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Full-Text Articles in Physical Sciences and Mathematics
Some Considerations On The Structure Of Transition Densities Of Symmetric Lévy Processes, Lewis J Bray, Neils Jacob
Some Considerations On The Structure Of Transition Densities Of Symmetric Lévy Processes, Lewis J Bray, Neils Jacob
Communications on Stochastic Analysis
No abstract provided.
On The Kolmogorov-Wiener-Masani Spectrum Of A Multi-Mode Weakly Stationary Quantum Process, K R Parthasarathy, Ritabrata Sengupta
On The Kolmogorov-Wiener-Masani Spectrum Of A Multi-Mode Weakly Stationary Quantum Process, K R Parthasarathy, Ritabrata Sengupta
Communications on Stochastic Analysis
No abstract provided.
Strong Stationary Times And The Fundamental Matrix For Recurrent Markov Chains, P J Fitzsimmons
Strong Stationary Times And The Fundamental Matrix For Recurrent Markov Chains, P J Fitzsimmons
Communications on Stochastic Analysis
No abstract provided.
Positive Definiteness On Spheres And Hyperbolic Spaces, Walter R Bloom, N J Wildberger
Positive Definiteness On Spheres And Hyperbolic Spaces, Walter R Bloom, N J Wildberger
Communications on Stochastic Analysis
No abstract provided.
Brownian Manifolds, Negative Type And Geo-Temporal Covariances, N H Bingham, Aleksandar Mijatović, Tasmin L Symons
Brownian Manifolds, Negative Type And Geo-Temporal Covariances, N H Bingham, Aleksandar Mijatović, Tasmin L Symons
Communications on Stochastic Analysis
No abstract provided.
Convolution Semigroups Of Probability Measures On Gelfand Pairs, Revisited, David Applebaum
Convolution Semigroups Of Probability Measures On Gelfand Pairs, Revisited, David Applebaum
Communications on Stochastic Analysis
No abstract provided.
Bimodules And Hypergroups Associated With Actions Of A Pair Of Groups, Satoshi Kawakami, Tatsuya Tsurii, Shigeru Yamagami
Bimodules And Hypergroups Associated With Actions Of A Pair Of Groups, Satoshi Kawakami, Tatsuya Tsurii, Shigeru Yamagami
Communications on Stochastic Analysis
No abstract provided.
Semimartingales In Locally Compact Abelian Groups And Their Characteristic Triples, M S Bingham
Semimartingales In Locally Compact Abelian Groups And Their Characteristic Triples, M S Bingham
Communications on Stochastic Analysis
No abstract provided.
Conditions For Stationarity And Ergodicity Of Two-Factor Affine Diffusions, Beáta Bolyog, Gyula Pap
Conditions For Stationarity And Ergodicity Of Two-Factor Affine Diffusions, Beáta Bolyog, Gyula Pap
Communications on Stochastic Analysis
No abstract provided.
A Study In Locally Compact Groups—Chabauty Space, Sylow Theory, The Schur-Zassenhaus Formalism, The Prime Graph For Near Abelian Groups, Wolfgang Herfort, Karl H Hofmann, Francesco G Russo
A Study In Locally Compact Groups—Chabauty Space, Sylow Theory, The Schur-Zassenhaus Formalism, The Prime Graph For Near Abelian Groups, Wolfgang Herfort, Karl H Hofmann, Francesco G Russo
Communications on Stochastic Analysis
No abstract provided.
Generalized Commutative Association Schemes, Hypergroups, And Positive Product Formulas, Michael Voit
Generalized Commutative Association Schemes, Hypergroups, And Positive Product Formulas, Michael Voit
Communications on Stochastic Analysis
No abstract provided.
The Distribution Of The Number Of Clusters In The Arratia Flow, Vladimir Fomichov
The Distribution Of The Number Of Clusters In The Arratia Flow, Vladimir Fomichov
Communications on Stochastic Analysis
No abstract provided.
A General Itô Formula For Adapted And Instantly Independent Stochastic Processes, Chii-Ruey Hwang, Hui-Hsiung Kuo, Kimiaki Saitô, Jiayu Zhai
A General Itô Formula For Adapted And Instantly Independent Stochastic Processes, Chii-Ruey Hwang, Hui-Hsiung Kuo, Kimiaki Saitô, Jiayu Zhai
Communications on Stochastic Analysis
No abstract provided.
Exponential Convergence Of The Stochastic Micropolar And Magneto-Micropolar Fluid Systems, Kazuo Yamazaki
Exponential Convergence Of The Stochastic Micropolar And Magneto-Micropolar Fluid Systems, Kazuo Yamazaki
Communications on Stochastic Analysis
No abstract provided.
Krawtchouk-Griffiths Systems I: Matrix Approach, Philip Feinsilver
Krawtchouk-Griffiths Systems I: Matrix Approach, Philip Feinsilver
Communications on Stochastic Analysis
No abstract provided.
Path Functionals Of A Class Of Lévy Insurance Risk Processes, Ekaterina T Kolkovska, Ehyter M Martin-González
Path Functionals Of A Class Of Lévy Insurance Risk Processes, Ekaterina T Kolkovska, Ehyter M Martin-González
Communications on Stochastic Analysis
No abstract provided.
Krawtchouk-Griffiths Systems Ii: As Bernoulli Systems, Philip Feinsilver
Krawtchouk-Griffiths Systems Ii: As Bernoulli Systems, Philip Feinsilver
Communications on Stochastic Analysis
No abstract provided.
Ergodic Control Of Stochastic Navier-Stokes Equation With Lévy Noise, Manil T Mohan, Sivaguru S Sritharan
Ergodic Control Of Stochastic Navier-Stokes Equation With Lévy Noise, Manil T Mohan, Sivaguru S Sritharan
Communications on Stochastic Analysis
No abstract provided.
Representation And Gaussian Bounds For The Density Of Brownian Motion With Random Drift, Azmi Makhlouf
Representation And Gaussian Bounds For The Density Of Brownian Motion With Random Drift, Azmi Makhlouf
Communications on Stochastic Analysis
No abstract provided.
The Product Of Distributions And White Noise Distribution-Valued Stochastic Differential Equations, Hui-Hsiung Kuo, Kimiaki Saitô, Yusuke Shibata
The Product Of Distributions And White Noise Distribution-Valued Stochastic Differential Equations, Hui-Hsiung Kuo, Kimiaki Saitô, Yusuke Shibata
Communications on Stochastic Analysis
No abstract provided.
Optimal Density Bounds For Marginals Of Itô Processes, David Baños, Paul Krühner
Optimal Density Bounds For Marginals Of Itô Processes, David Baños, Paul Krühner
Communications on Stochastic Analysis
No abstract provided.
The Continuity Of The Solution Of The Natural Equation In The One-Dimensional Case, Fatima Benziadi, Abdeldjabbar Kandouci
The Continuity Of The Solution Of The Natural Equation In The One-Dimensional Case, Fatima Benziadi, Abdeldjabbar Kandouci
Communications on Stochastic Analysis
No abstract provided.
Continuity Of Random Fields On Riemannian Manifolds, Annika Lang, Jürgen Potthoff, Martin Schlather, Dimitri Schwab
Continuity Of Random Fields On Riemannian Manifolds, Annika Lang, Jürgen Potthoff, Martin Schlather, Dimitri Schwab
Communications on Stochastic Analysis
No abstract provided.
Clark Formula For Local Time For One Class Of Gaussian Processes, A A Dorogovtsev, O L Izyumtseva, G V Riabov, Naoufel Salhi
Clark Formula For Local Time For One Class Of Gaussian Processes, A A Dorogovtsev, O L Izyumtseva, G V Riabov, Naoufel Salhi
Communications on Stochastic Analysis
No abstract provided.
Estimation Of Change Point Via Kalman-Bucy Filter For Linear Systems Driven By Fractional Brownian Motions, M N Mishra, B L S Prakasa Rao
Estimation Of Change Point Via Kalman-Bucy Filter For Linear Systems Driven By Fractional Brownian Motions, M N Mishra, B L S Prakasa Rao
Communications on Stochastic Analysis
No abstract provided.
Resonance Varieties Of Pure Braid-Like Groups, Jared Able
Resonance Varieties Of Pure Braid-Like Groups, Jared Able
Honors Theses
No abstract provided.
Present Value Calculations In Personal Injury, Nicholas J. Klinka
Present Value Calculations In Personal Injury, Nicholas J. Klinka
Honors Theses
No abstract provided.
Superstable Semigroups, Stephanie Olsen
Perfect Matchings And Their Applications, Amanda Mayhall
Perfect Matchings And Their Applications, Amanda Mayhall
Honors Theses
No abstract provided.