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Review days = acceptance date − received date. PDF, DOI, and publisher-page sources are retained.
𝜀-Maximum principle for stochastic delayed control problems with jump-diffusion processes and application to social network-based advertising model
AuthorsDriss Bouggar; Younes Dahami; Mohamed El Fatini; Raya Nouira; Kai Wang
Affiliations1. Mathematics and Computer Science Department, LIAS Laboratory, Faculty of Sciences Ben M’Sick, Hassan II University of Casablanca, Morocco; 2. Stochastic Modelling & Statistics group, LAGA Laboratory, Department of Mathematics, FS, Ibn Tofail University, Kénitra, Morocco; 3. Center for Mathematics and Applications (NOVA Math), NOVA FCT, NOVA University of Lisbon, Portugal; 4. Department of Applied Mathematics, Anhui University of Finance and Economics, Bengbu 233030, P. R. China
Mean-reflected G-BSDEs with multi-variate constraints
AuthorsYiqing Lin; Falei Wang; Hui Zhao
Affiliations1. MOE-LSC, Shanghai Jiao Tong University, Shanghai 200240, P. R. China; 2. School of Mathematical Sciences, Shanghai Jiao Tong University, Shanghai 200240, P. R. China; 3. Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan 250100, P. R. China
Convergence analysis of a generalized mean-reverting stochastic model under stochastic correlation
AuthorsEmmanuel Coffie
Affiliations1. Department of Mathematical Sciences, Institute for Financial and Actuarial Mathematics, University of Liverpool, Liverpool L69 7ZL, UK
A multivariate Berry–Esseen theorem for time-dependent expanding dynamical systems
AuthorsJuho Leppänen
Affiliations1. Research Institute of Science and Technology, Tokai University, Kanagawa 259-1292, Japan
Random dynamics for N SPDEs with mean-field interaction
AuthorsMin Zhao; Wei Wang
Affiliations1. School of Mathematics, Nanjing University, Nanjing 210093, P. R. China
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