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Louisiana State University

Communications on Stochastic Analysis

2012

Articles 1 - 30 of 43

Full-Text Articles in Physical Sciences and Mathematics

Preface Dec 2012

Preface

Communications on Stochastic Analysis

No abstract provided.


Lattice Modules Over Rings Of Bounded Random Variables, Karl-Theodor Eisele, Sonia Taieb Dec 2012

Lattice Modules Over Rings Of Bounded Random Variables, Karl-Theodor Eisele, Sonia Taieb

Communications on Stochastic Analysis

No abstract provided.


Spectral Multipliers For The Dunkl Laplacian, Sallam Hassani, Mohamed Sifi Dec 2012

Spectral Multipliers For The Dunkl Laplacian, Sallam Hassani, Mohamed Sifi

Communications on Stochastic Analysis

No abstract provided.


The Itô Formula For A New Stochastic Integral, Hui-Hsiung Kuo, Anuwat Sae-Tang, Benedykt Szozda Dec 2012

The Itô Formula For A New Stochastic Integral, Hui-Hsiung Kuo, Anuwat Sae-Tang, Benedykt Szozda

Communications on Stochastic Analysis

No abstract provided.


A Representation For Positive Functionals Of A Brownian Motion And An Application, P Sundar, Ming Tao Dec 2012

A Representation For Positive Functionals Of A Brownian Motion And An Application, P Sundar, Ming Tao

Communications on Stochastic Analysis

No abstract provided.


Numerical Methods For Optimal Insurance Demand Under Marked Point Processes Shocks, Mohamed Mnif Dec 2012

Numerical Methods For Optimal Insurance Demand Under Marked Point Processes Shocks, Mohamed Mnif

Communications on Stochastic Analysis

No abstract provided.


Clark-Ocone Formula By The S-Transform On The Poisson White Noise Space, Yuh-Jia Lee, Nicolas Privault, Hsin-Hung Shih Dec 2012

Clark-Ocone Formula By The S-Transform On The Poisson White Noise Space, Yuh-Jia Lee, Nicolas Privault, Hsin-Hung Shih

Communications on Stochastic Analysis

No abstract provided.


Bose-Einstein Condensation: A Transition To Chaos Result, Stefania Ugolini Dec 2012

Bose-Einstein Condensation: A Transition To Chaos Result, Stefania Ugolini

Communications on Stochastic Analysis

No abstract provided.


Cauchy Problem And Integral Representation Associated To The Power Of The Qwn-Euler Operator, Aymen Ettaieb, Habib Ouerdiane, Hafedh Rguigui Dec 2012

Cauchy Problem And Integral Representation Associated To The Power Of The Qwn-Euler Operator, Aymen Ettaieb, Habib Ouerdiane, Hafedh Rguigui

Communications on Stochastic Analysis

No abstract provided.


Generalized Field Operator Associated To The Fractional Lévy Processes, Mounir Dahwathi, Souheyl Jendoubi, Habib Ouerdiane, Anis Riahi Dec 2012

Generalized Field Operator Associated To The Fractional Lévy Processes, Mounir Dahwathi, Souheyl Jendoubi, Habib Ouerdiane, Anis Riahi

Communications on Stochastic Analysis

No abstract provided.


Backward Stochastic Differential Equations With Respect To General Filtrations And Applications To Insider Finance, Bernt Øksendal, Tusheng Zhang Dec 2012

Backward Stochastic Differential Equations With Respect To General Filtrations And Applications To Insider Finance, Bernt Øksendal, Tusheng Zhang

Communications on Stochastic Analysis

No abstract provided.


Lieb-Thirring Bound For Schrödinger Operators With Bernstein Functions Of The Laplacian, Fumio Hiroshima, József Lorinczi Dec 2012

Lieb-Thirring Bound For Schrödinger Operators With Bernstein Functions Of The Laplacian, Fumio Hiroshima, József Lorinczi

Communications on Stochastic Analysis

No abstract provided.


The Feynman Integrand For The Charged Particle In A Constant Magnetic Field As White Noise Distribution, Wolfgang Bock, Martin Grothaus, Sebastian Jung Dec 2012

The Feynman Integrand For The Charged Particle In A Constant Magnetic Field As White Noise Distribution, Wolfgang Bock, Martin Grothaus, Sebastian Jung

Communications on Stochastic Analysis

No abstract provided.


Sample Path Properties Of Volterra Processes, Leonid Mytnik, Eyal Neuman Sep 2012

Sample Path Properties Of Volterra Processes, Leonid Mytnik, Eyal Neuman

Communications on Stochastic Analysis

No abstract provided.


Stochastic Calculus For Gaussian Processes And Application To Hitting Times, Pedro Lei, David Nualart Sep 2012

Stochastic Calculus For Gaussian Processes And Application To Hitting Times, Pedro Lei, David Nualart

Communications on Stochastic Analysis

No abstract provided.


Krylov-Veretennikov Expansion For Coalescing Stochastic Flows, Andrey A Dorogovtsev Sep 2012

Krylov-Veretennikov Expansion For Coalescing Stochastic Flows, Andrey A Dorogovtsev

Communications on Stochastic Analysis

No abstract provided.


Qwn-Conservation Operator And Associated Wick Differential Equation, Habib Ouerdiane, Hafedh Rguigui Sep 2012

Qwn-Conservation Operator And Associated Wick Differential Equation, Habib Ouerdiane, Hafedh Rguigui

Communications on Stochastic Analysis

No abstract provided.


An Estimate For Bounded Solutions Of The Hermite Heat Equation, Bishnu Prasad Dhungana Sep 2012

An Estimate For Bounded Solutions Of The Hermite Heat Equation, Bishnu Prasad Dhungana

Communications on Stochastic Analysis

No abstract provided.


Solutions Of Linear Elliptic Equations In Gauss-Sobolev Spaces, Pao-Liu Chow Sep 2012

Solutions Of Linear Elliptic Equations In Gauss-Sobolev Spaces, Pao-Liu Chow

Communications on Stochastic Analysis

No abstract provided.


Feynman-Kac Formula For The Solution Of Cauchy's Problem With Time Dependent Lévy Generator, Aroldo Pérez Sep 2012

Feynman-Kac Formula For The Solution Of Cauchy's Problem With Time Dependent Lévy Generator, Aroldo Pérez

Communications on Stochastic Analysis

No abstract provided.


Sde Solutions In The Space Of Smooth Random Variables, Yeliz Yolcu Okur, Frank Proske, Hassilah Binti Salleh Sep 2012

Sde Solutions In The Space Of Smooth Random Variables, Yeliz Yolcu Okur, Frank Proske, Hassilah Binti Salleh

Communications on Stochastic Analysis

No abstract provided.


Temporal Correlation Of Defaults In Subprime Securitization, Eric Hillebrand, Ambar N Sengupta, Junyue Xu Sep 2012

Temporal Correlation Of Defaults In Subprime Securitization, Eric Hillebrand, Ambar N Sengupta, Junyue Xu

Communications on Stochastic Analysis

No abstract provided.


Renormalized Square Of White Noise Quantum Time Shift, Luigi Accardi, Habib Ouerdiane, Habib Rebei Jun 2012

Renormalized Square Of White Noise Quantum Time Shift, Luigi Accardi, Habib Ouerdiane, Habib Rebei

Communications on Stochastic Analysis

No abstract provided.


Integral Representations Of Some Functionals Of Fractional Brownian Motion, Heikki Tikanmäki Jun 2012

Integral Representations Of Some Functionals Of Fractional Brownian Motion, Heikki Tikanmäki

Communications on Stochastic Analysis

No abstract provided.


Construction Of The Paths Of Brownian Motions On Star Graphs I, Vadim Kostrykin, Jürgen Potthoff, Robert Schrader Jun 2012

Construction Of The Paths Of Brownian Motions On Star Graphs I, Vadim Kostrykin, Jürgen Potthoff, Robert Schrader

Communications on Stochastic Analysis

No abstract provided.


Limiting Distributions Of Galton-Watson Branching Processes With Immigration, Yoshinori Uchimura, Kimiaki Saitô Jun 2012

Limiting Distributions Of Galton-Watson Branching Processes With Immigration, Yoshinori Uchimura, Kimiaki Saitô

Communications on Stochastic Analysis

No abstract provided.


Asymptotic Spectral Analysis Of A Distance K-Graph Of N-Fold Direct Product Of A Graph, Jun Kurihara Jun 2012

Asymptotic Spectral Analysis Of A Distance K-Graph Of N-Fold Direct Product Of A Graph, Jun Kurihara

Communications on Stochastic Analysis

No abstract provided.


Construction Of The Paths Of Brownian Motions On Star Graphs Ii, Vadim Kostrykin, Jürgen Potthoff, Robert Schrader Jun 2012

Construction Of The Paths Of Brownian Motions On Star Graphs Ii, Vadim Kostrykin, Jürgen Potthoff, Robert Schrader

Communications on Stochastic Analysis

No abstract provided.


Wick Product And Clark-Ocone Formula In Abstract Wiener Space, Fariborz Asadian Jun 2012

Wick Product And Clark-Ocone Formula In Abstract Wiener Space, Fariborz Asadian

Communications on Stochastic Analysis

No abstract provided.


Generalised Clark-Ocone Formulae For Differential Forms, Y Yang Jun 2012

Generalised Clark-Ocone Formulae For Differential Forms, Y Yang

Communications on Stochastic Analysis

No abstract provided.