberto Garra

https://doi.org/10.15559/18-VMSTA127

Pub. online: 21 Dec 2018 Type: Research Article

Open Access

Journal: Modern Stochastics: Theory and Applications Volume 6, Issue 1 (2019), pp. 3–12

Abstract

In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed according to a non-stationary Poisson distribution with rate $\lambda (t)$. We show that, under suitable assumptions, we are able to find the exact form of the probability distribution. We also consider the space-fractional counterpart of this model, finding the characteristic function of the related process. A conclusive discussion is devoted to the potential applications to run-and-tumble models.

Probability distributions for the run-and-tumble models with variable speed and tumbling rate

Luca Angelani Roberto Garra

https://doi.org/10.15559/18-MSTA127

Pub. online: 21 Dec 2018 Type: Research Article

Open Access

Journal: Modern Stochastics: Theory and Applications* Volume 6, Issue 1 (2019), pp. 3–12

Abstract

12 13 14 15 16

Items per page

Export citation

Copy and paste formatted citation

Formatted citation

Placeholder

Citation style

Download citation in file

Export format

Authors

Placeholder

About Publisher