Random Operators and Stochastic Equations
Editor-in-Chief: Girko, Vyacheslav
Managing Editor: Molchanov, S.
Editorial Board: Accardi, L. / Albeverio, Sergio / Carmona, R. / Casati, G. / Christopeit, N. / Domanski, C. / Drygas, Hilmar / Gupta, A.K. / Ibragimov, I. / Kirsch, Werner / Klein, A. / Kondratyev, Yuri / Kurotschka, V. / Leonenko, N. / Loubaton, Philippe / Orsingher, E. / Pastur, L. / Rodrigues, Waldyr A. / Shiryaev, Albert / Turbin, A.F. / Veretennikov, Alexandre
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CiteScore 2016: 0.37
SCImago Journal Rank (SJR) 2016: 0.276
Source Normalized Impact per Paper (SNIP) 2016: 0.793
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- A sampling theorem for rotation numbers of linear processes in ℝ2 by Ruffino, Paulo R.
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- An ergodic-type theorem for generalized Ornstein–Uhlenbeck processes by Yurachkivsky, Andriy
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- Random fixed points of completely random operators by Thang, Dang Hung and Anh, Pham The
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- A necessary and sufficient conditions for the semicircle law by GIRKO, V./ KIRSCH, W. and KUTZELNIGG, A.
- Berry–Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion by Aazizi, Soufiane and Es-Sebaiy, Khalifa
- Use of the global implicit function theorem to induce singular conditional distributions on surfaces in n dimensions: Part III by Bamber, Donald/ Goodman, I. R./ Gupta, Arjun K. and Nguyen, Hung T.
- Parameter estimation of one-dimensional diffusion process by minimum Hellinger distance method by N'drin, Julien Apala and Hili, Ouagnina
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- Frontmatter
- Optimal control problems for linear backward doubly stochastic differential equations
- Stability analysis of the first-order periodic autoregressive diagonal bilinear model
- Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games
- Mixed sub-fractional Brownian motion
- Fractional white noise calculus in infinite dimensions
Volume 22, Issue 3 (Sep 2014)
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Optimal control problems for linear backward doubly stochastic differential equations
Gherbal, Boulakhras
Page 129
Published Online: 08/19/2014
Stability analysis of the first-order periodic autoregressive diagonal bilinear model
Aknouche, Abdelhakim / Bentarzi, Wissem
Page 139
Published Online: 08/12/2014
Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games
Baghery, Fouzia / Khelfallah, Nabil / Mezerdi, Brahim / Turpin, Isabelle
Page 151
Published Online: 08/12/2014
Fractional white noise calculus in infinite dimensions
Grecksch, Wilfried / Roth, Christian
Page 179
Published Online: 08/21/2014
- Frontmatter
- Optimal control problems for linear backward doubly stochastic differential equations
- Stability analysis of the first-order periodic autoregressive diagonal bilinear model
- Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games
- Mixed sub-fractional Brownian motion
- Fractional white noise calculus in infinite dimensions
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