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Articles 1 - 30 of 33
Full-Text Articles in Physical Sciences and Mathematics
Solving A Class Of Linear Skorokhod Stochastic Differential Equations, Karl-Heinz Fichtner, Steffen Klaere, Volkmar Liebscher
Solving A Class Of Linear Skorokhod Stochastic Differential Equations, Karl-Heinz Fichtner, Steffen Klaere, Volkmar Liebscher
Communications on Stochastic Analysis
No abstract provided.
Two-Dimensional 1-Meixner Random Vectors And Their Semi-Quantum Operators, Gabriela Popa, Aurel I Stan
Two-Dimensional 1-Meixner Random Vectors And Their Semi-Quantum Operators, Gabriela Popa, Aurel I Stan
Communications on Stochastic Analysis
No abstract provided.
A Poisson Shot-Noise Process Of Pulses And Its Scaling Limits, Mine Çaglar
A Poisson Shot-Noise Process Of Pulses And Its Scaling Limits, Mine Çaglar
Communications on Stochastic Analysis
No abstract provided.
On The Lévy-Khinchin Decomposition Of Generating Functionals, Uwe Franz, Malte Gerhold, Andreas Thom
On The Lévy-Khinchin Decomposition Of Generating Functionals, Uwe Franz, Malte Gerhold, Andreas Thom
Communications on Stochastic Analysis
No abstract provided.
Doob's Decomposition Theorem For Near-Submartingales, Hui-Hsiung Kuo, Kimiaki Saitô
Doob's Decomposition Theorem For Near-Submartingales, Hui-Hsiung Kuo, Kimiaki Saitô
Communications on Stochastic Analysis
No abstract provided.
Large Deviations For Stochastic Tidal Dynamics Equation, Murugan Suvinthra, Sivaguru S Sritharan, Krishnan Balachandran
Large Deviations For Stochastic Tidal Dynamics Equation, Murugan Suvinthra, Sivaguru S Sritharan, Krishnan Balachandran
Communications on Stochastic Analysis
No abstract provided.
White Noise Analysis For The Canonical Lévy Process, Rolando D Navarro Jr., Frederi G Viens
White Noise Analysis For The Canonical Lévy Process, Rolando D Navarro Jr., Frederi G Viens
Communications on Stochastic Analysis
No abstract provided.
Krylov-Veretennikov Formula For Functionals From The Stopped Wiener Process, Georgii V Riabov
Krylov-Veretennikov Formula For Functionals From The Stopped Wiener Process, Georgii V Riabov
Communications on Stochastic Analysis
No abstract provided.
Some Quantum Dynamical Semi-Groups With Quantum Stochastic Dilation, Lingaraj Sahu, Preetinder Singh
Some Quantum Dynamical Semi-Groups With Quantum Stochastic Dilation, Lingaraj Sahu, Preetinder Singh
Communications on Stochastic Analysis
No abstract provided.
Singular Equations Driven By An Additive Noise And Applications, Nicolas Marie
Singular Equations Driven By An Additive Noise And Applications, Nicolas Marie
Communications on Stochastic Analysis
No abstract provided.
On The Regularity Of One Parameter Transformation Groups In Barreled Locally Convex Topological Vector Spaces, Maximilian Bock
On The Regularity Of One Parameter Transformation Groups In Barreled Locally Convex Topological Vector Spaces, Maximilian Bock
Communications on Stochastic Analysis
No abstract provided.
Stochastic Dynamics Of Determinantal Processes By Integration By Parts, Laurent Decreusefond, Ian Flint, Nicolas Privault, Giovanni Luca Torrisi
Stochastic Dynamics Of Determinantal Processes By Integration By Parts, Laurent Decreusefond, Ian Flint, Nicolas Privault, Giovanni Luca Torrisi
Communications on Stochastic Analysis
No abstract provided.
Hidden Markov Change Point Estimation, Robert J Elliott, Sebastian Elliott
Hidden Markov Change Point Estimation, Robert J Elliott, Sebastian Elliott
Communications on Stochastic Analysis
No abstract provided.
Revisiting A Theorem Of L. A. Shepp On Optimal Stopping, Philip A Ernst, Larry A Shepp
Revisiting A Theorem Of L. A. Shepp On Optimal Stopping, Philip A Ernst, Larry A Shepp
Communications on Stochastic Analysis
No abstract provided.
Theoretical And Numerical Analysis Of An Optimal Execution Problem With Uncertain Market Impact, Kensuke Ishitani, Takashi Kato
Theoretical And Numerical Analysis Of An Optimal Execution Problem With Uncertain Market Impact, Kensuke Ishitani, Takashi Kato
Communications on Stochastic Analysis
No abstract provided.
Some New Connections Between Brownian Bridges And Brownian Motions, Estate V Khmaladze
Some New Connections Between Brownian Bridges And Brownian Motions, Estate V Khmaladze
Communications on Stochastic Analysis
No abstract provided.
Regular Transformation Groups Based On Fourier-Gauss Transforms, Maximilian Bock, Wolfgang Bock
Regular Transformation Groups Based On Fourier-Gauss Transforms, Maximilian Bock, Wolfgang Bock
Communications on Stochastic Analysis
No abstract provided.
Almost-Sure Explosive Solutions Of Some Nonlinear Parabolic Itô Equations, Pao-Liu Chow, Rafail Khasminskii
Almost-Sure Explosive Solutions Of Some Nonlinear Parabolic Itô Equations, Pao-Liu Chow, Rafail Khasminskii
Communications on Stochastic Analysis
No abstract provided.
Fractional Hida-Malliavan Derivatives And Series Representations Of Fractional Conditional Expectations, Sixian Jin, Qidi Peng, Henry Schellhorn
Fractional Hida-Malliavan Derivatives And Series Representations Of Fractional Conditional Expectations, Sixian Jin, Qidi Peng, Henry Schellhorn
Communications on Stochastic Analysis
No abstract provided.
Risk Measures On Orlicz Heart Spaces, Coenraad Labuschagne, Habib Ouerdiane, Imen Salhi
Risk Measures On Orlicz Heart Spaces, Coenraad Labuschagne, Habib Ouerdiane, Imen Salhi
Communications on Stochastic Analysis
No abstract provided.
On Approximation Rates For Boundary Crossing Probabilities For The Multivariate Brownian Motion Process, Shaun Mckinlay, Konstantin Borovkov
On Approximation Rates For Boundary Crossing Probabilities For The Multivariate Brownian Motion Process, Shaun Mckinlay, Konstantin Borovkov
Communications on Stochastic Analysis
No abstract provided.
Periodic Solutions Of Discrete Generalized Schrödinger Equations On Cayley Trees, Fumio Hiroshima, József Lörinczi, Utkir Rozikov
Periodic Solutions Of Discrete Generalized Schrödinger Equations On Cayley Trees, Fumio Hiroshima, József Lörinczi, Utkir Rozikov
Communications on Stochastic Analysis
No abstract provided.
On The Fundamental Theorem Of Asset Pricing, Abhay G Bhatt, Rajeeva L Karandikar
On The Fundamental Theorem Of Asset Pricing, Abhay G Bhatt, Rajeeva L Karandikar
Communications on Stochastic Analysis
No abstract provided.
Structure And Decompositions Of The Linear Span Of Generalized Stochastic Matrices, Andreas Boukas, Philip Feinsilver, Anargyros Fellouris
Structure And Decompositions Of The Linear Span Of Generalized Stochastic Matrices, Andreas Boukas, Philip Feinsilver, Anargyros Fellouris
Communications on Stochastic Analysis
No abstract provided.
On P-Confidence Intervals For G-Expectations, Leo Shen, Rodney C Wolff
On P-Confidence Intervals For G-Expectations, Leo Shen, Rodney C Wolff
Communications on Stochastic Analysis
No abstract provided.
Comparing The G-Normal Distribution To Its Classical Counterpart, Erhan Bayraktar, Alexander Munk
Comparing The G-Normal Distribution To Its Classical Counterpart, Erhan Bayraktar, Alexander Munk
Communications on Stochastic Analysis
No abstract provided.
Convergence Of Scheme For Decoupled Forward Backward Stochastic Differential Equation, Hani Abidi, Habib Ouerdiane
Convergence Of Scheme For Decoupled Forward Backward Stochastic Differential Equation, Hani Abidi, Habib Ouerdiane
Communications on Stochastic Analysis
No abstract provided.
Branching Particle Systems And Compound Poisson Processes Related To Pólya-Aeppli Distributions, Richard B Paris, Vladimir Vinogradov
Branching Particle Systems And Compound Poisson Processes Related To Pólya-Aeppli Distributions, Richard B Paris, Vladimir Vinogradov
Communications on Stochastic Analysis
No abstract provided.
On A Nonsymmetric Ornstein-Uhlenbeck Semigroup And Its Generator, Yong Chen
On A Nonsymmetric Ornstein-Uhlenbeck Semigroup And Its Generator, Yong Chen
Communications on Stochastic Analysis
No abstract provided.
Mathematical Formulation Of An Optimal Execution Problem With Uncertain Market Impact, Kensuke Ishitani, Takashi Kato
Mathematical Formulation Of An Optimal Execution Problem With Uncertain Market Impact, Kensuke Ishitani, Takashi Kato
Communications on Stochastic Analysis
No abstract provided.