Special Issue: Stochastic processes with long/short range dependence for dynamical systems with/without memory and their first passage times: theoretical and statistical approaches with applications
Guest Editors
Prof. Dr. Enrica Pirozzi
Department of Mathematics and Applications, University of Naples FEDERICO II, Italy
Email: enrica.pirozzi@unina.it
Prof. Dr. Ronnie Loeffen
Department of Mathematics, University of Manchester, UK
Email: ronnie.loeffen@manchester.ac.uk
Prof. Dr. Pierre Patie
School of Operations Research and Information Engineering, Cornell university, USA
Email: ppatie@cornell.edu
Manuscript Topics
The aim of this Special Issue is to collect original research articles covering advances in the theory of stochastic processes and related first passage problems highlighting long/short dependence properties. One of the main purposes of such studies is to construct stochastic models able to embody memory effects and suitable to be applied in different fields such as finance, computational biology and neurobiology, population dynamics, genetics, and others. Results of the study of discrete and/or continuous processes also subject to stochastic time-changed and more general fractional (in space and/or in time) processes are welcome.
Some of topics on which papers can be focused are:
• Stochastic differential equations
• Fractional differential equations
• Correlated processes
• First passage time problems
• Stochastic optimal controls
• Mean-field limits
• Interacting particle systems
• Statistics of stochastic processes
• Parameter estimation and simulation techniques
Instruction for Authors
http://www.aimspress.com/math/news/solo-detail/instructionsforauthors
Please submit your manuscript to online submission system
https://aimspress.jams.pub/
