Impact Factor: 0.3

Journal

Random Operators and Stochastic Equations

Editor-in-Chief: Vyacheslav Girko
Managing Editor: S. Molchanov
Editorial Board: L. Accardi , Sergio Albeverio , R. Carmona , G. Casati , N. Christopeit , C. Domanski , I. Ibragimov , Werner Kirsch , A. Klein , N. Leonenko , Philippe Loubaton , E. Orsingher , L. Pastur , Albert Shiryaev , A.F. Turbin and Alexandre Veretennikov

Language: English

First published: January 1, 1993

Publication Frequency: 4 issues per year

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Objective
Random Operators and Stochastic Equations is devoted to the theory of random operators and stochastic analysis. Contributions on theoretical aspects, as well as on physical and technical applications are considered for publication.

Topics

general theory of linear random operators,
theory of random matrices, chaos in classical and quantum mechanics,
stochastic differential equations,
Brownian motion theory,
neural networks theory,
regression analysis,
multivariate statistical analysis,
systems of linear algebraic equations with random coefficients,
spectral decomposition of the solutions of operator stochastic equations,
pattern recognition,
discriminant analysi
stochastic control theory.

Article formats
Research articles

Information on submission process

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Leading experts in the field of random operators and stochastic equations from all over the world
Cutting-edge research results within theoretical and applied approaches
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Quasi-(𝑚,𝑛)-paranormal operators

June 12, 2025

Baljinder Kour, Sonu Ram

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In this paper, we introduce the notion of quasi- ( m , n ) (m,n) -paranormal operators on a Hilbert space and prove basic structural properties for the same class of operators. We also characterize these operators. We prove that if 𝑇 is quasi- ( m , n ) (m,n) -paranormal, then the spectral mapping theorem holds, that is, f ⁢ ( w ⁢ ( T ) ) = w ⁢ ( f ⁢ ( T ) ) f(w(T))=w(f(T)) for every analytic function f ∈ H ⁢ ( σ ⁢ ( T ) ) f\in\mathcal{H}(\sigma(T)) . We also show more general results for operators in the class.
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Averaging result for impulsive 𝜓-Hilfer fractional stochastic pantograph-type delay system driven by Poisson jumps

June 12, 2025

A. Jalisraj, R. Udhayakumar

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This article explores the averaging principle for 𝜓-Hilfer fractional neutral impulsive stochastic differential equations with pantograph-type delay driven by Poisson jumps. With the help of the Khasḿinskii approach, we approximate the nonautonomous 𝜓-Hilfer fractional stochastic differential equations with both deterministic and stochastic jumps by an autonomous 𝜓-Hilfer fractional stochastic differential equations without deterministic jumps and to demonstrate the convergence in L p L^{\mathtt{p}} sense. Using Lipschitz and growth conditions and elementary inequalities, assumptions are made. With the help of Jensen’s inequality, Burkholder–Davis–Gundy inequality, Hölder inequality, Doob’s martingale inequality, Kunitha’s inequality and Gronwall–Bellman’s inequality, an averaging principle of our proposed system is obtained in the sense of L p \mathtt{L^{p}} convergence. An illustration is given to support the theoretical results.
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Weak convergence for continuous stochastic processes in the dual of a nuclear space with applications to the convergence of SPDEs

June 12, 2025

Christian Andrés Fonseca-Mora

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Let Φ ′ \Phi^{\prime} denote the strong dual of a nuclear space Φ and let C ∞ ⁢ ( Φ ′ ) C_{\infty}(\Phi^{\prime}) be the collection of all continuous mappings x : [ 0 , ∞ ) → Φ ′ x\colon[0,\infty)\rightarrow\Phi^{\prime} equipped with the topology of local uniform convergence. In this paper, we prove sufficient conditions for tightness of probability measures on C ∞ ⁢ ( Φ ′ ) C_{\infty}(\Phi^{\prime}) and for weak convergence in C ∞ ⁢ ( Φ ′ ) C_{\infty}(\Phi^{\prime}) for a sequence of Φ ′ \Phi^{\prime} -valued processes. We illustrate our results with two applications. First, we show the central limit theorem for local martingales taking values in the dual of an ultrabornological nuclear space. Second, we prove sufficient conditions for the weak convergence in C ∞ ⁢ ( Φ ′ ) C_{\infty}(\Phi^{\prime}) for a sequence of solutions to stochastic partial differential equations driven by semimartingale noise.
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The global elliptic law for complex random matrices

May 27, 2025

Vyacheslav L. Girko

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We prove the global elliptic law for random non-Hermitian matrices with complex covariances of its entries. The proof of the global elliptic law is based on generalized Lindeberg condition, VICTORIA transform, RESPECT method and new limit theorems.
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Estimation for a misspecified change point type signal driven by a fractional Brownian motion

May 27, 2025

M. N. Mishra, B. L. S. Prakasa Rao

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We study the problem of misspecification when the stochastic model proposed by the statistician (theoretical model), through a stochastic differential equation, has a change point type singularity in the drift but the real model has a smooth drift function and the driving force is a fractional Brownian motion.
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Forward-backward doubly stochastic differential equations with Poisson jumps in infinite dimensions

May 22, 2025

AbdulRahman Al-Hussein

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In this paper, we investigate the existence and uniqueness of the solution for a system of nonlinear, fully coupled forward-backward doubly stochastic differential equations with Poisson jumps. Our study is conducted within the framework of a separable real Hilbert space, and we employ a continuation method to establish the proof.
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Stochastic variational inequality and reflected BSDEs with jumps and RCLL obstacle

October 6, 2017

Abou Sene, Aboubakary Diakhaby

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In this paper, we consider a class of one-dimensional reflected Backward Stochastic Differential Equation (BSDE for short) when the noise is driven by a Brownian motion and an independent Poisson point process. Using a stochastic variational inequality, we characterize its solution.

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Journal Impact Factor	0.3	2024, Journal Citation Reports (Clarivate, 2025)
5-year Journal Impact Factor	0.2	2024, Journal Citation Reports (Clarivate, 2025)
Journal Citation Indicator	0.17	2024, Journal Citation Reports (Clarivate, 2025)
CiteScore	0.6	2024, Scopus (Elsevier B.V., 2025)
SCImago Journal Rank	0.164	2024, SJR (Scimago Lab, 2025; Data Source: Scopus)
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Mathematical Citation Quotient	0.12

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.. is done electronically by emailing both a PDF file and the source files (LaTeX) to one of the Editors-in-Chief or to any member of the Editorial Board. See the Editorial Information for names and e-mail addresses.

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Editor-in-Chief
Vyacheslav Girko
Institute of Mathematics
Ukrainian National Academy of Sciences
Tereshchenkivska St. 3
01601 Kiev, Ukraine
E-mail: vgirko1946@gmail.com

Managing Editor
Stanislav Molchanov
Department of Mathematics and Statistics
University of North Carolina at Charlotte
9201 University City Blvd.
Charlotte, NC 28223-0001, USA
E-mail: smolchan@uncc.edu

Executive Secretary
Ganna Vladimirova
avladimirova1954@gmail.com

Editorial Board
Luigi Accardi
Department of Mathematics
Università degli Studi di Roma Tor Vergata
Via della Ricerca Scientifica
00133 Rome, Italy
E-mail: accardi@volterra.mat.uniroma2.it

Sergio Albeverio 
Institut für Angewandte Mathematik
Universität Bonn
Wegelerstr. 6
53115 Bonn, Germany
E-mail: albeverio@uni-bonn.de

Rene Carmona 
Department of Operations Research & Financial Engineering
Princeton University
Princeton, NJ 08544-5263, USA
E-mail: rcarmona@princeton.edu

Giulio Casati 
Department of Physics and Mathematics
University of Insubria
Via Valleggio 11
22100 Como, Italy
E-mail: giulio.casati@uninsubria.it

Norbert Christopeit 
Department of Economics
University of Bonn
Adenauerallee 24–42
53113 Bonn, Germany
E-mail: christopeit@uni-bonn.de

Czeslaw Domanski 
Institute of Econometrics and Statistics
University of Lódz
Ul. Revolucii 1905p, N41
90214 Lódz, Poland
E-mail: czedoman@uni.lodz.pl

Ildar Ibragimov 
Laboratory of Statistical Methods
Petersburg Department of Steklov Institute of Mathematics
Fontanka 27
191023 St. Petersburg, Russia
E-mail: ibr32@pdmi.ras.ru

Werner Kirsch 
Lehrgebiet Stochastik Fakultät für Mathematik und Informatik
FernUniversität Hagen
58084 Hagen, Germany
E-mail: werner.kirsch@fernuni-hagen.de

Abel Klein 
Department of Mathematics
University of California, Irvine
241 Multipurpose Science & Technology Building
Irvine, CA 92697-3875, USA
E-mail: aklein@math.uci.edu

Nikolai Leonenko 
School of Mathematics
Cardiff University
Senghennydd Road
Cardiff CF24 4AG, UK
E-mail: leonenkon@Cardiff.ac.uk

Philippe Loubaton
IGM LabInfo, UMR8049
Institut Gaspard Monge/Electronique
Université de Marne la Vallée
5 Boulevard Descartes
Cité Descartes, Champs sur Marne
77454 Marne la Vallée Cedex 2, France
E-mail: loubaton@univ-mlv.fr

Stanislav Molchanov 
Department of Mathematics and Statistics
University of North Carolina at Charlotte
9201 University City Blvd.
Charlotte, NC 28223-0001, USA
E-mail: smolchan@uncc.edu

Enzo Orsingher 
Dipartimento di Statistica, Probabilità e Statistiche Applicate
Università di Roma La Sapienza
Piazzale Aldo Moro 5
00185 Rome, Italy
E-mail: orsinghe@pow2.sta.uniroma1.it

Leonid Pastur 
B. Verkin Institute for Low Temperature Physics and Engineering
National Academy of Sciences of Ukraine
Lenin St. 47
Kharkov 61103, Ukraine
E-mail: lpastur@ilt.kharkov.ua

Mykola Portenko 
Institute of Mathematics
Ukrainian National Academy of Sciences
Tereshchenkivska St. 3
01601 Kiev, Ukraine
E-mail: portenko@imath.kiev.ua

Albert Shiryaev 
Department of Probability Theory and Mathematical Statistics
Steklov Mathematical Institute
Russian Academy of Sciences
Gubkina St. 8
119991 Moscow, Russia
E-mail: albertsh@mi.ras.ru

Anatoly F. Turbin 
Institute of Mathematics
Ukrainian National Acaemy of Sciences
Tereshchenkivska St. 3
01601 Kiev-4, Ukraine
E-mail: turbin@imath.kiev.ua

Alexandre Veretennikov 
School of Mathematics
University of Leeds
LS2 9JT Leeds
UK
E-mail: a.veretennikov@leeds.ac.uk

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Journal information

Additional information

eISSN:

1569-397X

Language:

English

Publisher:

De Gruyter

Additional information

First published:

January 1, 1993

Publication Frequency:

4 issues per year

eISSN: 1569-397X

Audience(s) for this journal

researchers in the field of the theory of random operators and stochastic analysis

Random Operators and Stochastic Equations

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