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Journal of Stochastic Analysis

2022

Articles 1 - 23 of 23

Full-Text Articles in Mathematics

Runge-Kutta Methods For Rough Differential Equations, Martin Redmann, Sebastian Riedel Dec 2022

Runge-Kutta Methods For Rough Differential Equations, Martin Redmann, Sebastian Riedel

Journal of Stochastic Analysis

No abstract provided.


A Jump-Diffusion Process For Asset Price With Non-Independent Jumps, Yihren Wu, Majnu John Dec 2022

A Jump-Diffusion Process For Asset Price With Non-Independent Jumps, Yihren Wu, Majnu John

Journal of Stochastic Analysis

No abstract provided.


Quantization Of The Monotone Poisson Central Limit Theorem, Yungang Lu Dec 2022

Quantization Of The Monotone Poisson Central Limit Theorem, Yungang Lu

Journal of Stochastic Analysis

No abstract provided.


Applications Of A Superposed Ornstein-Uhlenbeck Type Processes, Santatriniaina Avotra Randrianambinina, Julius Esunge Dec 2022

Applications Of A Superposed Ornstein-Uhlenbeck Type Processes, Santatriniaina Avotra Randrianambinina, Julius Esunge

Journal of Stochastic Analysis

No abstract provided.


On The Diagonalizability And Factorizability Of Quadratic Boson Fields, Luigi Accardi, Andreas Boukas, Yungang Lu, Alexander Teretenkov Dec 2022

On The Diagonalizability And Factorizability Of Quadratic Boson Fields, Luigi Accardi, Andreas Boukas, Yungang Lu, Alexander Teretenkov

Journal of Stochastic Analysis

No abstract provided.


The Degree Gini Index Of Several Classes Of Random Trees And Their Poissonized Counterparts—Evidence For Duality, Carly Domicolo, Panpan Zhang, Hosam Mahmoud Oct 2022

The Degree Gini Index Of Several Classes Of Random Trees And Their Poissonized Counterparts—Evidence For Duality, Carly Domicolo, Panpan Zhang, Hosam Mahmoud

Journal of Stochastic Analysis

No abstract provided.


A Sharp Rate Of Convergence In The Functional Central Limit Theorem With Gaussian Input, S.V. Lototsky Oct 2022

A Sharp Rate Of Convergence In The Functional Central Limit Theorem With Gaussian Input, S.V. Lototsky

Journal of Stochastic Analysis

No abstract provided.


Quantization Of The Free Poisson Central Limit Theorem, Yungang Lu Oct 2022

Quantization Of The Free Poisson Central Limit Theorem, Yungang Lu

Journal of Stochastic Analysis

No abstract provided.


Quantization Of The Boolean Poisson Central Limit Theorem And A Generalized Boolean Bernoulli Sequence, Yungang Lu Sep 2022

Quantization Of The Boolean Poisson Central Limit Theorem And A Generalized Boolean Bernoulli Sequence, Yungang Lu

Journal of Stochastic Analysis

No abstract provided.


A First-Passage Problem For Exponential Integrated Diffusion Processes, Mario Lefebvre Sep 2022

A First-Passage Problem For Exponential Integrated Diffusion Processes, Mario Lefebvre

Journal of Stochastic Analysis

No abstract provided.


Domain Of Exotic Laplacian Constructed By Wiener Integrals Of Exponential White Noise Distributions, Luigi Accardi, Un Cig Ji, Kimiaki Saitô Aug 2022

Domain Of Exotic Laplacian Constructed By Wiener Integrals Of Exponential White Noise Distributions, Luigi Accardi, Un Cig Ji, Kimiaki Saitô

Journal of Stochastic Analysis

No abstract provided.


The Construction And Estimation Of Hidden Semi-Markov Models, Kurdstan Abdullah, John Van Der Hoek Jul 2022

The Construction And Estimation Of Hidden Semi-Markov Models, Kurdstan Abdullah, John Van Der Hoek

Journal of Stochastic Analysis

No abstract provided.


The Thermodynamics Of A Stochastic Geometry Model With Applications To Non-Extensive Statistics, O.K. Kazemi, A. Pourdarvish, J. Sadeghi Jul 2022

The Thermodynamics Of A Stochastic Geometry Model With Applications To Non-Extensive Statistics, O.K. Kazemi, A. Pourdarvish, J. Sadeghi

Journal of Stochastic Analysis

No abstract provided.


Quantization Of The Poisson Type Central Limit Theorem (1), Yungang Lu Jul 2022

Quantization Of The Poisson Type Central Limit Theorem (1), Yungang Lu

Journal of Stochastic Analysis

No abstract provided.


A Closed Form Formula For The Stochastic Exponential Of A Matrix-Valued Semimartingale, Peter Kern, Christian Müller Jul 2022

A Closed Form Formula For The Stochastic Exponential Of A Matrix-Valued Semimartingale, Peter Kern, Christian Müller

Journal of Stochastic Analysis

No abstract provided.


Self-Repelling Elastic Manifolds With Low Dimensional Range, Carl Mueller, Eyal Neumann Jun 2022

Self-Repelling Elastic Manifolds With Low Dimensional Range, Carl Mueller, Eyal Neumann

Journal of Stochastic Analysis

No abstract provided.


Induced Matrices: Recurrences And Markov Chains, Philip Feinsilver Jun 2022

Induced Matrices: Recurrences And Markov Chains, Philip Feinsilver

Journal of Stochastic Analysis

No abstract provided.


Spectral Theorem Approach To The Characteristic Function Of Quantum Observables, Andreas Boukas Mar 2022

Spectral Theorem Approach To The Characteristic Function Of Quantum Observables, Andreas Boukas

Journal of Stochastic Analysis

No abstract provided.


Construction Of The Canonical Representation From A Noncanonical Representation, Yuji Hibino Mar 2022

Construction Of The Canonical Representation From A Noncanonical Representation, Yuji Hibino

Journal of Stochastic Analysis

No abstract provided.


New Limit Theorems For Increments Of Birth-And-Death Processes With Linear Rates, Alexander Ya. Kreinin, Vladimir V. Vinogradov Feb 2022

New Limit Theorems For Increments Of Birth-And-Death Processes With Linear Rates, Alexander Ya. Kreinin, Vladimir V. Vinogradov

Journal of Stochastic Analysis

No abstract provided.


Backward Stochastic Differential Equations With No Driving Martingale And Pseudo-Pdes, Adrien Barrasso, Francesco Russo Feb 2022

Backward Stochastic Differential Equations With No Driving Martingale And Pseudo-Pdes, Adrien Barrasso, Francesco Russo

Journal of Stochastic Analysis

No abstract provided.


Dynamic Correlation Estimators For Bivariate Brownian And Geometric Brownian Motions, Majnu John, Yihren Wu Jan 2022

Dynamic Correlation Estimators For Bivariate Brownian And Geometric Brownian Motions, Majnu John, Yihren Wu

Journal of Stochastic Analysis

No abstract provided.


The Zagreb Index Of Several Random Models, Panpan Zhang Jan 2022

The Zagreb Index Of Several Random Models, Panpan Zhang

Journal of Stochastic Analysis

No abstract provided.