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Louisiana State University

Communications on Stochastic Analysis

2016

Articles 1 - 30 of 34

Full-Text Articles in Physical Sciences and Mathematics

Some Considerations On The Structure Of Transition Densities Of Symmetric Lévy Processes, Lewis J Bray, Neils Jacob Dec 2016

Some Considerations On The Structure Of Transition Densities Of Symmetric Lévy Processes, Lewis J Bray, Neils Jacob

Communications on Stochastic Analysis

No abstract provided.


On The Kolmogorov-Wiener-Masani Spectrum Of A Multi-Mode Weakly Stationary Quantum Process, K R Parthasarathy, Ritabrata Sengupta Dec 2016

On The Kolmogorov-Wiener-Masani Spectrum Of A Multi-Mode Weakly Stationary Quantum Process, K R Parthasarathy, Ritabrata Sengupta

Communications on Stochastic Analysis

No abstract provided.


Strong Stationary Times And The Fundamental Matrix For Recurrent Markov Chains, P J Fitzsimmons Dec 2016

Strong Stationary Times And The Fundamental Matrix For Recurrent Markov Chains, P J Fitzsimmons

Communications on Stochastic Analysis

No abstract provided.


Positive Definiteness On Spheres And Hyperbolic Spaces, Walter R Bloom, N J Wildberger Dec 2016

Positive Definiteness On Spheres And Hyperbolic Spaces, Walter R Bloom, N J Wildberger

Communications on Stochastic Analysis

No abstract provided.


Preface Dec 2016

Preface

Communications on Stochastic Analysis

No abstract provided.


Brownian Manifolds, Negative Type And Geo-Temporal Covariances, N H Bingham, Aleksandar Mijatović, Tasmin L Symons Dec 2016

Brownian Manifolds, Negative Type And Geo-Temporal Covariances, N H Bingham, Aleksandar Mijatović, Tasmin L Symons

Communications on Stochastic Analysis

No abstract provided.


Convolution Semigroups Of Probability Measures On Gelfand Pairs, Revisited, David Applebaum Dec 2016

Convolution Semigroups Of Probability Measures On Gelfand Pairs, Revisited, David Applebaum

Communications on Stochastic Analysis

No abstract provided.


Bimodules And Hypergroups Associated With Actions Of A Pair Of Groups, Satoshi Kawakami, Tatsuya Tsurii, Shigeru Yamagami Dec 2016

Bimodules And Hypergroups Associated With Actions Of A Pair Of Groups, Satoshi Kawakami, Tatsuya Tsurii, Shigeru Yamagami

Communications on Stochastic Analysis

No abstract provided.


Semimartingales In Locally Compact Abelian Groups And Their Characteristic Triples, M S Bingham Dec 2016

Semimartingales In Locally Compact Abelian Groups And Their Characteristic Triples, M S Bingham

Communications on Stochastic Analysis

No abstract provided.


Conditions For Stationarity And Ergodicity Of Two-Factor Affine Diffusions, Beáta Bolyog, Gyula Pap Dec 2016

Conditions For Stationarity And Ergodicity Of Two-Factor Affine Diffusions, Beáta Bolyog, Gyula Pap

Communications on Stochastic Analysis

No abstract provided.


A Study In Locally Compact Groups—Chabauty Space, Sylow Theory, The Schur-Zassenhaus Formalism, The Prime Graph For Near Abelian Groups, Wolfgang Herfort, Karl H Hofmann, Francesco G Russo Dec 2016

A Study In Locally Compact Groups—Chabauty Space, Sylow Theory, The Schur-Zassenhaus Formalism, The Prime Graph For Near Abelian Groups, Wolfgang Herfort, Karl H Hofmann, Francesco G Russo

Communications on Stochastic Analysis

No abstract provided.


Generalized Commutative Association Schemes, Hypergroups, And Positive Product Formulas, Michael Voit Dec 2016

Generalized Commutative Association Schemes, Hypergroups, And Positive Product Formulas, Michael Voit

Communications on Stochastic Analysis

No abstract provided.


The Distribution Of The Number Of Clusters In The Arratia Flow, Vladimir Fomichov Sep 2016

The Distribution Of The Number Of Clusters In The Arratia Flow, Vladimir Fomichov

Communications on Stochastic Analysis

No abstract provided.


A General Itô Formula For Adapted And Instantly Independent Stochastic Processes, Chii-Ruey Hwang, Hui-Hsiung Kuo, Kimiaki Saitô, Jiayu Zhai Sep 2016

A General Itô Formula For Adapted And Instantly Independent Stochastic Processes, Chii-Ruey Hwang, Hui-Hsiung Kuo, Kimiaki Saitô, Jiayu Zhai

Communications on Stochastic Analysis

No abstract provided.


Exponential Convergence Of The Stochastic Micropolar And Magneto-Micropolar Fluid Systems, Kazuo Yamazaki Sep 2016

Exponential Convergence Of The Stochastic Micropolar And Magneto-Micropolar Fluid Systems, Kazuo Yamazaki

Communications on Stochastic Analysis

No abstract provided.


Krawtchouk-Griffiths Systems I: Matrix Approach, Philip Feinsilver Sep 2016

Krawtchouk-Griffiths Systems I: Matrix Approach, Philip Feinsilver

Communications on Stochastic Analysis

No abstract provided.


Path Functionals Of A Class Of Lévy Insurance Risk Processes, Ekaterina T Kolkovska, Ehyter M Martin-González Sep 2016

Path Functionals Of A Class Of Lévy Insurance Risk Processes, Ekaterina T Kolkovska, Ehyter M Martin-González

Communications on Stochastic Analysis

No abstract provided.


Krawtchouk-Griffiths Systems Ii: As Bernoulli Systems, Philip Feinsilver Sep 2016

Krawtchouk-Griffiths Systems Ii: As Bernoulli Systems, Philip Feinsilver

Communications on Stochastic Analysis

No abstract provided.


Ergodic Control Of Stochastic Navier-Stokes Equation With Lévy Noise, Manil T Mohan, Sivaguru S Sritharan Sep 2016

Ergodic Control Of Stochastic Navier-Stokes Equation With Lévy Noise, Manil T Mohan, Sivaguru S Sritharan

Communications on Stochastic Analysis

No abstract provided.


Representation And Gaussian Bounds For The Density Of Brownian Motion With Random Drift, Azmi Makhlouf Jun 2016

Representation And Gaussian Bounds For The Density Of Brownian Motion With Random Drift, Azmi Makhlouf

Communications on Stochastic Analysis

No abstract provided.


The Product Of Distributions And White Noise Distribution-Valued Stochastic Differential Equations, Hui-Hsiung Kuo, Kimiaki Saitô, Yusuke Shibata Jun 2016

The Product Of Distributions And White Noise Distribution-Valued Stochastic Differential Equations, Hui-Hsiung Kuo, Kimiaki Saitô, Yusuke Shibata

Communications on Stochastic Analysis

No abstract provided.


Optimal Density Bounds For Marginals Of Itô Processes, David Baños, Paul Krühner Jun 2016

Optimal Density Bounds For Marginals Of Itô Processes, David Baños, Paul Krühner

Communications on Stochastic Analysis

No abstract provided.


The Continuity Of The Solution Of The Natural Equation In The One-Dimensional Case, Fatima Benziadi, Abdeldjabbar Kandouci Jun 2016

The Continuity Of The Solution Of The Natural Equation In The One-Dimensional Case, Fatima Benziadi, Abdeldjabbar Kandouci

Communications on Stochastic Analysis

No abstract provided.


Continuity Of Random Fields On Riemannian Manifolds, Annika Lang, Jürgen Potthoff, Martin Schlather, Dimitri Schwab Jun 2016

Continuity Of Random Fields On Riemannian Manifolds, Annika Lang, Jürgen Potthoff, Martin Schlather, Dimitri Schwab

Communications on Stochastic Analysis

No abstract provided.


Clark Formula For Local Time For One Class Of Gaussian Processes, A A Dorogovtsev, O L Izyumtseva, G V Riabov, Naoufel Salhi Jun 2016

Clark Formula For Local Time For One Class Of Gaussian Processes, A A Dorogovtsev, O L Izyumtseva, G V Riabov, Naoufel Salhi

Communications on Stochastic Analysis

No abstract provided.


Estimation Of Change Point Via Kalman-Bucy Filter For Linear Systems Driven By Fractional Brownian Motions, M N Mishra, B L S Prakasa Rao Jun 2016

Estimation Of Change Point Via Kalman-Bucy Filter For Linear Systems Driven By Fractional Brownian Motions, M N Mishra, B L S Prakasa Rao

Communications on Stochastic Analysis

No abstract provided.


Time-Dependent Neutral Stochastic Functional Differential Equations Driven By A Fractional Brownian Motion, B Boufoussi, S Hajji, E Lakhel Mar 2016

Time-Dependent Neutral Stochastic Functional Differential Equations Driven By A Fractional Brownian Motion, B Boufoussi, S Hajji, E Lakhel

Communications on Stochastic Analysis

No abstract provided.


A Stochastic Transport Theorem, Pedro Catuogno, Simão N Stelmastchuk Mar 2016

A Stochastic Transport Theorem, Pedro Catuogno, Simão N Stelmastchuk

Communications on Stochastic Analysis

No abstract provided.


Mean-Field Limit Versus Small-Noise Limit For Some Interacting Particle Systems, Samuel Herrmann, Julian Tugaut Mar 2016

Mean-Field Limit Versus Small-Noise Limit For Some Interacting Particle Systems, Samuel Herrmann, Julian Tugaut

Communications on Stochastic Analysis

No abstract provided.


Stochastic Integral Representations Of F-Selfdecomposable And F-Semi-Selfdecomposable Distributions, Nadjib Bouzar Mar 2016

Stochastic Integral Representations Of F-Selfdecomposable And F-Semi-Selfdecomposable Distributions, Nadjib Bouzar

Communications on Stochastic Analysis

No abstract provided.