journal: Random Operators and Stochastic Equations

Impact Factor: 0.4

Veröffentlicht seit 1. Januar 1993

Random Operators and Stochastic Equations

ISSN: 1569-397X

Editor-in-Chief: Vyacheslav Girko

Managing Editor: S. Molchanov

Wissenschaftlicher Beirat: L. Accardi, Sergio Albeverio, R. Carmona, G. Casati, N. Christopeit, C. Domanski, Hilmar Drygas, A.K. Gupta, I. Ibragimov, Werner Kirsch, A. Klein, Yuri Kondratyev, V. Kurotschka, N. Leonenko, Philippe Loubaton, E. Orsingher, L. Pastur, Waldyr A. Rodrigues, Albert Shiryaev, A.F. Turbin, Alexandre Veretennikov

Über diese Zeitschrift

Objective
Random Operators and Stochastic Equations is devoted to the theory of random operators and stochastic analysis. Contributions on theoretical aspects, as well as on physical and technical applications are considered for publication.

Topics

general theory of linear random operators,
theory of random matrices, chaos in classical and quantum mechanics,
stochastic differential equations,
Brownian motion theory,
neural networks theory,
regression analysis,
multivariate statistical analysis,
systems of linear algebraic equations with random coefficients,
spectral decomposition of the solutions of operator stochastic equations,
pattern recognition,
discriminant analysi
stochastic control theory.

Article formats
Research articles

Information on submission process

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Zusatzmaterial

Fachgebiete

Band 31 Heft 4

Dezember 2023

Öffentlich zugänglich 1. Dezember 2023

Frontmatter

Seiten: i-iv

PDF downloaden

27. Oktober 2023

Stochastic fractional differential inclusion driven by fractional Brownian motion

Rahma Yasmina Moulay Hachemi, Toufik Guendouzi

Seiten: 303-313

Mehr

Abstract

In this paper, we prove the existence result for a mild solution of a fractional stochastic evolution inclusion involving the Caputo derivative in the Hilbert space driven by a fractional Brownian motion with the Hurst parameter H > 1 2 {H>\frac{1}{2}} . The results are obtained by using fractional calculation, operator semigroups and the fixed point theorem for multivalued mappings.

29. Juli 2023

Riesz idempotent, spectral mapping theorem and Weyl's theorem for (m,n)^*-paranormal operators

Sonu Ram, Preeti Dharmarha

Seiten: 315-327

Mehr

Abstract

In this paper, we show that the spectral mapping theorem holds for ( m , n ) * {(m,n)^{*}} -paranormal operators. We also exhibit the self-adjointness of the Riesz idempotent E λ {E_{\lambda}} of ( m , n ) * {(m,n)^{*}} -paranormal operators concerning for each isolated point λ of σ ⁢ ( T ) {\sigma(T)} . Moreover, we show Weyl’s theorem for ( m , n ) * {(m,n)^{*}} -paranormal operators and f ⁢ ( T ) {f(T)} for every f ∈ ℋ ⁢ ( σ ⁢ ( T ) ) {f\in\mathcal{H}(\sigma(T))} . Furthermore, we investigate the class of totally ( m , n ) * {(m,n)^{*}} -paranormal operators and show that Weyl’s theorem holds for operators in this class.

23. Mai 2023

On the local time of Gaussian and Lévy processes

Zineb Boudebane, Anis Rezgui

Seiten: 329-337

Mehr

Abstract

The local time (LT) of a given stochastic process { X t : t ≥ 0 } \{X_{t}:t\geq 0\} is defined informally as L X ⁢ ( t , x ) = ∫ 0 t δ x ⁢ ( X s ) ⁢ d s , L_{X}(t,x)=\int_{0}^{t}\delta_{x}(X_{s})\,ds, where δ x \delta_{x} denotes the Dirac function; actually, it counts the duration of the process’s stay at 𝑥 up to time 𝑡. Using an approximation approach, we study the existence and the regularity of the LT process for two kinds of stochastic processes. The first type is the stochastic process defined by the indefinite Wiener integral X t := ∫ 0 t f ⁢ ( u ) ⁢ d B u X_{t}:=\int_{0}^{t}f(u)\,dB_{u} for a given deterministic function f ∈ L 2 ( [ 0 , + ∞ [ ) f\in L^{2}([0,+\infty[) , and secondly, for Lévy type processes, i.e. ones that are stationary and with independent increments.

27. Oktober 2023

Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion

Hector Araya, John Barrera

Seiten: 339-349

Mehr

Abstract

We consider the problem of drift parameter estimation in a stochastic differential equation driven by fractional Brownian motion with Hurst parameter H ∈ ( 1 2 , 1 ) {H\in(\frac{1}{2},1)} and small diffusion. The technique that we used is the trajectory fitting method. Strong consistency and asymptotic distribution of the estimator are established as a small diffusion coefficient goes to zero.

27. Oktober 2023

Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle

Brahim Baadi, Mohamed Marzougue

Seiten: 351-370

Mehr

Abstract

In a noise driven by a multivariate point process μ with predictable compensator ν, we prove existence and uniqueness of the reflected backward stochastic differential equation’s solution with a lower obstacle ( ξ t ) t ∈ [ 0 , T ] {(\xi_{t})_{t\in[0,T]}} which is assumed to be a right upper-semicontinuous, but not necessarily right-continuous process, and a Lipschitz driver f . The result is established by using the Mertens decomposition of optional strong (but not necessarily right continuous) super-martingales, an appropriate generalization of Itô’s formula due to Gal’chouk and Lenglart and some tools from optimal stopping theory. A comparison theorem for this type of equations is given.

15. November 2023

Existence results for some stochastic functional integrodifferential systems driven by Rosenblatt process

Amadou Diop, Mamadou Abdoul Diop, Khalil Ezzinbi, Essozimna Kpizim

Seiten: 371-387

Mehr

Abstract

This work investigates the existence and uniqueness of mild solutions to a class of stochastic integral differential equations with various time delay driven by the Rosenblatt process. We can obtain alternative conditions that guarantee mild solutions by using the resolvent operator in the Grimmer sense, stochastic analysis, fixed-point methods, and noncompact measures. We give an example to illustrate the theory.

27. Oktober 2023

Random differential hyperbolic equations of fractional order in Fréchet spaces

Mohamed Helal

Seiten: 389-398

Mehr

Abstract

In the present paper, we provide some existence results for the Darboux problem of partial fractional random differential equations in Fréchet spaces with an application of a generalization of the classical Darbo fixed point theorem and the concept of measure of noncompactness.

15. November 2023

On Ulam type of stability for stochastic integral equations with Volterra noise

Sheila A. Bishop, Samuel A. Iyase

Seiten: 399-408

Mehr

Abstract

This paper concerns the existence, uniqueness and stability of solutions of stochastic Volterra integral equations perturbed by some random processes. The obtained results extend, generalize and enrich the theory of stochastic Volterra integral equations in literature. Lastly, for illustration, we give an example that agrees with the theoretical analysis.

Ahead-of-Print / Just-Accepted

Ahead-of-Print / Just-Accepted

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Band 1 (1993)

Journal Impact Factor	0.4	2022, Journal Citation Reports (Clarivate, 2023)
5-year Journal Impact Factor	0.3	2022, Journal Citation Reports (Clarivate, 2023)
Journal Citation Indicator	0.19	2022, Journal Citation Reports (Clarivate, 2023)
CiteScore	0.6	2022, Scopus (Elsevier B.V., 2023)
SCImago Journal Rank	0.234	2022, SJR (Scimago Lab, 2023; Data Source: Scopus)
Source Normalized Impact per Paper	0.415	2022, CWTS Journal Indicators (CWTS B.V., 2023; Data Source: Scopus)
Mathematical Citation Quotient	0.12

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Editorial

Editor-in-Chief
Vyacheslav Girko
Institute of Mathematics
Ukrainian National Academy of Sciences
Tereshchenkivska St. 3
01601 Kiev, Ukraine
E-mail: vgirko1946@gmail.com

Managing Editor
Stanislav Molchanov
Department of Mathematics and Statistics
University of North Carolina at Charlotte
9201 University City Blvd.
Charlotte, NC 28223-0001, USA
E-mail: smolchan@uncc.edu

Executive Secretary
Ganna Vladimirova
avladimirova1954@gmail.com

Editorial Board
Luigi Accardi
Department of Mathematics
Università degli Studi di Roma Tor Vergata
Via della Ricerca Scientifica
00133 Rome, Italy
E-mail: accardi@volterra.mat.uniroma2.it

Sergio Albeverio 
Institut für Angewandte Mathematik
Universität Bonn
Wegelerstr. 6
53115 Bonn, Germany
E-mail: albeverio@uni-bonn.de

Rene Carmona 
Department of Operations Research & Financial Engineering
Princeton University
Princeton, NJ 08544-5263, USA
E-mail: rcarmona@princeton.edu

Giulio Casati 
Department of Physics and Mathematics
University of Insubria
Via Valleggio 11
22100 Como, Italy
E-mail: giulio.casati@uninsubria.it

Norbert Christopeit 
Department of Economics
University of Bonn
Adenauerallee 24–42
53113 Bonn, Germany
E-mail: christopeit@uni-bonn.de

Czeslaw Domanski 
Institute of Econometrics and Statistics
University of Lódz
Ul. Revolucii 1905p, N41
90214 Lódz, Poland
E-mail: czedoman@uni.lodz.pl

Hilmar Drygas 
Fachbereich für Mathematik und Informatik
Universität Gesamthochschule Kassel
Heinrich-Plett-Str. 40
34109 Kassel, Germany
E-mail: drygas@mathematik.uni-kassel.de

Arjun K. Gupta 
Department of Mathematics & Statistics
Bowling Green State University
Bowling Green, OH 43403-0221, USA
E-mail: gupta@math.bgsu.edu

Ildar Ibragimov 
Laboratory of Statistical Methods
Petersburg Department of Steklov Institute of Mathematics
Fontanka 27
191023 St. Petersburg, Russia
E-mail: ibr32@pdmi.ras.ru

Werner Kirsch 
Lehrgebiet Stochastik Fakultät für Mathematik und Informatik
FernUniversität Hagen
58084 Hagen, Germany
E-mail: werner.kirsch@fernuni-hagen.de

Abel Klein 
Department of Mathematics
University of California, Irvine
241 Multipurpose Science & Technology Building
Irvine, CA 92697-3875, USA
E-mail: aklein@math.uci.edu

Yuri Kondratyev 
Fakultät für Mathematik
Universität Bielefeld
Universitätsstr. 25
33615 Bielefeld, Germany
E-mail: kondrat@mathematik.uni-bielefeld.de

Viktor Kurotschka 
Institut für Mathematik
Freie Universität Berlin
Arnimallee 6
14195 Berlin, Germany
E-mail: kurotsch@math.fu-berlin.de

Nikolai Leonenko 
School of Mathematics
Cardiff University
Senghennydd Road
Cardiff CF24 4AG, UK
E-mail: leonenkon@Cardiff.ac.uk

Philippe Loubaton
IGM LabInfo, UMR8049
Institut Gaspard Monge/Electronique
Université de Marne la Vallée
5 Boulevard Descartes
Cité Descartes, Champs sur Marne
77454 Marne la Vallée Cedex 2, France
E-mail: loubaton@univ-mlv.fr

Stanislav Molchanov 
Department of Mathematics and Statistics
University of North Carolina at Charlotte
9201 University City Blvd.
Charlotte, NC 28223-0001, USA
E-mail: smolchan@uncc.edu

Enzo Orsingher 
Dipartimento di Statistica, Probabilità e Statistiche Applicate
Università di Roma La Sapienza
Piazzale Aldo Moro 5
00185 Rome, Italy
E-mail: orsinghe@pow2.sta.uniroma1.it

Leonid Pastur 
B. Verkin Institute for Low Temperature Physics and Engineering
National Academy of Sciences of Ukraine
Lenin St. 47
Kharkov 61103, Ukraine
E-mail: lpastur@ilt.kharkov.ua

Mykola Portenko 
Institute of Mathematics
Ukrainian National Academy of Sciences
Tereshchenkivska St. 3
01601 Kiev, Ukraine
E-mail: portenko@imath.kiev.ua

Albert Shiryaev 
Department of Probability Theory and Mathematical Statistics
Steklov Mathematical Institute
Russian Academy of Sciences
Gubkina St. 8
119991 Moscow, Russia
E-mail: albertsh@mi.ras.ru

Anatoly F. Turbin 
Institute of Mathematics
Ukrainian National Acaemy of Sciences
Tereshchenkivska St. 3
01601 Kiev-4, Ukraine
E-mail: turbin@imath.kiev.ua

Alexandre Veretennikov 
School of Mathematics
University of Leeds
LS2 9JT Leeds
UK
E-mail: a.veretennikov@leeds.ac.uk

(English)

Online ISSN: 1569-397X
Print ISSN: 0926-6364
Typ: Zeitschrift
Sprache: Englisch
Verlag: De Gruyter
Erstveröffentlichung: 1. Januar 1993
Erscheinungsweise: 4 Hefte pro Jahr
Zielgruppe: researchers in the field of the theory of random operators and stochastic analysis

Random Operators and Stochastic Equations

Frontmatter

Stochastic fractional differential inclusion driven by fractional Brownian motion

Abstract

Riesz idempotent, spectral mapping theorem and Weyl's theorem for (m,n)*-paranormal operators

Abstract

On the local time of Gaussian and Lévy processes

Abstract

Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion

Abstract

Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle

Abstract

Existence results for some stochastic functional integrodifferential systems driven by Rosenblatt process

Abstract

Random differential hyperbolic equations of fractional order in Fréchet spaces

Abstract

On Ulam type of stability for stochastic integral equations with Volterra noise

Abstract

Riesz idempotent, spectral mapping theorem and Weyl's theorem for (m,n)^*-paranormal operators