Stochastics: An International Journal of Probability and Stochastic Processes

Bayesian estimation of incompletely observed diffusions
pp. 641-662(22)
Authors: van der Meulen, Frank; Schauer, Moritz

Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps
pp. 663-681(19)
Authors: Chadha, Alka; Bora, Swaroop Nandan

Enlargement of filtration on Poisson space: a Malliavin calculus approach
pp. 682-700(19)
Authors: Wright, John Alexander; Yam, Sheung Chi Phillip; Zhang, Zheng

Doubly-weighted pseudo almost automorphic solutions for nonlinear stochastic differential equations driven by Lévy noise
pp. 701-719(19)
Authors: Yang, Qigui; Zhu, Ping

Itô type stochastic differential equations driven by fractional Brownian motions of Hurst parameter [Inline graphic]
pp. 720-761(42)
Author: Hu, Yaozhong

Strong convergence rate for multivalued stochastic differential equations via stochastic theta method
pp. 762-781(20)
Author: Zhang, Hua

Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients
pp. 782-806(25)
Author: Dong, Yuchao