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Articles 1 - 30 of 41
Full-Text Articles in Physical Sciences and Mathematics
An Intrinsic Proof Of An Extension Of Itô’S Isometry For Anticipating Stochastic Integrals, Hui-Hsiung Kuo, Pujan Shrestha, Sudip Sinha
An Intrinsic Proof Of An Extension Of Itô’S Isometry For Anticipating Stochastic Integrals, Hui-Hsiung Kuo, Pujan Shrestha, Sudip Sinha
Journal of Stochastic Analysis
No abstract provided.
Covariant Ergodic Quantum Markov Semigroups Via Systems Of Imprimitivity, Radhakrishnan Balu
Covariant Ergodic Quantum Markov Semigroups Via Systems Of Imprimitivity, Radhakrishnan Balu
Journal of Stochastic Analysis
No abstract provided.
De Finetti’S Theorem In Categorical Probability, Tobias Fritz, Tomáš Gonda, Paolo Perrone
De Finetti’S Theorem In Categorical Probability, Tobias Fritz, Tomáš Gonda, Paolo Perrone
Journal of Stochastic Analysis
No abstract provided.
A Clark-Ocone Type Formula Via Itô Calculus And Its Application To Finance, Takuji Arai, Ryoichi Suzuki
A Clark-Ocone Type Formula Via Itô Calculus And Its Application To Finance, Takuji Arai, Ryoichi Suzuki
Journal of Stochastic Analysis
No abstract provided.
Calculating Infinitesimal Generators, Majnu John, Yihren Wu
Calculating Infinitesimal Generators, Majnu John, Yihren Wu
Journal of Stochastic Analysis
No abstract provided.
Recursive And Viterbi Estimation For Semi-Markov Chains, Robert J. Elliott, W. P. Malcolm
Recursive And Viterbi Estimation For Semi-Markov Chains, Robert J. Elliott, W. P. Malcolm
Journal of Stochastic Analysis
No abstract provided.
The N-Dimensional Quadratic Heisenberg Algebra As A “Non–Commutative” Sl(2,C), Luigi Accardi, Andreas Boukas, Yun-Gang Lu
The N-Dimensional Quadratic Heisenberg Algebra As A “Non–Commutative” Sl(2,C), Luigi Accardi, Andreas Boukas, Yun-Gang Lu
Journal of Stochastic Analysis
No abstract provided.
Rough Paths And Regularization, André O. Gomes, Alberto Ohashi, Francesco Russo, Alan Teixeira
Rough Paths And Regularization, André O. Gomes, Alberto Ohashi, Francesco Russo, Alan Teixeira
Journal of Stochastic Analysis
No abstract provided.
Generalized Girsanov Transform Of Processes And Zakai Equation With Jumps, Masatoshi Fujisaki, Takashi Komatsu
Generalized Girsanov Transform Of Processes And Zakai Equation With Jumps, Masatoshi Fujisaki, Takashi Komatsu
Journal of Stochastic Analysis
No abstract provided.
On The Uniqueness Of Solutions To Martingale Problems For Diffusion Operators With Progressively Measurable Random Coefficients, Masaaki Tsuchiya
On The Uniqueness Of Solutions To Martingale Problems For Diffusion Operators With Progressively Measurable Random Coefficients, Masaaki Tsuchiya
Journal of Stochastic Analysis
No abstract provided.
Particle Representation For The Solution Of The Filtering Problem. Application To The Error Expansion Of Filtering Discretizations, Dan Crisan, Thomas G. Kurtz, Salvador Ortiz-Latorre
Particle Representation For The Solution Of The Filtering Problem. Application To The Error Expansion Of Filtering Discretizations, Dan Crisan, Thomas G. Kurtz, Salvador Ortiz-Latorre
Journal of Stochastic Analysis
No abstract provided.
An Anti-Symmetric Version Of Malliavin Calculus, Jirô Akahori, Tomo Matsusita, Yasufumi Nitta
An Anti-Symmetric Version Of Malliavin Calculus, Jirô Akahori, Tomo Matsusita, Yasufumi Nitta
Journal of Stochastic Analysis
No abstract provided.
Transfer Of Regularity For Markov Semigroups By Using An Interpolation Technique, Vlad Bally, Lucia Caramellino
Transfer Of Regularity For Markov Semigroups By Using An Interpolation Technique, Vlad Bally, Lucia Caramellino
Journal of Stochastic Analysis
No abstract provided.
Integration By Parts Formula On Solutions To Stochastic Differential Equations With Jumps On Riemannian Manifolds, Hirotaka Kai, Atsushi Takeuchi
Integration By Parts Formula On Solutions To Stochastic Differential Equations With Jumps On Riemannian Manifolds, Hirotaka Kai, Atsushi Takeuchi
Journal of Stochastic Analysis
No abstract provided.
On The Exponential Moments Of Additive Processes, Tsukasa Fujiwara
On The Exponential Moments Of Additive Processes, Tsukasa Fujiwara
Journal of Stochastic Analysis
No abstract provided.
Ergodicity Of Burgers' System, Szymon Peszat, Krystyna Twardowska, Jerzy Zabczyk
Ergodicity Of Burgers' System, Szymon Peszat, Krystyna Twardowska, Jerzy Zabczyk
Journal of Stochastic Analysis
No abstract provided.
Two Of Kunita's Papers On Stochastic Flows In Early 1980s, Setsuo Taniguchi
Two Of Kunita's Papers On Stochastic Flows In Early 1980s, Setsuo Taniguchi
Journal of Stochastic Analysis
No abstract provided.
Error Estimates For Discrete Approximations Of Game Options With Multivariate Diffusion Asset Prices, Yuri Kifer
Error Estimates For Discrete Approximations Of Game Options With Multivariate Diffusion Asset Prices, Yuri Kifer
Journal of Stochastic Analysis
No abstract provided.
Hessian Formulas And Estimates For Parabolic Schrödinger Operators, Xue-Mei Li
Hessian Formulas And Estimates For Parabolic Schrödinger Operators, Xue-Mei Li
Journal of Stochastic Analysis
No abstract provided.
Remembering Kunita-San, Ken-Iti Sato
Remembering Kunita-San, Ken-Iti Sato
Journal of Stochastic Analysis
No abstract provided.
The Life And Scientific Work Of Hiroshi Kunita, Yasushi Ishikawa
The Life And Scientific Work Of Hiroshi Kunita, Yasushi Ishikawa
Journal of Stochastic Analysis
No abstract provided.
Memories Of Professor Hiroshi Kunita, Ichiro Shigkeawa
Memories Of Professor Hiroshi Kunita, Ichiro Shigkeawa
Journal of Stochastic Analysis
No abstract provided.
On The Works Of Hiroshi Kunita In The Sixties, Masatoshi Fukushima
On The Works Of Hiroshi Kunita In The Sixties, Masatoshi Fukushima
Journal of Stochastic Analysis
No abstract provided.
Personal Memories Of Hiroshi Kunita, David Elworthy
Personal Memories Of Hiroshi Kunita, David Elworthy
Journal of Stochastic Analysis
No abstract provided.
Preface, Shigeki Aida, David Applebaum, Yasushi Ishikawa, Arturo Kohatsu-Higa, Nicolas Privault
Preface, Shigeki Aida, David Applebaum, Yasushi Ishikawa, Arturo Kohatsu-Higa, Nicolas Privault
Journal of Stochastic Analysis
No abstract provided.
Berry-Esseen Bounds For Approximate Maximum Likelihood Estimators In The Α-Brownian Bridge, Khalifa Es-Sebaiy, Jabrane Moustaaid, Idir Ouassou
Berry-Esseen Bounds For Approximate Maximum Likelihood Estimators In The Α-Brownian Bridge, Khalifa Es-Sebaiy, Jabrane Moustaaid, Idir Ouassou
Journal of Stochastic Analysis
No abstract provided.
Numeric And Dynamic B-Stability, Exact-Monotone And Asymptotic Two-Point Behavior Of Theta Methods For Stochastic Differential Equations, Henri Schurz
Journal of Stochastic Analysis
No abstract provided.
On Distributions Of Self-Adjoint Extensions Of Symmetric Operators, Franco Fagnola, Zheng Li
On Distributions Of Self-Adjoint Extensions Of Symmetric Operators, Franco Fagnola, Zheng Li
Journal of Stochastic Analysis
No abstract provided.
Anticipating Linear Stochastic Differential Equations With Adapted Coefficients, Hui-Hsiung Kuo, Pujan Shrestha, Sudip Sinha
Anticipating Linear Stochastic Differential Equations With Adapted Coefficients, Hui-Hsiung Kuo, Pujan Shrestha, Sudip Sinha
Journal of Stochastic Analysis
No abstract provided.
The Edwards Model For Fractional Brownian Loops And Starbursts, Wolfgang Bock, Torben Fattler, Ludwig Streit
The Edwards Model For Fractional Brownian Loops And Starbursts, Wolfgang Bock, Torben Fattler, Ludwig Streit
Journal of Stochastic Analysis
No abstract provided.