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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
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
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
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
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
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
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
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
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
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
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
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.