Modern Stochastics: Theory and Applications

Journal cover
Focus and Scope. Modern Stochastics: Theory and Applications publishes original research papers of highest quality in modern stochastics including
  • probability theory
  • mathematical statistics
  • theory of stochastic processes and random fields
  • stochastic analysis and stochastic differential equations
  • probabilistic aspects of fractal analysis
  • stochastic geometry
and various applied fields such as
  • financial mathematics
  • actuarial mathematics and risk theory
  • applications in economics, biology, physics, engineering
  • optimization and control

With broad coverage of probability and statistics topics, we welcome original papers to present the deepest and highly innovative results, new tools, ideas and methods with rigorous mathematical background, and also with a great potential for practical applications. Journal will accept only papers of sufficiently high quality both in terms of scientific contents and the presentation of the results (including the graphical aspect of the work). The journal welcomes articles of interdisciplinary nature.

Periodicity. The journal is published quarterly.

Peer review process. Articles submitted to VMSTA journal are anonymously reviewed by at least three experts in the field. The details of the peer-review process are described here.

Open Access Policy. This journal provides immediate open access to its content on the principle that making research freely available to the public supports a greater global exchange of knowledge.

Abstracted/Indexed in: Current Index to Statistics – Extended Database (CIS/ED), Emerging Sources Citation Index (ESCI) of Web of Science, Google Scholar, Index Copernicus, MathSciNet, Scilit, Zentralblatt MATH Database (zbMATH)
From now – also in: EBSCOhost

Co-publishing:
VTEX. Solutions for Science Publishing   Vilnius University   Taras Shevchenko National University of Kyiv

Articles to Appear in Subsequent Issues >>


Vol 4, No 4 (2017)

Table of Contents

Articles

Integrated quantile functions: properties and applications PDF
Alexander A. Gushchin, Dmitriy A. Borzykh 285–314
The risk model with stochastic premiums, dependence and a threshold dividend strategy PDF
Olena Ragulina 315–351
Double barrier reflected BSDEs with stochastic Lipschitz coefficient PDF
Mohamed Marzougue, Mohamed El Otmani 353–379
On model fitting and estimation of strictly stationary processes PDF
Marko Voutilainen, Lauri Viitasaari, Pauliina Ilmonen 381–406
On the size of the block of 1 for $\varXi$-coalescents with dust PDF
Fabian Freund, Martin Möhle 407–425
Author index PDF
  427–428
Subject index PDF
  429–430
2010 Mathematics Subject Classification index PDF
  431–434