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Mathematics

Journal of Stochastic Analysis

Journal

2021

Articles 31 - 41 of 41

Full-Text Articles in Physical Sciences and Mathematics

Alòs Type Decomposition Formula For Barndorff-Nielsen And Shephard Model, Takuji Arai May 2021

Alòs Type Decomposition Formula For Barndorff-Nielsen And Shephard Model, Takuji Arai

Journal of Stochastic Analysis

No abstract provided.


Mixed Generalized Fractional Brownian Motion, Shaykhah Alajmi, Ezzedine Mliki May 2021

Mixed Generalized Fractional Brownian Motion, Shaykhah Alajmi, Ezzedine Mliki

Journal of Stochastic Analysis

No abstract provided.


Exact Solutions To Optimal Control Problems For Wiener Processes With Exponential Jumps, Mario Lefebvre May 2021

Exact Solutions To Optimal Control Problems For Wiener Processes With Exponential Jumps, Mario Lefebvre

Journal of Stochastic Analysis

No abstract provided.


New Representations For A Semi-Markov Chain And Related Filters, Robert J. Elliott, W. P. Malcolm Mar 2021

New Representations For A Semi-Markov Chain And Related Filters, Robert J. Elliott, W. P. Malcolm

Journal of Stochastic Analysis

No abstract provided.


Wild Randomness And The Application Of Hyperbolic Diffusion In Financial Modelling, Will Hicks Mar 2021

Wild Randomness And The Application Of Hyperbolic Diffusion In Financial Modelling, Will Hicks

Journal of Stochastic Analysis

No abstract provided.


Linear Decomposition And Anticipating Integral For Certain Random Variables, Ching-Tang Wu, Ju-Yi Yen Mar 2021

Linear Decomposition And Anticipating Integral For Certain Random Variables, Ching-Tang Wu, Ju-Yi Yen

Journal of Stochastic Analysis

No abstract provided.


First Exit-Time Analysis For An Approximate Barndorff-Nielsen And Shephard Model With Stationary Self-Decomposable Variance Process, Shantanu Awasthi, Indranil Sengupta Feb 2021

First Exit-Time Analysis For An Approximate Barndorff-Nielsen And Shephard Model With Stationary Self-Decomposable Variance Process, Shantanu Awasthi, Indranil Sengupta

Journal of Stochastic Analysis

No abstract provided.


Quantum Theories Associated To Increasing Hilbert Space Filtrations And Generalized Jacobi 3–Diagonal Relation, Luigi Accardi, Yun Gang Lu Feb 2021

Quantum Theories Associated To Increasing Hilbert Space Filtrations And Generalized Jacobi 3–Diagonal Relation, Luigi Accardi, Yun Gang Lu

Journal of Stochastic Analysis

No abstract provided.


Rate Of Convergence In The Central Limit Theorem For Iid Pareto Variables, Claas Becker, Manuel Bohnet, Sarah Kummert Feb 2021

Rate Of Convergence In The Central Limit Theorem For Iid Pareto Variables, Claas Becker, Manuel Bohnet, Sarah Kummert

Journal of Stochastic Analysis

No abstract provided.


Noncentral Limit Theorem For Large Wishart Matrices With Hermite Entries, Charles-Philippe Diez, Ciprian A. Tudor Feb 2021

Noncentral Limit Theorem For Large Wishart Matrices With Hermite Entries, Charles-Philippe Diez, Ciprian A. Tudor

Journal of Stochastic Analysis

No abstract provided.


Fuzzy P-Value Of Hypotheses Tests With Crisp Data Using Non-Asymptotic Fuzzy Estimators, Nikos Mylonas, Basil K. Papadopoulos Feb 2021

Fuzzy P-Value Of Hypotheses Tests With Crisp Data Using Non-Asymptotic Fuzzy Estimators, Nikos Mylonas, Basil K. Papadopoulos

Journal of Stochastic Analysis

No abstract provided.