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Research Portal of the TU Dresden

Stochastic Processes and their Applications

ISSNs: 0304-4149

Elsevier Science B.V.

Scopus rating (2023): CiteScore 2.9 SJR 1.123 SNIP 1.283

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

On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein–Uhlenbeck processes

Behme, A., Tella, P. D. & Sideris, A., Aug 2024, In: Stochastic processes and their applications. 174, 104382.

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

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

View all research output (14)