Mathematical Problems in Engineering

Stochastic Process Theory and Its Applications


Publishing date
01 Jan 2021
Status
Closed
Submission deadline
14 Aug 2020

Lead Editor

1Shandong University of Finance and Economics, Jinan, China

2University of Melbourne, Melbourne, Australia

3Central University of Finance and Economics, Beijing, China

4Chongqing University, Chongqing, China

This issue is now closed for submissions.
More articles will be published in the near future.

Stochastic Process Theory and Its Applications

This issue is now closed for submissions.
More articles will be published in the near future.

Description

The stochastic process can be defined quite generally and has attracted many scholars’ attention owing to its wide applications in various fields such as physics, mathematics, finance, and engineering.

Although stochastic process theory and its applications have made great progress in recent years, there are still a lot of new and challenging problems existing in the areas of theory, analysis, and application, which cover the fields of stochastic control, Markov chains, renewal process, actuarial science, and so on. These problems merit further study by using more advanced theories and tools.

The aim of this special issue is to publish original research articles that reflect the most recent advances in the theory and applications of stochastic processes. The focus will especially be on applications of stochastic processes as key technologies in various research areas, such as Markov chains, renewal theory, control theory, nonlinear theory, queuing theory, risk theory, communication theory engineering and traffic engineering.

Potential topics include but are not limited to the following:

  • Stochastic models
  • Random motions
  • Queuing theory
  • Renewal process theory and its application
  • Stochastic differential equation and stochastic control
  • Application of queuing theory in traffic engineering
  • Application of Markov process in communication theory engineering
  • Applications to risk theory, insurance, actuarial science and system risk engineering

Articles

  • Special Issue
  • - Volume 2021
  • - Article ID 2839726
  • - Research Article

The Pareto-Optimal Stop-Loss Reinsurance

Haiyan You | Xiaoqing Zhou
  • Special Issue
  • - Volume 2020
  • - Article ID 9097321
  • - Research Article

A Continuous-Time Version of a Delegated Asset Management Problem

Yanan Li | Zengti Li | Chuanzheng Li
  • Special Issue
  • - Volume 2020
  • - Article ID 1932704
  • - Research Article

Compound Binomial Model with Batch Markovian Arrival Process

Fang Jin | Chengxun Wu | Hui Ou
  • Special Issue
  • - Volume 2020
  • - Article ID 3984924
  • - Research Article

A Blockchain Prediction Model on Time, Value, and Purchase Based on Markov Chain and Queuing Theory in Stock Trade

Wenjuan Lian | Qi Fan | ... | Yongquan Liang
  • Special Issue
  • - Volume 2020
  • - Article ID 3042543
  • - Research Article

On a Discrete Markov-Modulated Risk Model with Random Premium Income and Delayed Claims

Changwei Nie | Mi Chen | Haiyan Liu
  • Special Issue
  • - Volume 2020
  • - Article ID 5830245
  • - Research Article

Some State-Specific Exit Probabilities in a Markov-Modulated Risk Model

Jingchao Li | Shuanming Li
  • Special Issue
  • - Volume 2020
  • - Article ID 7037602
  • - Research Article

Some Properties of Bifractional Bessel Processes Driven by Bifractional Brownian Motion

Xichao Sun | Rui Guo | Ming Li
  • Special Issue
  • - Volume 2020
  • - Article ID 5369879
  • - Research Article

Basket Credit Derivative Pricing in a Markov Chain Model with Interacting Intensities

Kangquan Zhi | Jie Guo | Xiaosong Qian
  • Special Issue
  • - Volume 2020
  • - Article ID 4613536
  • - Research Article

A Fourier-Cosine Method for Pricing Discretely Monitored Barrier Options under Stochastic Volatility and Double Exponential Jump

Shoude Huang | Xunxiang Guo
  • Special Issue
  • - Volume 2020
  • - Article ID 3061298
  • - Research Article

Pareto-Optimal Reinsurance Revisited: A Two-Stage Optimisation Procedure Approach

Ying Fang | Lu Wang | Zhongfeng Qu
Mathematical Problems in Engineering
 Journal metrics
See full report
Acceptance rate48%
Submission to final decision55 days
Acceptance to publication25 days
CiteScore2.100
Journal Citation Indicator0.420
Impact Factor1.430
 Submit

Article of the Year Award: Outstanding research contributions of 2021, as selected by our Chief Editors. Read the winning articles.