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Articles 1 - 30 of 43
Full-Text Articles in Physical Sciences and Mathematics
Density Dependent Utilities With Transaction Costs, Eriyoti Chikodza, Julius N Esunge
Density Dependent Utilities With Transaction Costs, Eriyoti Chikodza, Julius N Esunge
Communications on Stochastic Analysis
No abstract provided.
Mrm-Applicable Measures For The Power Function Of The Second Order, Izumi Kubo, Hui-Hsiung Kuo, Suat Namli
Mrm-Applicable Measures For The Power Function Of The Second Order, Izumi Kubo, Hui-Hsiung Kuo, Suat Namli
Communications on Stochastic Analysis
No abstract provided.
The Minimal Martingale Measure For The Price Process With Poisson Shot Noise Jumps, Jun Yan
The Minimal Martingale Measure For The Price Process With Poisson Shot Noise Jumps, Jun Yan
Communications on Stochastic Analysis
No abstract provided.
Consistent Price Systems For Bounded Processes, Florian Maris, Eric Mbakop, Hasanjan Sayit
Consistent Price Systems For Bounded Processes, Florian Maris, Eric Mbakop, Hasanjan Sayit
Communications on Stochastic Analysis
No abstract provided.
Changes Of Measure And Representations Of The First Hitting Time Of A Bessel Process, Gerardo Hernandez-Del-Valle
Changes Of Measure And Representations Of The First Hitting Time Of A Bessel Process, Gerardo Hernandez-Del-Valle
Communications on Stochastic Analysis
No abstract provided.
Intraday Empirical Analysis Of Electricity Price Behaviour, Eckhard Platen, Jason West
Intraday Empirical Analysis Of Electricity Price Behaviour, Eckhard Platen, Jason West
Communications on Stochastic Analysis
No abstract provided.
A Martingale Representation For The Maximum Of A Lévy Process, Bruno Rémillard, Jean-François Renaud
A Martingale Representation For The Maximum Of A Lévy Process, Bruno Rémillard, Jean-François Renaud
Communications on Stochastic Analysis
No abstract provided.
A Connection Between The Poissonian Wick Product And The Discrete Convolution, Alberto Lanconelli, Luigi Sportelli
A Connection Between The Poissonian Wick Product And The Discrete Convolution, Alberto Lanconelli, Luigi Sportelli
Communications on Stochastic Analysis
No abstract provided.
Stochastic Analysis Of Backward Tidal Dynamics Equation, Hong Yin
Stochastic Analysis Of Backward Tidal Dynamics Equation, Hong Yin
Communications on Stochastic Analysis
No abstract provided.
Stationary Distributions Of The Bernoulli Type Galton-Watson Branching Process With Immigration, Yoshinori Uchimura, Kimiaki Saitô
Stationary Distributions Of The Bernoulli Type Galton-Watson Branching Process With Immigration, Yoshinori Uchimura, Kimiaki Saitô
Communications on Stochastic Analysis
No abstract provided.
Twin Mrm-Triples In Multiplicative Renormalization Method, Izumi Kubo, Hui-Hsiung Kuo
Twin Mrm-Triples In Multiplicative Renormalization Method, Izumi Kubo, Hui-Hsiung Kuo
Communications on Stochastic Analysis
No abstract provided.
Approximations Of Fractional Stochastic Differential Equations By Means Of Transport Processes, Johanna Garzón, Luis G Gorostiza, Jorge A León
Approximations Of Fractional Stochastic Differential Equations By Means Of Transport Processes, Johanna Garzón, Luis G Gorostiza, Jorge A León
Communications on Stochastic Analysis
No abstract provided.
Risk Indifference Pricing Of Functional Claims Of The Yield Surface In The Presence Of Partial Information, Ta Thi Kieu An, Frank Proske, Mark Rubtsov
Risk Indifference Pricing Of Functional Claims Of The Yield Surface In The Presence Of Partial Information, Ta Thi Kieu An, Frank Proske, Mark Rubtsov
Communications on Stochastic Analysis
No abstract provided.
A Stochastic Lagrangian Particle Model And Nonlinear Filtering For Three Dimensional Euler Flow With Jumps, Sivaguru S Sritharan, Meng Xu
A Stochastic Lagrangian Particle Model And Nonlinear Filtering For Three Dimensional Euler Flow With Jumps, Sivaguru S Sritharan, Meng Xu
Communications on Stochastic Analysis
No abstract provided.
Weak Convergence For Approximation Of American Option Prices, Weiping Li, Mei Xing
Weak Convergence For Approximation Of American Option Prices, Weiping Li, Mei Xing
Communications on Stochastic Analysis
No abstract provided.
Cornish-Fisher Expansions For Poisson And Negative Binomial Processes, Christopher S Withers, Saralees Nadarajah
Cornish-Fisher Expansions For Poisson And Negative Binomial Processes, Christopher S Withers, Saralees Nadarajah
Communications on Stochastic Analysis
No abstract provided.
Short-Time Asymptotics Of One-Dimensional Harris Flows, Alexander Shamov
Short-Time Asymptotics Of One-Dimensional Harris Flows, Alexander Shamov
Communications on Stochastic Analysis
No abstract provided.
General Alpha-Wiener Bridges, Mátyás Barczy, Peter Kern
General Alpha-Wiener Bridges, Mátyás Barczy, Peter Kern
Communications on Stochastic Analysis
No abstract provided.
Characterization Of Mass-Stationarity By Bernoulli And Cox Transports, Günter Last, Hermann Thorisson
Characterization Of Mass-Stationarity By Bernoulli And Cox Transports, Günter Last, Hermann Thorisson
Communications on Stochastic Analysis
No abstract provided.
A General Theorem For Portfolio Generating Functions, Olivier Menoukeu Pamen
A General Theorem For Portfolio Generating Functions, Olivier Menoukeu Pamen
Communications on Stochastic Analysis
No abstract provided.
Asymptotic Properties Of Stochastic Partial Differential Equations In Hilbert Spaces Driven By Non-Gaussian Noise, V Mandrekar, Li Wang
Asymptotic Properties Of Stochastic Partial Differential Equations In Hilbert Spaces Driven By Non-Gaussian Noise, V Mandrekar, Li Wang
Communications on Stochastic Analysis
No abstract provided.
An Extension Of Bifractional Brownian Motion, Xavier Bardina, Khalifa Es-Sebaiy
An Extension Of Bifractional Brownian Motion, Xavier Bardina, Khalifa Es-Sebaiy
Communications on Stochastic Analysis
No abstract provided.
Robustness Of Option Prices And Their Deltas In Markets Modelled By Jump-Diffusions, Fred Espen Benth, Giulia Di Nunno, Asma Khedher
Robustness Of Option Prices And Their Deltas In Markets Modelled By Jump-Diffusions, Fred Espen Benth, Giulia Di Nunno, Asma Khedher
Communications on Stochastic Analysis
No abstract provided.
Evolution Systems Of Measures For Non-Autonomous Ornstein-Uhlenbeck Processes With Lévy Noise, Robert Wooster
Evolution Systems Of Measures For Non-Autonomous Ornstein-Uhlenbeck Processes With Lévy Noise, Robert Wooster
Communications on Stochastic Analysis
No abstract provided.
Dynamics Of A Stochastic Predator-Prey Model With The Beddington-Deangelis Functional Response, Ta Viet Ton, Atsushi Yagi
Dynamics Of A Stochastic Predator-Prey Model With The Beddington-Deangelis Functional Response, Ta Viet Ton, Atsushi Yagi
Communications on Stochastic Analysis
No abstract provided.
On The Value Of Stochastic Differential Games, Wendell H Fleming, Daniel Hernández-Hernández
On The Value Of Stochastic Differential Games, Wendell H Fleming, Daniel Hernández-Hernández
Communications on Stochastic Analysis
No abstract provided.
Cdo Tranche Sensitivities In The Gaussian Copula Model, Chao Meng, Ambar N Sengupta
Cdo Tranche Sensitivities In The Gaussian Copula Model, Chao Meng, Ambar N Sengupta
Communications on Stochastic Analysis
No abstract provided.
Stochastic Jacobians In Affine Term-Structure Models: A Local Property, Cody Blaine Hyndman
Stochastic Jacobians In Affine Term-Structure Models: A Local Property, Cody Blaine Hyndman
Communications on Stochastic Analysis
No abstract provided.
Erratum: Absolute Continuity Of Laws For Semilinear Stochastic Equations With Additive Noise (Cosa, Vol. 2, No. 2 (2008) 209–227) [Mr2446690], Benedetta Ferrario
Erratum: Absolute Continuity Of Laws For Semilinear Stochastic Equations With Additive Noise (Cosa, Vol. 2, No. 2 (2008) 209–227) [Mr2446690], Benedetta Ferrario
Communications on Stochastic Analysis
No abstract provided.
Integration By Parts Formula And The Stein Lemma On Abstract Wiener Space, Hui-Hsiung Kuo, Yuh-Jia Lee
Integration By Parts Formula And The Stein Lemma On Abstract Wiener Space, Hui-Hsiung Kuo, Yuh-Jia Lee
Communications on Stochastic Analysis
No abstract provided.