Stochastics and Dynamics

MOST READ ARTICLES

• Continuity of Lyapunov exponents is equivalent to continuity of Oseledets subspaces

  • Lucas Backes
  and
  • Mauricio Poletti

  Vol. 17, No. 06

• Obituary

  • Manfred Denker
  ,
  • Jinqiao Duan
  and
  • Björn Schmalfuß

  Vol. 16, No. 06

• Probability analysis of a stochastic SIS epidemic model

  • Qing Ge
  ,
  • Zhiming Li
  and
  • Zhidong Teng

  Vol. 17, No. 06

• Strong solutions for functional SDEs with singular drift

  • Xing Huang

  Vol. 18, No. 02

• Solvability of coupled FBSDEs with diagonally quadratic generators

  • Peng Luo
  and
  • Ludovic Tangpi

  Vol. 17, No. 06

• Markov processes with spatial delay: Path space characterization, occupation time and properties

  • Michael Salins
  and
  • Konstantinos Spiliopoulos

  Vol. 17, No. 06

MOST CITED ARTICLES

• ATTRACTORS FOR STOCHASTIC LATTICE DYNAMICAL SYSTEMS

  • PETER W. BATES
  ,
  • HANNELORE LISEI
  and
  • KENING LU

  Vol. 06, No. 01

• MCMC METHODS FOR DIFFUSION BRIDGES

  • ALEXANDROS BESKOS
  ,
  • GARETH ROBERTS
  ,
  • ANDREW STUART
  and
  • JOCHEN VOSS

  Vol. 08, No. 03

• BOUNDARY PROBLEMS FOR FRACTIONAL LAPLACIANS

  • QING-YANG GUAN
  and
  • ZHI-MING MA

  Vol. 05, No. 03

• ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS

  • HANS FÖLLMER
  and
  • THOMAS KNISPEL

  Vol. 11, No. 02n03

• LOCAL LIMIT THEOREMS FOR PARTIAL SUMS OF STATIONARY SEQUENCES GENERATED BY GIBBS–MARKOV MAPS

  • JON AARONSON
  and
  • MANFRED DENKER

  Vol. 01, No. 02

• ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION

  • IGOR CIALENCO
  ,
  • SERGEY V. LOTOTSKY
  and
  • JAN POSPÍŠIL

  Vol. 09, No. 02

• Existence and upper semicontinuity of attractors for stochastic equations with deterministic non-autonomous terms

  • Bixiang Wang

  Vol. 14, No. 04

• FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES

  • T. E. DUNCAN
  ,
  • B. PASIK-DUNCAN
  and
  • B. MASLOWSKI

  Vol. 02, No. 02

• Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion

  • Yong Xu
  ,
  • Bin Pei
  and
  • Jiang-Lun Wu

  Vol. 17, No. 02