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Physical Sciences and Mathematics Commons

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Louisiana State University

Journal

2020

Articles 31 - 35 of 35

Full-Text Articles in Physical Sciences and Mathematics

Exit Problems For Jump-Diffusion Processes With Uniform Jumps, Mario Lefebvre Feb 2020

Exit Problems For Jump-Diffusion Processes With Uniform Jumps, Mario Lefebvre

Journal of Stochastic Analysis

No abstract provided.


Ogawa Integrability And A Condition For Convergence In The Multidimensional Case, Nicolò Cangiotti, Sonia Mazzucchi Feb 2020

Ogawa Integrability And A Condition For Convergence In The Multidimensional Case, Nicolò Cangiotti, Sonia Mazzucchi

Journal of Stochastic Analysis

No abstract provided.


Mixing Coefficient For Discrete-Time Stochastic Flow, E.V. Glinyanaya Feb 2020

Mixing Coefficient For Discrete-Time Stochastic Flow, E.V. Glinyanaya

Journal of Stochastic Analysis

No abstract provided.


On A Class Of Average Preserving Semi-Martingale Laws Optimization Problems, Rémi Lassalle Feb 2020

On A Class Of Average Preserving Semi-Martingale Laws Optimization Problems, Rémi Lassalle

Journal of Stochastic Analysis

No abstract provided.


The Semimartingale Dynamics And Generator Of A Continuous Time Semi-Markov Chain, Robert J. Elliott Feb 2020

The Semimartingale Dynamics And Generator Of A Continuous Time Semi-Markov Chain, Robert J. Elliott

Journal of Stochastic Analysis

No abstract provided.