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Physical Sciences and Mathematics Commons™
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Articles 1 - 30 of 39
Full-Text Articles in Physical Sciences and Mathematics
On The Exact Distribution Of The Maximum Of The Exponential Of The Generalized Normal-Inverse Gaussian Process With Respect To A Martingale Measure, Roman V Ivanov
Communications on Stochastic Analysis
No abstract provided.
Local Time Of A Multifractional Gaussian Process, Aissa Sghir
Local Time Of A Multifractional Gaussian Process, Aissa Sghir
Communications on Stochastic Analysis
No abstract provided.
Generalization Of The Anticipative Girsanov Theorem, Hui-Hsiung Kuo, Yun Peng, Benedykt Szozda
Generalization Of The Anticipative Girsanov Theorem, Hui-Hsiung Kuo, Yun Peng, Benedykt Szozda
Communications on Stochastic Analysis
No abstract provided.
Vertical Martingales, Stochastic Calculus And Harmonic Sections, Simão N Stelmastchuk
Vertical Martingales, Stochastic Calculus And Harmonic Sections, Simão N Stelmastchuk
Communications on Stochastic Analysis
No abstract provided.
Analytically Weak Solutions To Linear Spdes With Unbounded Time-Dependent Differential Operators And An Application, Benedict Baur, Martin Grothaus, Thanh Tan Mai
Analytically Weak Solutions To Linear Spdes With Unbounded Time-Dependent Differential Operators And An Application, Benedict Baur, Martin Grothaus, Thanh Tan Mai
Communications on Stochastic Analysis
No abstract provided.
Mathematical Model Of Heavy Diffusion Particles System With Drift, Vitalii Konarovskyi
Mathematical Model Of Heavy Diffusion Particles System With Drift, Vitalii Konarovskyi
Communications on Stochastic Analysis
No abstract provided.
A New Type Of Reflected Backward Doubly Stochastic Differential Equations, Auguste Aman, Yong Ren
A New Type Of Reflected Backward Doubly Stochastic Differential Equations, Auguste Aman, Yong Ren
Communications on Stochastic Analysis
No abstract provided.
A Clark-Ocone Type Formula Under Change Of Measure For Lévy Processes With L^2-Lévy Measure, Ryoichi Suzuki
A Clark-Ocone Type Formula Under Change Of Measure For Lévy Processes With L^2-Lévy Measure, Ryoichi Suzuki
Communications on Stochastic Analysis
No abstract provided.
Positive Harris Recurrence Of The Cir Process And Its Applications, Peng Jin, Vidyadhar Mandrekar, Barbara Rüdiger, Chiraz Trabelsi
Positive Harris Recurrence Of The Cir Process And Its Applications, Peng Jin, Vidyadhar Mandrekar, Barbara Rüdiger, Chiraz Trabelsi
Communications on Stochastic Analysis
No abstract provided.
Identities And Inequalities For Cdo Tranche Sensitivities, Claas Becker, Ambar N Sengupta
Identities And Inequalities For Cdo Tranche Sensitivities, Claas Becker, Ambar N Sengupta
Communications on Stochastic Analysis
No abstract provided.
Stein's Method For Brownian Approximations, L Coutin, L Decreusefond
Stein's Method For Brownian Approximations, L Coutin, L Decreusefond
Communications on Stochastic Analysis
No abstract provided.
The Generalized Sub-Fractional Brownian Motion, Aissa Sghir
The Generalized Sub-Fractional Brownian Motion, Aissa Sghir
Communications on Stochastic Analysis
No abstract provided.
A Bochner-Type Representation Of Positive Definite Mappings On The Dual Of A Compact Group, Herbert Heyer
A Bochner-Type Representation Of Positive Definite Mappings On The Dual Of A Compact Group, Herbert Heyer
Communications on Stochastic Analysis
No abstract provided.
Itô Formula And Girsanov Theorem For Anticipating Stochastic Integrals, Hui-Hsiung Kuo, Yun Peng, Benedykt Szozda
Itô Formula And Girsanov Theorem For Anticipating Stochastic Integrals, Hui-Hsiung Kuo, Yun Peng, Benedykt Szozda
Communications on Stochastic Analysis
No abstract provided.
On Optimal Proportional Reinsurance And Investment In A Partial Markovian Regime-Switching Economy, Xin Zhang
On Optimal Proportional Reinsurance And Investment In A Partial Markovian Regime-Switching Economy, Xin Zhang
Communications on Stochastic Analysis
No abstract provided.
A Math Therapy Exercise, Gary Stogsdill
A Math Therapy Exercise, Gary Stogsdill
Journal of Humanistic Mathematics
Math anxiety prevents many liberal arts undergraduates from appreciating mathematics and realizing their potential in math courses and math-related endeavors. The author describes his development and use of a "math therapy exercise" that enables students to move beyond the paralyzing grip of math anxiety and cultivate a more positive relationship with mathematics.
Partially Gaussian Stationary Stochastic Processes In Discrete Time, K R Parthasarathy
Partially Gaussian Stationary Stochastic Processes In Discrete Time, K R Parthasarathy
Communications on Stochastic Analysis
No abstract provided.
A Converse Comparison Theorem For Discrete-Time Finite-State Bsdes And Risk Measures Using G-Expectation, Robert Elliott, Yin Lin, Hailiang Yang
A Converse Comparison Theorem For Discrete-Time Finite-State Bsdes And Risk Measures Using G-Expectation, Robert Elliott, Yin Lin, Hailiang Yang
Communications on Stochastic Analysis
No abstract provided.
Fluctuation Properties Of Compound Poisson-Erlang Lévy Processes, Richard B Paris, Vladimir Vinogradov
Fluctuation Properties Of Compound Poisson-Erlang Lévy Processes, Richard B Paris, Vladimir Vinogradov
Communications on Stochastic Analysis
No abstract provided.
Meromorphic Lévy-Khintchine Exponents With Poles Of Order Two, Guillaume Coqueret
Meromorphic Lévy-Khintchine Exponents With Poles Of Order Two, Guillaume Coqueret
Communications on Stochastic Analysis
No abstract provided.
Nonparametric Regression With Non-Gaussian Long Memory, Mariela Sued, Soledad Torres, Ciprian A. Tudor
Nonparametric Regression With Non-Gaussian Long Memory, Mariela Sued, Soledad Torres, Ciprian A. Tudor
Communications on Stochastic Analysis
No abstract provided.
Crra Utility Maximization Under Dynamic Risk Constraints, Santiago Moreno-Bromberg, Traian A Pirvu, Anthony Reveillac
Crra Utility Maximization Under Dynamic Risk Constraints, Santiago Moreno-Bromberg, Traian A Pirvu, Anthony Reveillac
Communications on Stochastic Analysis
No abstract provided.
Asymptotic Spectral Distributions Of Distance-K Graphs Of Hamming Graphs, Yuji Hibino
Asymptotic Spectral Distributions Of Distance-K Graphs Of Hamming Graphs, Yuji Hibino
Communications on Stochastic Analysis
No abstract provided.
A Hull And White Formula For A Stochastic Volatility Lévy Model With Infinite Activity, Hossein Jafari, Josep Vives
A Hull And White Formula For A Stochastic Volatility Lévy Model With Infinite Activity, Hossein Jafari, Josep Vives
Communications on Stochastic Analysis
No abstract provided.
Linear Stochastic Differential Equations With Anticipating Initial Conditions, Narjess Khalifa, Hui-Hsiung Kuo, Habib Ouerdiane, Benedykt Szozda
Linear Stochastic Differential Equations With Anticipating Initial Conditions, Narjess Khalifa, Hui-Hsiung Kuo, Habib Ouerdiane, Benedykt Szozda
Communications on Stochastic Analysis
No abstract provided.
Asymptotic And Geometric Properties Of Compactly Perturbed Wiener Process And Self-Intersection Local Time, Andrey A Dorogovtsev, Olga L Izyumtseva
Asymptotic And Geometric Properties Of Compactly Perturbed Wiener Process And Self-Intersection Local Time, Andrey A Dorogovtsev, Olga L Izyumtseva
Communications on Stochastic Analysis
No abstract provided.
Anticipated Backward Stochastic Differential Equations With Continuous Coefficients, Zhe Yang, Robert J Elliott
Anticipated Backward Stochastic Differential Equations With Continuous Coefficients, Zhe Yang, Robert J Elliott
Communications on Stochastic Analysis
No abstract provided.
Characterization Theorems For Differential Operators On White Noise Spaces, Abdessatar Barhoumi, Alberto Lanconelli
Characterization Theorems For Differential Operators On White Noise Spaces, Abdessatar Barhoumi, Alberto Lanconelli
Communications on Stochastic Analysis
No abstract provided.
Large Deviations For The Shell Model Of Turbulence Perturbed By Lévy Noise, Utpal Manna, Manil T Mohan
Large Deviations For The Shell Model Of Turbulence Perturbed By Lévy Noise, Utpal Manna, Manil T Mohan
Communications on Stochastic Analysis
No abstract provided.
White Noise Representation Of Gaussian Random Fields, Zachary Gelbaum
White Noise Representation Of Gaussian Random Fields, Zachary Gelbaum
Communications on Stochastic Analysis
No abstract provided.