ISSN: 1744-2508

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Stochastics Q3 Unclaimed

Gordon and Breach Science Publishers Switzerland

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Stochastics is a journal indexed in SJR in Modeling and Simulation and Statistics and Probability with an H index of 28. It has an SJR impact factor of 0,424 and it has a best quartile of Q3. It is published in English. It has an SJR impact factor of 0,424.

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy: Open Choice

Type of publications:

Publication frecuency: -

Categories: Modeling and Simulation (Q3) Statistics and Probability (Q3)

Price

- €

Inmediate OA

NPD

Embargoed OA

0 €

Non OA

Metrics

0,424

SJR Impact factor

28

H Index

78

Total Docs (Last Year)

162

Total Docs (3 years)

2383

Total Refs

180

Total Cites (3 years)

162

Citable Docs (3 years)

1.11

Cites/Doc (2 years)

30.55

Ref/Doc

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Communications in Statistics Part B: Simulation and Computation Q3
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Aims and Scope

Best articles by citations

Impulse control of a diffusion with a change point

On the predictable representation property of martingales associated with Levy processes

Stochastic elastic equation driven by fractional Brownian motion

Adjoint equation and Lyapunov regularity for linear stochastic differential algebraic equations of index 1

Optimal control of stochastic functional differential equations with a bounded memory

On a stochastic fractional partial differential equation with a fractional noise

Monotonicity of the collateralized debt obligations term structure model

Optimal strategies in a risky debt context

Large deviations for functionals of some self-similar Gaussian processes

Large deviations for perturbed reflected diffusion processes

Correction note to: solving a Hamilton-Jacobi-Bellman equation with constraints

Pricing with non-smooth utility function

SHOW MORE ARTICLES

Feynman-Kac formulas for regime-switching jump diffusions and their applications

Renormalized stochastic calculus of variations for a renormalized infinite-dimensional Brownian motion

Some properties of the sub-fractional Brownian motion

On a generalized optional decomposition theorem

Asymptotic analysis for Merton's problem with transaction costs in power utility case

The central limit theorem for stationary Markov processes with normal generator - with applications to hypergroups

Nearest-neighbour modelling of reciprocal chains

Milne's equation for polarized light and a related Markov process

The crossing barrier of a non-homogeneous semi-Markov chain

Unique strong solutions of Levy processes driven stochastic differential equations with discontinuous coefficients

Hyperbolic and fractional hyperbolic Brownian motion

Approximating ambit fields via Fourier methods