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Research Portal of the TU Dresden

Stochastic Processes and their Applications

ISSNs: 0304-4149

Elsevier Science B.V.

Scopus rating (2022): CiteScore 3 SJR 1.184 SNIP 1.362

Journal

Titles	Stochastic Processes and their Applications Stochastic processes and their applications
ISSNs	0304-4149
Publisher	Elsevier Science B.V.
ZDB-ID	184928-1
ZDB-ID	1468492-5

Keywords

ASJC Scopus subject areas

Library keywords

510 Mathematics

Related content

Research output

Approximation of the invariant measure of stable SDEs by an Euler–Maruyama scheme

Chen, P., Deng, C. S., Schilling, R. L. & Xu, L., Sept 2023, In: Stochastic processes and their applications. 163, p. 136-167 32 p.

Research output: Contribution to journal › Research article › Contributed › peer-review

Martingale Representation in the Enlargement of the Filtration Generated by a Point Process

Jeanblanc, M. & Di Tella, P., Jan 2021, In: Stochastic Processes and their Applications. 2021, 131, p. 103-121

Research output: Contribution to journal › Research article › Contributed › peer-review

Continuity properties and the support of killed exponential functionals

Behme, A. D., Lindner, A., Reker, J. & Rivero, V., 2021, In: Stochastic Processes and their Applications. 140, p. 115–146

Research output: Contribution to journal › Research article › Contributed › peer-review

Lévy driven CARMA generalized processes and stochastic partial differential equations

Berger, D., Oct 2020, In: Stochastic processes and their applications. 130, 10, p. 5865-5887 23 p.

Research output: Contribution to journal › Research article › Contributed › peer-review

On the weak representation property in progressively enlarged filtrations with an application in exponential utility maximization

Di Tella, P., Feb 2020, In: Stochastic Processes and their Applications. 2020, 130(2), p. 760-784

Research output: Contribution to journal › Research article › Contributed › peer-review

View all research output (13)