Stochastic Analysis and Applications

Stochastic Analysis and Applications

ISSNs: 0736-2994

Additional searchable ISSN (Electronic): 1532-9356

Taylor & Francis Inc., United States

Scopus rating (2019): CiteScore 1.6 SJR 0.579 SNIP 1.113

Journal

Journal Metrics

Research Output

  1. 2017
  2. Online published

    Ergodicity and strong limit results for two-time-scale functional stochastic differential equations

    Bao, J., Song, Q., Yin, G. & Yuan, C., 13 Sep 2017, In : Stochastic Analysis and Applications. 35, 6, p. 1030-1046

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 1
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  3. 2011
  4. Published

    On the continuity of stochastic exit time control problems

    Bayraktar, E., Song, Q. & Yang, J., Jan 2011, In : Stochastic Analysis and Applications. 29, 1, p. 48-60

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 15
    Check@CityULib
  5. 2009
  6. Stochastic optimization methods for buying-low-and-selling-high strategies

    Song, Q. S., Yin, G. & Zhang, Q., May 2009, In : Stochastic Analysis and Applications. 27, 3, p. 523-542

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 17
    Check@CityULib
  7. 2002
  8. On statistical properties of the Lyapunov exponent of the generalized skew tent map

    Lai, D. & Chen, G., 2002, In : Stochastic Analysis and Applications. 20, 2, p. 375-388

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 1
    Check@CityULib
  9. 1984
  10. On Some Singular Perturbation Problems Arising in Stochastic Control

    Bensoussan, A., 1 Jan 1984, In : Stochastic Analysis and Applications. 2, 1, p. 13-53

    Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

    Scopus citations: 6
    Check@CityULib