Physical Sciences and Mathematics Commons^™

Functional Central Limit Theorem For Additive Functionals Associated To The Generalized Nelson Hamiltonian, Soumaya Gheryani, Achref Majid, Habib Ouerdiane Dec 2018

Generalized Random Fields And Lévy's Continuity Theorem On The Space Of Tempered Distributions, Hermine Biermé, Olivier Durieu, Yizao Wang Dec 2018

Stochastic Differential Equations With Anticipating Initial Conditions, Hui-Hsiung Kuo, Sudip Sinha, Jiayu Zhai Dec 2018

On A Stochastic 2d Simplified Liquid Crystal Model Driven By Jump Noise, T. Tachim Medjo Dec 2018

New Filters For The Calibration Of Regime Switching Beta Dynamics, Robert J. Elliott, Carlton Osakwe Dec 2018

Stochastic Lagrangian Formulations For Damped Navier-Stokes Equations And Boussinesq System, With Applications, Kazuo Yamazaki Dec 2018

Nonlocal Diffusions And The Quantum Black-Scholes Equation: Modelling The Market Fear Factor, Will Hicks Oct 2018

Reversibility Checking For Markov Chains, P. H. Brill, Chi Ho Cheung, Myron Hlynka, Q. Jiang Oct 2018

Directional Malliavin Derivatives: A Characterisation Of Independence And A Generalised Chain Rule, Stefan Koch Oct 2018

An Asymptotic Comparison Of Two Time-Homogeneous Pam Models, Hyun-Jung Kim, Sergey Vladimir Lototsky Oct 2018

A Decomposition Of A Space Of Multiple Wiener Integrals By The Difference Of Two Independent Lévy Processes In Terms Of The Lévy Laplacian, Atsushi Ishikawa Oct 2018

Parametric Family Of Sdes Driven By Lévy Noise, Suprio Bhar, Barun Sarkar Oct 2018

A Stochastic Integral By A Near-Martingale, Shinya Hibino, Hui-Hsiung Kuo, Kimiaki Saitô Oct 2018

A Discrete Time Approximations For Certain Class Of One-Dimensional Backward Stochastic Differential Equations Via Girsanov's Theorem, Aissa Sghir, Driss Seghir, Soukaina Hadiri Aug 2018

Exit-Time Of Granular Media Equation Starting In A Local Minimum, Julian Tugaut Aug 2018

Bsdes On Finite And Infinite Horizon With Time-Delayed Generators, Peng Luo, Ludovic Tangpi Aug 2018

Stochastic Representation Of Tau Functions With An Application To The Korteweg-De Vries Equation, Michèle Thieullen, Alexis Vigot Aug 2018

A Triple Comparison Between Anticipating Stochastic Integrals In Financial Modeling, Joan Bastons, Carlos Escudero Aug 2018

Symmetric Weighted Odd-Power Variations Of Fractional Brownian Motion And Applications, David Nualart, Raghid Zeineddine Aug 2018

Arratia Flow With Drift And Trotter Formula For Brownian Web, Andrey A. Dorogovtsev, M. B. Vovchanskii Aug 2018

The Moments Of Lévy's Area Using A Sticky Shuffle Hopf Algebra, Robin Hudson, Uwe Schauz, Yue Wu Nov 2017

Essential Sets For Random Operators Constructed From An Arratia Flow, Andrey A. Dorogovtsev, Ia. A. Korenovska Nov 2017

One Dimensional Complex Ornstein-Uhlenbeck Operator, Yong Chen Nov 2017

Perpetual Integral Functionals Of Brownian Motion And Blowup Of Semilinear Systems Of Spdes, Eugenio Guerrero, José Alfredo López-Mindela Nov 2017

A Note On Time-Dependent Additive Functionals, Adrien Barrasso, Francesco Russo Nov 2017

Ar(1) Sequence With Random Coefficients:Regenerative Properties And Its Application, Krishna B. Athreya, Koushik Saha, Radhendushka Srivastava Sep 2017

An Optimal Execution Problem With S-Shaped Market Impact Functions, Takashi Kato Jun 2017

Statistical Analysis Of The Non-Ergodic Fractional Ornstein–Uhlenbeck Process Of The Second Kind, Brahim El Onsy, Khalifa Es-Sebaiy, Ciprian A. Tudor Jun 2017

Stationary Solutions Of Stochastic Partial Differential Equations In The Space Of Tempered Distributions, Suprio Bhar Jun 2017

Poisson Approximation Of Rademacher Functionals By The Chen-Stein Method And Malliavin Calculus, Kai Kronkowski Jun 2017