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Physical Sciences and Mathematics Commons

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Louisiana State University

Communications on Stochastic Analysis

2009

Articles 1 - 27 of 27

Full-Text Articles in Physical Sciences and Mathematics

Sample Properties Of Random Fields. Ii. Continuity, Jürgen Potthoff Dec 2009

Sample Properties Of Random Fields. Ii. Continuity, Jürgen Potthoff

Communications on Stochastic Analysis

No abstract provided.


On The Extension Of A Basic Property Of Conditional Expectations To Second Quantization Operators, Alberto Lanconelli Dec 2009

On The Extension Of A Basic Property Of Conditional Expectations To Second Quantization Operators, Alberto Lanconelli

Communications on Stochastic Analysis

No abstract provided.


Irreducible And Periodic Positive Maps, Franco Fagnola, Rely Pellicer Dec 2009

Irreducible And Periodic Positive Maps, Franco Fagnola, Rely Pellicer

Communications on Stochastic Analysis

No abstract provided.


Converse Comparison Theorems For Backward Doubly Stochastic Differential Equations, Mohamed El Otmani, Naoual Mrhardy Dec 2009

Converse Comparison Theorems For Backward Doubly Stochastic Differential Equations, Mohamed El Otmani, Naoual Mrhardy

Communications on Stochastic Analysis

No abstract provided.


Nonlinear Filtering Of Itô-Lévy Stochastic Differential Equations With Continuous Observations, S Popa, S S Sritharan Dec 2009

Nonlinear Filtering Of Itô-Lévy Stochastic Differential Equations With Continuous Observations, S Popa, S S Sritharan

Communications on Stochastic Analysis

No abstract provided.


Stochastic Integral Characterizations Of Semi-Selfdecomposable Distributions And Related Ornstein-Uhlenbeck Type Processes, Makoto Maejima, Yohei Ueda Dec 2009

Stochastic Integral Characterizations Of Semi-Selfdecomposable Distributions And Related Ornstein-Uhlenbeck Type Processes, Makoto Maejima, Yohei Ueda

Communications on Stochastic Analysis

No abstract provided.


Mrm-Applicable Orthogonal Polynomials For Certain Hypergeometric Functions, Izumi Kubo, Hui-Hsiung Kuo Dec 2009

Mrm-Applicable Orthogonal Polynomials For Certain Hypergeometric Functions, Izumi Kubo, Hui-Hsiung Kuo

Communications on Stochastic Analysis

No abstract provided.


Invariant States For The Asymmetric Exclusion Quantum Markov Semigroup, Julio C Garcia, Leopoldo Pantaleón-Martinez, Roberto Quezada Dec 2009

Invariant States For The Asymmetric Exclusion Quantum Markov Semigroup, Julio C Garcia, Leopoldo Pantaleón-Martinez, Roberto Quezada

Communications on Stochastic Analysis

No abstract provided.


Exact Scenario Simulation For Selected Multi-Dimensional Stochastic Processes, Eckhard Platen, Renata Rendek Dec 2009

Exact Scenario Simulation For Selected Multi-Dimensional Stochastic Processes, Eckhard Platen, Renata Rendek

Communications on Stochastic Analysis

No abstract provided.


Generalized Cauchy-Stieltjes Transforms Of Some Beta Distributions, Nizar Demni Aug 2009

Generalized Cauchy-Stieltjes Transforms Of Some Beta Distributions, Nizar Demni

Communications on Stochastic Analysis

No abstract provided.


Using Weights For The Description Of States Of Boson Systems, Volkmar Liebscher Aug 2009

Using Weights For The Description Of States Of Boson Systems, Volkmar Liebscher

Communications on Stochastic Analysis

No abstract provided.


Markovian Systems Of Transition Expectations, Volkmar Liebscher, Michael Skeide Aug 2009

Markovian Systems Of Transition Expectations, Volkmar Liebscher, Michael Skeide

Communications on Stochastic Analysis

No abstract provided.


Local Time For Gaussian Processes As An Element Of Sobolev Space, Alexey Rudenko Aug 2009

Local Time For Gaussian Processes As An Element Of Sobolev Space, Alexey Rudenko

Communications on Stochastic Analysis

No abstract provided.


Generating Functions Of Jacobi Polynomials, Izumi Kubo Aug 2009

Generating Functions Of Jacobi Polynomials, Izumi Kubo

Communications on Stochastic Analysis

No abstract provided.


Unbounded Positive Solutions Of Nonlinear Parabolic Itô Equations, Pao-Liu Chow Aug 2009

Unbounded Positive Solutions Of Nonlinear Parabolic Itô Equations, Pao-Liu Chow

Communications on Stochastic Analysis

No abstract provided.


Representations Of The Gegenbauer Oscillator Algebra And The Overcompleteness Of Sequences Of Nonlinear Coherent States, Abdessatar Barhoumi Aug 2009

Representations Of The Gegenbauer Oscillator Algebra And The Overcompleteness Of Sequences Of Nonlinear Coherent States, Abdessatar Barhoumi

Communications on Stochastic Analysis

No abstract provided.


Markovian Properties Of The Pauli-Fierz Model, Ameur Dhahri Aug 2009

Markovian Properties Of The Pauli-Fierz Model, Ameur Dhahri

Communications on Stochastic Analysis

No abstract provided.


Convergence To Weighted Fractional Brownian Sheets, Johanna Garzón Apr 2009

Convergence To Weighted Fractional Brownian Sheets, Johanna Garzón

Communications on Stochastic Analysis

No abstract provided.


On The Distributions Of The Sup And Inf Of The Classical Risk Process With Exponential Claim, Jorge A León, José Villa Apr 2009

On The Distributions Of The Sup And Inf Of The Classical Risk Process With Exponential Claim, Jorge A León, José Villa

Communications on Stochastic Analysis

No abstract provided.


Optimal Consumption And Portfolio For An Insider In A Market With Jumps, Delphine David, Yeliz Yolcu Okur Apr 2009

Optimal Consumption And Portfolio For An Insider In A Market With Jumps, Delphine David, Yeliz Yolcu Okur

Communications on Stochastic Analysis

No abstract provided.


A Stochastic Process Associated With The Weighted White Noise Differentiation, Issei Kitagawa Apr 2009

A Stochastic Process Associated With The Weighted White Noise Differentiation, Issei Kitagawa

Communications on Stochastic Analysis

No abstract provided.


Stochastic Heat Equation With Infinite Dimensional Fractional Noise: L_{2}-Theory, Raluca Balan Apr 2009

Stochastic Heat Equation With Infinite Dimensional Fractional Noise: L_{2}-Theory, Raluca Balan

Communications on Stochastic Analysis

No abstract provided.


Pac Commutators And The R-Transform, Aurel I Stan Apr 2009

Pac Commutators And The R-Transform, Aurel I Stan

Communications on Stochastic Analysis

No abstract provided.


An Interacting Fock Space Characterization Of Probability Measures, Luigi Accardi, Hui-Hsiung Kuo, Aurel I Stan Apr 2009

An Interacting Fock Space Characterization Of Probability Measures, Luigi Accardi, Hui-Hsiung Kuo, Aurel I Stan

Communications on Stochastic Analysis

No abstract provided.


Universal Malliavin Calculus In Fock And Lévy-Itô Spaces, David Applebaum Apr 2009

Universal Malliavin Calculus In Fock And Lévy-Itô Spaces, David Applebaum

Communications on Stochastic Analysis

No abstract provided.


Sample Properties Of Random Fields. I. Separability And Measurability, Jürgen Potthoff Apr 2009

Sample Properties Of Random Fields. I. Separability And Measurability, Jürgen Potthoff

Communications on Stochastic Analysis

No abstract provided.


A Class Of Anticipating Linear Stochastic Differential Equations, Julius Esunge Apr 2009

A Class Of Anticipating Linear Stochastic Differential Equations, Julius Esunge

Communications on Stochastic Analysis

No abstract provided.