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Full-Text Articles in Physical Sciences and Mathematics

Solving A Class Of Linear Skorokhod Stochastic Differential Equations, Karl-Heinz Fichtner, Steffen Klaere, Volkmar Liebscher Dec 2015

Solving A Class Of Linear Skorokhod Stochastic Differential Equations, Karl-Heinz Fichtner, Steffen Klaere, Volkmar Liebscher

Communications on Stochastic Analysis

No abstract provided.


Two-Dimensional 1-Meixner Random Vectors And Their Semi-Quantum Operators, Gabriela Popa, Aurel I Stan Dec 2015

Two-Dimensional 1-Meixner Random Vectors And Their Semi-Quantum Operators, Gabriela Popa, Aurel I Stan

Communications on Stochastic Analysis

No abstract provided.


A Poisson Shot-Noise Process Of Pulses And Its Scaling Limits, Mine Çaglar Dec 2015

A Poisson Shot-Noise Process Of Pulses And Its Scaling Limits, Mine Çaglar

Communications on Stochastic Analysis

No abstract provided.


On The Lévy-Khinchin Decomposition Of Generating Functionals, Uwe Franz, Malte Gerhold, Andreas Thom Dec 2015

On The Lévy-Khinchin Decomposition Of Generating Functionals, Uwe Franz, Malte Gerhold, Andreas Thom

Communications on Stochastic Analysis

No abstract provided.


Doob's Decomposition Theorem For Near-Submartingales, Hui-Hsiung Kuo, Kimiaki Saitô Dec 2015

Doob's Decomposition Theorem For Near-Submartingales, Hui-Hsiung Kuo, Kimiaki Saitô

Communications on Stochastic Analysis

No abstract provided.


Large Deviations For Stochastic Tidal Dynamics Equation, Murugan Suvinthra, Sivaguru S Sritharan, Krishnan Balachandran Dec 2015

Large Deviations For Stochastic Tidal Dynamics Equation, Murugan Suvinthra, Sivaguru S Sritharan, Krishnan Balachandran

Communications on Stochastic Analysis

No abstract provided.


White Noise Analysis For The Canonical Lévy Process, Rolando D Navarro Jr., Frederi G Viens Dec 2015

White Noise Analysis For The Canonical Lévy Process, Rolando D Navarro Jr., Frederi G Viens

Communications on Stochastic Analysis

No abstract provided.


Krylov-Veretennikov Formula For Functionals From The Stopped Wiener Process, Georgii V Riabov Dec 2015

Krylov-Veretennikov Formula For Functionals From The Stopped Wiener Process, Georgii V Riabov

Communications on Stochastic Analysis

No abstract provided.


In Honor And Memory Of Professor Lajos Takács, Aliakbar M. Haghighi, Sri G. Mohanty Dec 2015

In Honor And Memory Of Professor Lajos Takács, Aliakbar M. Haghighi, Sri G. Mohanty

Applications and Applied Mathematics: An International Journal (AAM)

This issue of AAM is dedicated to honoring and remembering Professor Lajos Takács. While wrapping up the manuscript of my book (co-authored by Dr. Dimitar Mishev): Delayed and Network Queues, I went back to celebrate his 1962 book, Introduction to the Theory of Queues, where he gives an example illustrating a waiting time paradox, where the waiting time of a passenger waiting for a bus at a bus stop is infinite, while, in reality, he will wait a finite unit of time before a bus arrive. I sent Professor Takács an e-mail on December 4, 2015, inquiring if he had …


Manzanar Murakami As Radical Mathematician, Logan Bishop-Van Horn Oct 2015

Manzanar Murakami As Radical Mathematician, Logan Bishop-Van Horn

Scholarly Undergraduate Research Journal at Clark (SURJ)

In Karen Tei Yamashita’s Tropic of Orange, characters attempt to make meaning of the many complex structures in which they are situated. In his unique meaning-making process, Manzanar Murakami, a homeless Sansei, “conducts” the Los Angeles traffic with a silver baton from atop a highway overpass. In conducting his music, Murakami per- forms complex mathematics, finding meaning in connection by mapping the rhythmic flow of humans, machines, and goods. Through his baton, to the sounds of a beautiful orchestra, he translates precisely the relationships he sees before him. Murakami’s music and Yamashita’s fantastic images constitute a “mathematical realism,” a lens …


Some Quantum Dynamical Semi-Groups With Quantum Stochastic Dilation, Lingaraj Sahu, Preetinder Singh Sep 2015

Some Quantum Dynamical Semi-Groups With Quantum Stochastic Dilation, Lingaraj Sahu, Preetinder Singh

Communications on Stochastic Analysis

No abstract provided.


Singular Equations Driven By An Additive Noise And Applications, Nicolas Marie Sep 2015

Singular Equations Driven By An Additive Noise And Applications, Nicolas Marie

Communications on Stochastic Analysis

No abstract provided.


On The Regularity Of One Parameter Transformation Groups In Barreled Locally Convex Topological Vector Spaces, Maximilian Bock Sep 2015

On The Regularity Of One Parameter Transformation Groups In Barreled Locally Convex Topological Vector Spaces, Maximilian Bock

Communications on Stochastic Analysis

No abstract provided.


Stochastic Dynamics Of Determinantal Processes By Integration By Parts, Laurent Decreusefond, Ian Flint, Nicolas Privault, Giovanni Luca Torrisi Sep 2015

Stochastic Dynamics Of Determinantal Processes By Integration By Parts, Laurent Decreusefond, Ian Flint, Nicolas Privault, Giovanni Luca Torrisi

Communications on Stochastic Analysis

No abstract provided.


Hidden Markov Change Point Estimation, Robert J Elliott, Sebastian Elliott Sep 2015

Hidden Markov Change Point Estimation, Robert J Elliott, Sebastian Elliott

Communications on Stochastic Analysis

No abstract provided.


Revisiting A Theorem Of L. A. Shepp On Optimal Stopping, Philip A Ernst, Larry A Shepp Sep 2015

Revisiting A Theorem Of L. A. Shepp On Optimal Stopping, Philip A Ernst, Larry A Shepp

Communications on Stochastic Analysis

No abstract provided.


Theoretical And Numerical Analysis Of An Optimal Execution Problem With Uncertain Market Impact, Kensuke Ishitani, Takashi Kato Sep 2015

Theoretical And Numerical Analysis Of An Optimal Execution Problem With Uncertain Market Impact, Kensuke Ishitani, Takashi Kato

Communications on Stochastic Analysis

No abstract provided.


Some New Connections Between Brownian Bridges And Brownian Motions, Estate V Khmaladze Sep 2015

Some New Connections Between Brownian Bridges And Brownian Motions, Estate V Khmaladze

Communications on Stochastic Analysis

No abstract provided.


Mathematical Double Dactyls, Tristan Miller Jul 2015

Mathematical Double Dactyls, Tristan Miller

Journal of Humanistic Mathematics

No abstract provided.


On Mathematicians' Eccentricity, Robert Haas Jul 2015

On Mathematicians' Eccentricity, Robert Haas

Journal of Humanistic Mathematics

Eccentricity, though not inevitable, happens. Lightheartedly classifying examples, the author traces it back to factors, like creativity and absorption, essential to mathematical success, and recommends an attitude of amused tolerance towards others as well as to ourselves.


Regular Transformation Groups Based On Fourier-Gauss Transforms, Maximilian Bock, Wolfgang Bock Jun 2015

Regular Transformation Groups Based On Fourier-Gauss Transforms, Maximilian Bock, Wolfgang Bock

Communications on Stochastic Analysis

No abstract provided.


Almost-Sure Explosive Solutions Of Some Nonlinear Parabolic Itô Equations, Pao-Liu Chow, Rafail Khasminskii Jun 2015

Almost-Sure Explosive Solutions Of Some Nonlinear Parabolic Itô Equations, Pao-Liu Chow, Rafail Khasminskii

Communications on Stochastic Analysis

No abstract provided.


Fractional Hida-Malliavan Derivatives And Series Representations Of Fractional Conditional Expectations, Sixian Jin, Qidi Peng, Henry Schellhorn Jun 2015

Fractional Hida-Malliavan Derivatives And Series Representations Of Fractional Conditional Expectations, Sixian Jin, Qidi Peng, Henry Schellhorn

Communications on Stochastic Analysis

No abstract provided.


Risk Measures On Orlicz Heart Spaces, Coenraad Labuschagne, Habib Ouerdiane, Imen Salhi Jun 2015

Risk Measures On Orlicz Heart Spaces, Coenraad Labuschagne, Habib Ouerdiane, Imen Salhi

Communications on Stochastic Analysis

No abstract provided.


On Approximation Rates For Boundary Crossing Probabilities For The Multivariate Brownian Motion Process, Shaun Mckinlay, Konstantin Borovkov Jun 2015

On Approximation Rates For Boundary Crossing Probabilities For The Multivariate Brownian Motion Process, Shaun Mckinlay, Konstantin Borovkov

Communications on Stochastic Analysis

No abstract provided.


Periodic Solutions Of Discrete Generalized Schrödinger Equations On Cayley Trees, Fumio Hiroshima, József Lörinczi, Utkir Rozikov Jun 2015

Periodic Solutions Of Discrete Generalized Schrödinger Equations On Cayley Trees, Fumio Hiroshima, József Lörinczi, Utkir Rozikov

Communications on Stochastic Analysis

No abstract provided.


On The Fundamental Theorem Of Asset Pricing, Abhay G Bhatt, Rajeeva L Karandikar Jun 2015

On The Fundamental Theorem Of Asset Pricing, Abhay G Bhatt, Rajeeva L Karandikar

Communications on Stochastic Analysis

No abstract provided.


Structure And Decompositions Of The Linear Span Of Generalized Stochastic Matrices, Andreas Boukas, Philip Feinsilver, Anargyros Fellouris Jun 2015

Structure And Decompositions Of The Linear Span Of Generalized Stochastic Matrices, Andreas Boukas, Philip Feinsilver, Anargyros Fellouris

Communications on Stochastic Analysis

No abstract provided.


On P-Confidence Intervals For G-Expectations, Leo Shen, Rodney C Wolff Jun 2015

On P-Confidence Intervals For G-Expectations, Leo Shen, Rodney C Wolff

Communications on Stochastic Analysis

No abstract provided.


Comparing The G-Normal Distribution To Its Classical Counterpart, Erhan Bayraktar, Alexander Munk Mar 2015

Comparing The G-Normal Distribution To Its Classical Counterpart, Erhan Bayraktar, Alexander Munk

Communications on Stochastic Analysis

No abstract provided.