STOCHASTIC PROCESSES AND THEIR APPLICATIONS Journal

Overview

abbreviation

STOCH PROC APPL

publication venue for

Optimal stopping of an Ornstein-Uhlenbeck bridge. 172. 2024
Hedging of defaultable claims in a structural model using a locally risk-minimizing approach. 124:2868-2891. 2014
Markov modulation of a two-sided reflected Brownian motion with application to fluid queues. 122:1566-1581. 2012
Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems. 121:2571-2591. 2011

International Standard Serial Number (ISSN)

0304-4149

Electronic International Standard Serial Number (EISSN)

1879-209X