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Articles 1 - 30 of 31
Full-Text Articles in Physical Sciences and Mathematics
Absolute Continuity Under Time Shift For Ornstein-Uhlenbeck Type Processes With Delay Or Anticipation, Jörg-Uwe Löbus
Absolute Continuity Under Time Shift For Ornstein-Uhlenbeck Type Processes With Delay Or Anticipation, Jörg-Uwe Löbus
Communications on Stochastic Analysis
No abstract provided.
An Epsilon-Nash Equilibrium For Non-Linear Markov Games Of Mean-Field-Type On Finite Spaces, Rani Basna, Astrid Hilbert, Vassili N Kolokoltsov
An Epsilon-Nash Equilibrium For Non-Linear Markov Games Of Mean-Field-Type On Finite Spaces, Rani Basna, Astrid Hilbert, Vassili N Kolokoltsov
Communications on Stochastic Analysis
No abstract provided.
Large Deviations Estimates For Some White Noise Distributions, Sonia Chaari, Achref Majid, Habib Ouerdiane
Large Deviations Estimates For Some White Noise Distributions, Sonia Chaari, Achref Majid, Habib Ouerdiane
Communications on Stochastic Analysis
No abstract provided.
Parameter Estimation From Occupation Times—A White Noise Approach, Wolfgang Bock, Thomas Götz, Martin Grothaus, Uditha Prabhath Liyanage
Parameter Estimation From Occupation Times—A White Noise Approach, Wolfgang Bock, Thomas Götz, Martin Grothaus, Uditha Prabhath Liyanage
Communications on Stochastic Analysis
No abstract provided.
Metastable Behavior For Conservative Dynamics On A Finite Box With Open Boundary, Taizo Chiyonobu, Yusuke Takagi
Metastable Behavior For Conservative Dynamics On A Finite Box With Open Boundary, Taizo Chiyonobu, Yusuke Takagi
Communications on Stochastic Analysis
No abstract provided.
Absence Of Energy Level Crossing For The Ground State Energy Of The Rabi Model, Masao Hirokawa, Fumio Hiroshima
Absence Of Energy Level Crossing For The Ground State Energy Of The Rabi Model, Masao Hirokawa, Fumio Hiroshima
Communications on Stochastic Analysis
No abstract provided.
An Entropy Approach To Bose-Einstein Condensation, Francesco De Vecchi, Stefania Ugolini
An Entropy Approach To Bose-Einstein Condensation, Francesco De Vecchi, Stefania Ugolini
Communications on Stochastic Analysis
No abstract provided.
Higher Powers Of Quantum White Noise Derivatives, Aymen Ettaieb, Habib Ouerdiane, Hafedh Rguigui
Higher Powers Of Quantum White Noise Derivatives, Aymen Ettaieb, Habib Ouerdiane, Hafedh Rguigui
Communications on Stochastic Analysis
No abstract provided.
An Extended Novikov-Type Criterion For Local Martingales With Jumps, Alexander Sokol
An Extended Novikov-Type Criterion For Local Martingales With Jumps, Alexander Sokol
Communications on Stochastic Analysis
No abstract provided.
Powers Of An Infinite Dimensional Brownian Motion Associated With The Product Of Distributions, Kimiaki Saitô, Takashi Shimada
Powers Of An Infinite Dimensional Brownian Motion Associated With The Product Of Distributions, Kimiaki Saitô, Takashi Shimada
Communications on Stochastic Analysis
No abstract provided.
Stokes Formula On The Space Of Tempered Distributions, S Chaari, F Cipriano, H.-H. Kuo, H Ouerdiane
Stokes Formula On The Space Of Tempered Distributions, S Chaari, F Cipriano, H.-H. Kuo, H Ouerdiane
Communications on Stochastic Analysis
No abstract provided.
Control Of A Finite Dam With A Lévy Input, Mohamed Abdel-Hameed
Control Of A Finite Dam With A Lévy Input, Mohamed Abdel-Hameed
Communications on Stochastic Analysis
No abstract provided.
Global Existence And Finite Time Blow-Up In A Class Of Stochastic Nonlinear Wave Equations, Rana D Parshad, Matthew A Beauregard, Aslan Kasimov, Belkacem Said-Houari
Global Existence And Finite Time Blow-Up In A Class Of Stochastic Nonlinear Wave Equations, Rana D Parshad, Matthew A Beauregard, Aslan Kasimov, Belkacem Said-Houari
Communications on Stochastic Analysis
No abstract provided.
3-D Stochastic Micropolar And Magneto-Micropolar Fluid Systems With Non-Lipschitz Multiplicative Noise, Kazuo Yamazaki
3-D Stochastic Micropolar And Magneto-Micropolar Fluid Systems With Non-Lipschitz Multiplicative Noise, Kazuo Yamazaki
Communications on Stochastic Analysis
No abstract provided.
A Coarsening Of The Strong Mixing Condition, Brendan K Beare
A Coarsening Of The Strong Mixing Condition, Brendan K Beare
Communications on Stochastic Analysis
No abstract provided.
An Analysis Of Stochastic Flows, A A Dorogovtsev, I. I. Nishchenko
An Analysis Of Stochastic Flows, A A Dorogovtsev, I. I. Nishchenko
Communications on Stochastic Analysis
No abstract provided.
Higher Order Approximations Via Stein's Method, L Coutin, L Decreusefond
Higher Order Approximations Via Stein's Method, L Coutin, L Decreusefond
Communications on Stochastic Analysis
No abstract provided.
Stability For Some Linear Stochastic Fractional Systems, Allan Fiel, Jorge A León, David Márquez-Carreras
Stability For Some Linear Stochastic Fractional Systems, Allan Fiel, Jorge A León, David Márquez-Carreras
Communications on Stochastic Analysis
No abstract provided.
Hedging In Bond Markets By The Clark-Ocone Formula, Nicolas Privault, Timothy Robin Teng
Hedging In Bond Markets By The Clark-Ocone Formula, Nicolas Privault, Timothy Robin Teng
Communications on Stochastic Analysis
No abstract provided.
Large Deviations For A Stochastic Burgers' Equation, Leila Setayeshgar
Large Deviations For A Stochastic Burgers' Equation, Leila Setayeshgar
Communications on Stochastic Analysis
No abstract provided.
Quasi-Invariance Of Fermion Processes With J-Hermitian Kernel, Giovanni Luca Torrisi
Quasi-Invariance Of Fermion Processes With J-Hermitian Kernel, Giovanni Luca Torrisi
Communications on Stochastic Analysis
No abstract provided.
Non-Detection Probability Of Diffusing Targets In The Presence Of A Moving Searcher, Pani W Fernando, Sivaguru S Sritharan
Non-Detection Probability Of Diffusing Targets In The Presence Of A Moving Searcher, Pani W Fernando, Sivaguru S Sritharan
Communications on Stochastic Analysis
No abstract provided.
The Gaussian Radon Transform In Classical Wiener Space, Irina Holmes, Ambar N Sengupta
The Gaussian Radon Transform In Classical Wiener Space, Irina Holmes, Ambar N Sengupta
Communications on Stochastic Analysis
No abstract provided.
Moments Analysis Of A Markov-Modulated Risk Model With Stochastic Interest Rates, Guglielmo D'Amico
Moments Analysis Of A Markov-Modulated Risk Model With Stochastic Interest Rates, Guglielmo D'Amico
Communications on Stochastic Analysis
No abstract provided.
Optimal Combined Divided And Proportional Reinsurance Policy, Eriyoti Chikodza, Julius N Esunge
Optimal Combined Divided And Proportional Reinsurance Policy, Eriyoti Chikodza, Julius N Esunge
Communications on Stochastic Analysis
No abstract provided.
Portfolio Optimization Under Partial Information With Expert Opinions: A Dynamic Programming Approach, Rüdiger Frey, Abdelali Gabih, Ralf Wunderlich
Portfolio Optimization Under Partial Information With Expert Opinions: A Dynamic Programming Approach, Rüdiger Frey, Abdelali Gabih, Ralf Wunderlich
Communications on Stochastic Analysis
No abstract provided.
Stochastic Control Of Itô-Lévy Processes With Applications To Finance, Bernt Øksendal, Agnès Sulem
Stochastic Control Of Itô-Lévy Processes With Applications To Finance, Bernt Øksendal, Agnès Sulem
Communications on Stochastic Analysis
No abstract provided.
Expert Opinions And Logarithmic Utility Maximization In A Market With Gaussian Drift, Abdelali Gabih, Hakam Kondakji, Jörn Sass, Ralf Wunderlich
Expert Opinions And Logarithmic Utility Maximization In A Market With Gaussian Drift, Abdelali Gabih, Hakam Kondakji, Jörn Sass, Ralf Wunderlich
Communications on Stochastic Analysis
No abstract provided.
Optimal Premium Policy Of An Insurance Firm With Delay And Stochastic Interest Rate, Charles Wilson Mahera, Olivier Menoukeu-Pamen, Moses Mwale
Optimal Premium Policy Of An Insurance Firm With Delay And Stochastic Interest Rate, Charles Wilson Mahera, Olivier Menoukeu-Pamen, Moses Mwale
Communications on Stochastic Analysis
No abstract provided.
The Itô Calculus And White Noise Theory: A Brief Survey Toward General Stochastic Integration, Hui-Hsiung Kuo
The Itô Calculus And White Noise Theory: A Brief Survey Toward General Stochastic Integration, Hui-Hsiung Kuo
Communications on Stochastic Analysis
No abstract provided.