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Physical Sciences and Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

2019

Journal

Communications on Stochastic Analysis

Articles 1 - 29 of 29

Full-Text Articles in Physical Sciences and Mathematics

Preface, Hui-Hsiung Kuo, George Yin Sep 2019

Preface, Hui-Hsiung Kuo, George Yin

Communications on Stochastic Analysis

No abstract provided.


Non-Nested Monte Carlo Dual Bounds For Multi-Exercisable Options, Xiang Cheng, Zhuo Jin Sep 2019

Non-Nested Monte Carlo Dual Bounds For Multi-Exercisable Options, Xiang Cheng, Zhuo Jin

Communications on Stochastic Analysis

No abstract provided.


Hybrid Models And Switching Control With Constraints, Jose L. Menaldi, Maurice Robin Sep 2019

Hybrid Models And Switching Control With Constraints, Jose L. Menaldi, Maurice Robin

Communications on Stochastic Analysis

No abstract provided.


Subdifferentials Of Value Functions In Nonconvex Dynamic Programming For Nonstationary Stochastic Processes, Boris S. Mordukhovich, Nobusumi Sagara Sep 2019

Subdifferentials Of Value Functions In Nonconvex Dynamic Programming For Nonstationary Stochastic Processes, Boris S. Mordukhovich, Nobusumi Sagara

Communications on Stochastic Analysis

No abstract provided.


Stochastic Process And Its Role In The Development Of The Financial Market: Celebrating Professor Chow's Long And Successful Career, Xisuo L. Liu Sep 2019

Stochastic Process And Its Role In The Development Of The Financial Market: Celebrating Professor Chow's Long And Successful Career, Xisuo L. Liu

Communications on Stochastic Analysis

No abstract provided.


Euler-Maruyama Method For Regime Switching Stochastic Differential Equations With Hölder Coefficients, Dung T. Nguyen, Son L. Nguyen Sep 2019

Euler-Maruyama Method For Regime Switching Stochastic Differential Equations With Hölder Coefficients, Dung T. Nguyen, Son L. Nguyen

Communications on Stochastic Analysis

No abstract provided.


Stochastic Partial Differential Equation Sis Epidemic Models: Modeling And Analysis, Nhu N. Nguyen, George Yin Sep 2019

Stochastic Partial Differential Equation Sis Epidemic Models: Modeling And Analysis, Nhu N. Nguyen, George Yin

Communications on Stochastic Analysis

No abstract provided.


Anticipating Exponential Processes And Stochastic Differential Equations, Chii Ruey Hwang, Hui-Hsiung Kuo, Kimiaki Saitô Sep 2019

Anticipating Exponential Processes And Stochastic Differential Equations, Chii Ruey Hwang, Hui-Hsiung Kuo, Kimiaki Saitô

Communications on Stochastic Analysis

No abstract provided.


Totalitarian Random Tug-Of-War Games In Graphs, Marcos Antón, Fernando Charro, Peiyong Wang Sep 2019

Totalitarian Random Tug-Of-War Games In Graphs, Marcos Antón, Fernando Charro, Peiyong Wang

Communications on Stochastic Analysis

No abstract provided.


Action Functionals For Stochastic Differential Equations With Lévy Noise, Shenglan Yuan, Jinqiao Duan Sep 2019

Action Functionals For Stochastic Differential Equations With Lévy Noise, Shenglan Yuan, Jinqiao Duan

Communications on Stochastic Analysis

No abstract provided.


Smoothing Parameters For Recursive Kernel Density Estimators Under Censoring, Yousri Slaoui Jun 2019

Smoothing Parameters For Recursive Kernel Density Estimators Under Censoring, Yousri Slaoui

Communications on Stochastic Analysis

No abstract provided.


Spectral Theorem Approach To The Characteristic Function Of Quantum Observables, Andreas Boukas, Philip J. Feinsilver Jun 2019

Spectral Theorem Approach To The Characteristic Function Of Quantum Observables, Andreas Boukas, Philip J. Feinsilver

Communications on Stochastic Analysis

No abstract provided.


Strong Convergence Rate In Averaging Principle For The Heat Equation Driven By A General Stochastic Measure, Vadym Radchenko Jun 2019

Strong Convergence Rate In Averaging Principle For The Heat Equation Driven By A General Stochastic Measure, Vadym Radchenko

Communications on Stochastic Analysis

No abstract provided.


A Limiting Process To Invert The Gauss-Radon Transform, Jeremy J. Becnel Jun 2019

A Limiting Process To Invert The Gauss-Radon Transform, Jeremy J. Becnel

Communications on Stochastic Analysis

No abstract provided.


Increasing C-Additive Processes, Nadjib Bouzar Jun 2019

Increasing C-Additive Processes, Nadjib Bouzar

Communications on Stochastic Analysis

No abstract provided.


On The Adjoint Markov Policies In Stochastic Differential Games, Nicolai V. Krylov Mar 2019

On The Adjoint Markov Policies In Stochastic Differential Games, Nicolai V. Krylov

Communications on Stochastic Analysis

No abstract provided.


A Nonlocal Approach To The Quantum Kolmogorov Backward Equation And Links To Noncommutative Geometry, Will Hicks Mar 2019

A Nonlocal Approach To The Quantum Kolmogorov Backward Equation And Links To Noncommutative Geometry, Will Hicks

Communications on Stochastic Analysis

No abstract provided.


Regularity Of The Local Time Of Diffusions On The Positive Real Line With Reflection At Zero, Masafumi Hayashi Mar 2019

Regularity Of The Local Time Of Diffusions On The Positive Real Line With Reflection At Zero, Masafumi Hayashi

Communications on Stochastic Analysis

No abstract provided.


On The Spectrum Of Self-Adjoint Lévy Generators, David Applebaum Mar 2019

On The Spectrum Of Self-Adjoint Lévy Generators, David Applebaum

Communications on Stochastic Analysis

No abstract provided.


On A Stochastic 2d Cahn-Hilliard-Navier-Stokes System Driven By Jump Noise, G. Deugoué, T. Tachim Medjo Mar 2019

On A Stochastic 2d Cahn-Hilliard-Navier-Stokes System Driven By Jump Noise, G. Deugoué, T. Tachim Medjo

Communications on Stochastic Analysis

No abstract provided.


Some Properties Of The Inhomogeneous Panjer Process, Ana María Beltrán Cortés, José Alfredo Jiménez Moscoso Mar 2019

Some Properties Of The Inhomogeneous Panjer Process, Ana María Beltrán Cortés, José Alfredo Jiménez Moscoso

Communications on Stochastic Analysis

No abstract provided.


Second Order Stochastic Partial Integro Differential Equations With Delay And Impulses, M.V.S.S.B.B.K. Sastry, G.V.S.R. Deekshitulu Mar 2019

Second Order Stochastic Partial Integro Differential Equations With Delay And Impulses, M.V.S.S.B.B.K. Sastry, G.V.S.R. Deekshitulu

Communications on Stochastic Analysis

No abstract provided.


Composition Of Gaussian Noises From Successive Convex Integrations, Amites Dasgupta Jan 2019

Composition Of Gaussian Noises From Successive Convex Integrations, Amites Dasgupta

Communications on Stochastic Analysis

No abstract provided.


Random Matrices, Continuous Circular Systems And The Triangular Operator, Romuald Lenczewski Jan 2019

Random Matrices, Continuous Circular Systems And The Triangular Operator, Romuald Lenczewski

Communications on Stochastic Analysis

No abstract provided.


Limiting Means For Spherical Slices, Amy Peterson, Ambar Sengupta Jan 2019

Limiting Means For Spherical Slices, Amy Peterson, Ambar Sengupta

Communications on Stochastic Analysis

No abstract provided.


Normally Ordered Disentanglement Of Multi-Dimensional Schrödinger Algebra Exponentials, Luigi Accardi, Andreas Boukas Jan 2019

Normally Ordered Disentanglement Of Multi-Dimensional Schrödinger Algebra Exponentials, Luigi Accardi, Andreas Boukas

Communications on Stochastic Analysis

No abstract provided.


Global Strong Solutions Of The Stochastic Three Dimensional Inviscid Simplified Bardina Turbulence Model, Manil T. Mohan Jan 2019

Global Strong Solutions Of The Stochastic Three Dimensional Inviscid Simplified Bardina Turbulence Model, Manil T. Mohan

Communications on Stochastic Analysis

No abstract provided.


Exponential Inequalities For Exit Times For Stochastic Navier-Stokes Equations And A Class Of Evolutions, Po-Han Hsu, Padamanbhan Sundar Jan 2019

Exponential Inequalities For Exit Times For Stochastic Navier-Stokes Equations And A Class Of Evolutions, Po-Han Hsu, Padamanbhan Sundar

Communications on Stochastic Analysis

No abstract provided.


Generalized Stochastic Burgers' Equation With Non-Lipschitz Diffusion Coefficient, Vivek Kumar, Ankik Kumar Giri Jan 2019

Generalized Stochastic Burgers' Equation With Non-Lipschitz Diffusion Coefficient, Vivek Kumar, Ankik Kumar Giri

Communications on Stochastic Analysis

No abstract provided.