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Louisiana State University

Journal of Stochastic Analysis

Articles 1 - 30 of 118

Full-Text Articles in Physical Sciences and Mathematics

Quasistationary Distribution For The Invasion Model On A Complete Bipartite Graph, Clayton Allard, Iddo Ben-Ari, Shrikant Chand, Van Hovenga, Edith Lee, Julia Shapiro Mar 2024

Quasistationary Distribution For The Invasion Model On A Complete Bipartite Graph, Clayton Allard, Iddo Ben-Ari, Shrikant Chand, Van Hovenga, Edith Lee, Julia Shapiro

Journal of Stochastic Analysis

No abstract provided.


A Characterization Of The Operator Entropy In Terms Of An Isometry Property Related To Trace Norms, Ryo Inayoshi Mar 2024

A Characterization Of The Operator Entropy In Terms Of An Isometry Property Related To Trace Norms, Ryo Inayoshi

Journal of Stochastic Analysis

No abstract provided.


Two Non–*–Isomorphic *–Lie Algebra Structures On Sl(2,R) And Their Physical Origins, Luigi Accardi, Irina Ya. ArefʹEva, Yungang Lu, Igorʹ VasilʹEvich Volovich Feb 2024

Two Non–*–Isomorphic *–Lie Algebra Structures On Sl(2,R) And Their Physical Origins, Luigi Accardi, Irina Ya. ArefʹEva, Yungang Lu, Igorʹ VasilʹEvich Volovich

Journal of Stochastic Analysis

No abstract provided.


Covariant Anyons Via Mackey Machinery, Radhakrishnan Balu Jan 2024

Covariant Anyons Via Mackey Machinery, Radhakrishnan Balu

Journal of Stochastic Analysis

No abstract provided.


Nonlinear Filtering Of Classical And Quantum Spin Systems, Sivaguru S. Sritharan, Saba Mudaliar Jan 2024

Nonlinear Filtering Of Classical And Quantum Spin Systems, Sivaguru S. Sritharan, Saba Mudaliar

Journal of Stochastic Analysis

No abstract provided.


On A Stationary Random Knot, Andrey A. Dorogovtsev Oct 2023

On A Stationary Random Knot, Andrey A. Dorogovtsev

Journal of Stochastic Analysis

No abstract provided.


Backward Stochastic Differential Equations In A Semi-Markov Chain Model, Robert J. Elliott, Zhe Yang Oct 2023

Backward Stochastic Differential Equations In A Semi-Markov Chain Model, Robert J. Elliott, Zhe Yang

Journal of Stochastic Analysis

No abstract provided.


Double Barrier Backward Doubly Stochastic Differential Equations, Tadashi Hayashi Aug 2023

Double Barrier Backward Doubly Stochastic Differential Equations, Tadashi Hayashi

Journal of Stochastic Analysis

No abstract provided.


Symmetric Functions Algebras (Sfa) Iii: Stochastic And Constant Row Sum Matrices, Philip Feinsilver Aug 2023

Symmetric Functions Algebras (Sfa) Iii: Stochastic And Constant Row Sum Matrices, Philip Feinsilver

Journal of Stochastic Analysis

No abstract provided.


Multiplication Operators By White Noise Delta Functions And Associated Differential Equations, Luigi Accardi, Un Cig Ji, Kimiaki Saitô Jun 2023

Multiplication Operators By White Noise Delta Functions And Associated Differential Equations, Luigi Accardi, Un Cig Ji, Kimiaki Saitô

Journal of Stochastic Analysis

No abstract provided.


Random Variables With Overlapping Number And Weyl Algebras Ii, Ruma Dutta, Gabriela Popa, Aurel Stan Jun 2023

Random Variables With Overlapping Number And Weyl Algebras Ii, Ruma Dutta, Gabriela Popa, Aurel Stan

Journal of Stochastic Analysis

No abstract provided.


Modelling Illiquid Stocks Using Quantum Stochastic Calculus: Asymptotic Methods, Will Hicks May 2023

Modelling Illiquid Stocks Using Quantum Stochastic Calculus: Asymptotic Methods, Will Hicks

Journal of Stochastic Analysis

No abstract provided.


Symmetric Functions Algebras (Sfa) Ii: Induced Matrices, Philip Feinsilver Apr 2023

Symmetric Functions Algebras (Sfa) Ii: Induced Matrices, Philip Feinsilver

Journal of Stochastic Analysis

No abstract provided.


Optimal Control Problems For Stochastic Processes With Absorbing Regime, Yaacov Kopeliovich Apr 2023

Optimal Control Problems For Stochastic Processes With Absorbing Regime, Yaacov Kopeliovich

Journal of Stochastic Analysis

No abstract provided.


Modelling Illiquid Stocks Using Quantum Stochastic Calculus, Will Hicks Mar 2023

Modelling Illiquid Stocks Using Quantum Stochastic Calculus, Will Hicks

Journal of Stochastic Analysis

No abstract provided.


Symmetric Functions Algebras I: Introduction And Basic Features, Philip Feinsilver Mar 2023

Symmetric Functions Algebras I: Introduction And Basic Features, Philip Feinsilver

Journal of Stochastic Analysis

No abstract provided.


Random Variables With Overlapping Number And Weyl Algebras I, Ruma Dutta, Gabriela Popa, Aurel Stan Mar 2023

Random Variables With Overlapping Number And Weyl Algebras I, Ruma Dutta, Gabriela Popa, Aurel Stan

Journal of Stochastic Analysis

No abstract provided.


Pricing Multi-Asset Contingent Claims In A Multi-Dimensional Binomial Market, Jarek Kedra, Assaf Libman, Victoria Steblovskaya Feb 2023

Pricing Multi-Asset Contingent Claims In A Multi-Dimensional Binomial Market, Jarek Kedra, Assaf Libman, Victoria Steblovskaya

Journal of Stochastic Analysis

No abstract provided.


The Malliavin-Stein Method For Normal Random Walks With Dependent Increments, Ian Flint, Nicolas Privault, Giovanni Luca Torrisi Feb 2023

The Malliavin-Stein Method For Normal Random Walks With Dependent Increments, Ian Flint, Nicolas Privault, Giovanni Luca Torrisi

Journal of Stochastic Analysis

No abstract provided.


Runge-Kutta Methods For Rough Differential Equations, Martin Redmann, Sebastian Riedel Dec 2022

Runge-Kutta Methods For Rough Differential Equations, Martin Redmann, Sebastian Riedel

Journal of Stochastic Analysis

No abstract provided.


A Jump-Diffusion Process For Asset Price With Non-Independent Jumps, Yihren Wu, Majnu John Dec 2022

A Jump-Diffusion Process For Asset Price With Non-Independent Jumps, Yihren Wu, Majnu John

Journal of Stochastic Analysis

No abstract provided.


Quantization Of The Monotone Poisson Central Limit Theorem, Yungang Lu Dec 2022

Quantization Of The Monotone Poisson Central Limit Theorem, Yungang Lu

Journal of Stochastic Analysis

No abstract provided.


Applications Of A Superposed Ornstein-Uhlenbeck Type Processes, Santatriniaina Avotra Randrianambinina, Julius Esunge Dec 2022

Applications Of A Superposed Ornstein-Uhlenbeck Type Processes, Santatriniaina Avotra Randrianambinina, Julius Esunge

Journal of Stochastic Analysis

No abstract provided.


On The Diagonalizability And Factorizability Of Quadratic Boson Fields, Luigi Accardi, Andreas Boukas, Yungang Lu, Alexander Teretenkov Dec 2022

On The Diagonalizability And Factorizability Of Quadratic Boson Fields, Luigi Accardi, Andreas Boukas, Yungang Lu, Alexander Teretenkov

Journal of Stochastic Analysis

No abstract provided.


The Degree Gini Index Of Several Classes Of Random Trees And Their Poissonized Counterparts—Evidence For Duality, Carly Domicolo, Panpan Zhang, Hosam Mahmoud Oct 2022

The Degree Gini Index Of Several Classes Of Random Trees And Their Poissonized Counterparts—Evidence For Duality, Carly Domicolo, Panpan Zhang, Hosam Mahmoud

Journal of Stochastic Analysis

No abstract provided.


A Sharp Rate Of Convergence In The Functional Central Limit Theorem With Gaussian Input, S.V. Lototsky Oct 2022

A Sharp Rate Of Convergence In The Functional Central Limit Theorem With Gaussian Input, S.V. Lototsky

Journal of Stochastic Analysis

No abstract provided.


Quantization Of The Free Poisson Central Limit Theorem, Yungang Lu Oct 2022

Quantization Of The Free Poisson Central Limit Theorem, Yungang Lu

Journal of Stochastic Analysis

No abstract provided.


Quantization Of The Boolean Poisson Central Limit Theorem And A Generalized Boolean Bernoulli Sequence, Yungang Lu Sep 2022

Quantization Of The Boolean Poisson Central Limit Theorem And A Generalized Boolean Bernoulli Sequence, Yungang Lu

Journal of Stochastic Analysis

No abstract provided.


A First-Passage Problem For Exponential Integrated Diffusion Processes, Mario Lefebvre Sep 2022

A First-Passage Problem For Exponential Integrated Diffusion Processes, Mario Lefebvre

Journal of Stochastic Analysis

No abstract provided.


Domain Of Exotic Laplacian Constructed By Wiener Integrals Of Exponential White Noise Distributions, Luigi Accardi, Un Cig Ji, Kimiaki Saitô Aug 2022

Domain Of Exotic Laplacian Constructed By Wiener Integrals Of Exponential White Noise Distributions, Luigi Accardi, Un Cig Ji, Kimiaki Saitô

Journal of Stochastic Analysis

No abstract provided.