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- Auxiliary information (1)
- Backward stochastic integration (1)
- Barycenter (1)
- Bounded and unbounded operators (1)
- Bullwhip effect, medicine supply chain, logistics, simulation, inventory, replenishment policy, spreadsheet application (1)
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- Chemical shipping enterprise, competence, index system (1)
- China factor, dry bulk shipping, qualitative and quantitative analysis (1)
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- Empty container repositioning, decision process, EXCEL (1)
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- Inland waterway, cargo analysis, forecast (1)
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- Publication
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- Communications on Stochastic Analysis (32)
- World Maritime University Dissertations (8)
- Branch Mathematics and Statistics Faculty and Staff Publications (2)
- Mathematics Faculty Research Publications (2)
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- Adrian Clingher (1)
- Applications and Applied Mathematics: An International Journal (AAM) (1)
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Articles 1 - 30 of 53
Full-Text Articles in Mathematics
Portfolio Optimization With Consumption In A Fractional Black-Scholes Market, Yalçin Sarol, Frederi G Viens, Tao Zhang
Portfolio Optimization With Consumption In A Fractional Black-Scholes Market, Yalçin Sarol, Frederi G Viens, Tao Zhang
Communications on Stochastic Analysis
No abstract provided.
Local Theorems Related To Lévy-Type Branching Mechanism, Vladimir Vinogradov
Local Theorems Related To Lévy-Type Branching Mechanism, Vladimir Vinogradov
Communications on Stochastic Analysis
No abstract provided.
Markov Semigroups And Estimating Functions, With Applications To Some Financial Models, Jerome A Goldstein, Rosa Maria Mininni, Silvia Romanelli
Markov Semigroups And Estimating Functions, With Applications To Some Financial Models, Jerome A Goldstein, Rosa Maria Mininni, Silvia Romanelli
Communications on Stochastic Analysis
No abstract provided.
Functional Limit Theorems For Trace Processes In A Dyson Brownian Motion, Victor Pérez-Abreu, Constantin Tudor
Functional Limit Theorems For Trace Processes In A Dyson Brownian Motion, Victor Pérez-Abreu, Constantin Tudor
Communications on Stochastic Analysis
No abstract provided.
A Random Change Of Variables And Applications To The Stochastic Porous Medium Equation With Multiplicative Time Noise, S V Lototsky
A Random Change Of Variables And Applications To The Stochastic Porous Medium Equation With Multiplicative Time Noise, S V Lototsky
Communications on Stochastic Analysis
No abstract provided.
Almost Any State Of Any Amplitude Markov Chain Is Recurrent, Luigi Accardi, Hiromichi Ohno
Almost Any State Of Any Amplitude Markov Chain Is Recurrent, Luigi Accardi, Hiromichi Ohno
Communications on Stochastic Analysis
No abstract provided.
The Characterization Of A Class Of Probability Measures By Multiplicative Renormalization, Izumi Kubo, Hui-Hsiung Kuo, Suat Namli
The Characterization Of A Class Of Probability Measures By Multiplicative Renormalization, Izumi Kubo, Hui-Hsiung Kuo, Suat Namli
Communications on Stochastic Analysis
No abstract provided.
Existence And Uniqueness Of Solutions To The Backward Stochastic Lorenz System, P Sundar, Hong Yin
Existence And Uniqueness Of Solutions To The Backward Stochastic Lorenz System, P Sundar, Hong Yin
Communications on Stochastic Analysis
No abstract provided.
Schrödinger Type Equation Associated With The Lévy And Volterra Laplacians, Kazuyoshi Sakabe
Schrödinger Type Equation Associated With The Lévy And Volterra Laplacians, Kazuyoshi Sakabe
Communications on Stochastic Analysis
No abstract provided.
The Barycenter Of The Numerical Range Of A Matrix, Sean A. Broughton, Roger G. Lautzenheiser, Thomas Werne
The Barycenter Of The Numerical Range Of A Matrix, Sean A. Broughton, Roger G. Lautzenheiser, Thomas Werne
Mathematical Sciences Technical Reports (MSTR)
The numerical range W(A) of an nxn matrix A is the totality of the scalar products <Ax,x> as x varies over all unit vectors in Cn The barycenter (center of mass) of the numerical range is defined geometrically as the center of mass of W(A) considered as a planar lamina with variable density and also as a limit of sample averages (<Ax1,x1>+...+<AxN,xN>)/N. Under a wide range the sampling schemes it is shown that the barycenter is the average of the spectrum …
Analysis Of The China Factor Effect On The International Dry Bulk Shipping Market, Xiaoxiao Bi
Analysis Of The China Factor Effect On The International Dry Bulk Shipping Market, Xiaoxiao Bi
World Maritime University Dissertations
No abstract provided.
The Analysis And Forecast Of Cargo Throughput In Inland Waterway Port Of Baoshan District, Shanghai, Xiang Gu
The Analysis And Forecast Of Cargo Throughput In Inland Waterway Port Of Baoshan District, Shanghai, Xiang Gu
World Maritime University Dissertations
No abstract provided.
A Contrastive Analysis On Logistics Costs Between China And Some Developed Countries, Xuanxuan Wu
A Contrastive Analysis On Logistics Costs Between China And Some Developed Countries, Xuanxuan Wu
World Maritime University Dissertations
No abstract provided.
Research And Analysis On The Competence Of China’S Chemical Shipping Enterprise, Huan Yu
Research And Analysis On The Competence Of China’S Chemical Shipping Enterprise, Huan Yu
World Maritime University Dissertations
No abstract provided.
The Study On The Vessel Size Of Container Transport In The Yangtze River, Chenchen Peng
The Study On The Vessel Size Of Container Transport In The Yangtze River, Chenchen Peng
World Maritime University Dissertations
No abstract provided.
The Study On The Empty Container Repositioning Of Container Leasing Company, Yi Zhao
The Study On The Empty Container Repositioning Of Container Leasing Company, Yi Zhao
World Maritime University Dissertations
No abstract provided.
The Analysis Of The Bullwhip Effect In Chinese Medicine Supply Chain, Haiming Zhu
The Analysis Of The Bullwhip Effect In Chinese Medicine Supply Chain, Haiming Zhu
World Maritime University Dissertations
No abstract provided.
Countermeasures For The Chemicals Transportation Of The Zhangjiagang Port, Qiangqiang Miao
Countermeasures For The Chemicals Transportation Of The Zhangjiagang Port, Qiangqiang Miao
World Maritime University Dissertations
No abstract provided.
Parameter Estimation For Ornstein-Uhlenbeck Processes Driven By Α-Stable Lévy Motions, Yaozhong Hu, Hongwei Long
Parameter Estimation For Ornstein-Uhlenbeck Processes Driven By Α-Stable Lévy Motions, Yaozhong Hu, Hongwei Long
Communications on Stochastic Analysis
No abstract provided.
Generators Of Dynamical Systems On Hilbert Modules, Gholamreza Abbaspour Tabadkan, Michael Skeide
Generators Of Dynamical Systems On Hilbert Modules, Gholamreza Abbaspour Tabadkan, Michael Skeide
Communications on Stochastic Analysis
No abstract provided.
Space Regularity Of Stochastic Heat Equations Driven By Irregular Gaussian Processes, Oana Mocioalca, Frederi Viens
Space Regularity Of Stochastic Heat Equations Driven By Irregular Gaussian Processes, Oana Mocioalca, Frederi Viens
Communications on Stochastic Analysis
No abstract provided.
Quantum Stochastic Process Associated With Quantum Lévy Laplacian, Un Cig Ji, Habib Ouerdiane, Kimiaki Saitô
Quantum Stochastic Process Associated With Quantum Lévy Laplacian, Un Cig Ji, Habib Ouerdiane, Kimiaki Saitô
Communications on Stochastic Analysis
No abstract provided.
Markov Semigroups And Groups Of Operators, Jerome A Goldstein, Rosa Maria Mininni, Silvia Romanelli
Markov Semigroups And Groups Of Operators, Jerome A Goldstein, Rosa Maria Mininni, Silvia Romanelli
Communications on Stochastic Analysis
No abstract provided.
Convex Comparison Inequalities For Exponential Jump-Diffusion Processes, Jean-Christophe Breton, Nicolas Privault
Convex Comparison Inequalities For Exponential Jump-Diffusion Processes, Jean-Christophe Breton, Nicolas Privault
Communications on Stochastic Analysis
No abstract provided.
Martingale Representation For Contingent Claims With Regime Switching, Robert J Elliott, Tak Kuen Siu, Hailiang Yang
Martingale Representation For Contingent Claims With Regime Switching, Robert J Elliott, Tak Kuen Siu, Hailiang Yang
Communications on Stochastic Analysis
No abstract provided.
White Noise Approach To The Itô Formula For The Stochastic Heat Equation, Alberto Lanconelli
White Noise Approach To The Itô Formula For The Stochastic Heat Equation, Alberto Lanconelli
Communications on Stochastic Analysis
No abstract provided.
Local Approximations For Branching Particle Systems, Vladimir Vinogradov
Local Approximations For Branching Particle Systems, Vladimir Vinogradov
Communications on Stochastic Analysis
No abstract provided.
Quantum Stochastic Calculus On Interacting Fock Spaces: Semimartingale Estimates And Stochastic Integral, Vitonofrio Crismale
Quantum Stochastic Calculus On Interacting Fock Spaces: Semimartingale Estimates And Stochastic Integral, Vitonofrio Crismale
Communications on Stochastic Analysis
No abstract provided.
A Complexification Of Rolle’S Theorem, J. P. Pemba, A. R. Davies, N. K. Muoneke
A Complexification Of Rolle’S Theorem, J. P. Pemba, A. R. Davies, N. K. Muoneke
Applications and Applied Mathematics: An International Journal (AAM)
A new version of the classical Rolle’s theorem is proved for any complex-valued differentiable function of the complex variable on an open connected convex subset of the complex field. The associated Mean-Value theorem follows naturally. A few explicit illustrative examples are provided in the closing section of the paper.
Some Results Of Backward Itô Formula, Guiseppe Da Prato, Jose-Luis Menaldi, Luciano Tubaro
Some Results Of Backward Itô Formula, Guiseppe Da Prato, Jose-Luis Menaldi, Luciano Tubaro
Mathematics Faculty Research Publications
We use the notion of backward integration, with respect to a general Lévy process, to treat, in a simpler and unifying way, various classical topics as: Girsanov theorem, rst order partial differential equations, the Liouville (or Lyapunov) equations and the stochastic characteristic method.