文章名稱引用次數

• Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments9
• Existence and Hyers-Ulam stability of random impulsive stochastic functional differential equations with finite delays7
• Levy noise perturbation for an epidemic model with impact of media coverage6
• Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion4
• Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims4
• Fractional stochastic evolution equations with nonlocal initial conditions and noncompact semigroups4
• Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps4
• Random fixed point theorems for Hardy-Rogers self-random operators with applications to random integral equations3
• Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations3
• Moments and ergodicity of the jump-diffusion CIR process3