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Articles 391 - 420 of 804
Full-Text Articles in Mathematics
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.
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.
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.
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.
Modeling Deformations Of Solids At The Continuum Scale, Paxton Turner
Modeling Deformations Of Solids At The Continuum Scale, Paxton Turner
Honors Capstones
No abstract provided.
Matrix Exponentiation Without Scaling And Squaring, Bruno Gabriel Beltran
Matrix Exponentiation Without Scaling And Squaring, Bruno Gabriel Beltran
Honors Capstones
No abstract provided.
Encoding Knots, Rachael Keller
Analysing Systemic Risk Contribution Using A Closed Formula For Conditional Value At Risk Through Copula, Brice Hakwa, Manfred Jäger-Ambrożewicz, Barbara Rüdiger
Analysing Systemic Risk Contribution Using A Closed Formula For Conditional Value At Risk Through Copula, Brice Hakwa, Manfred Jäger-Ambrożewicz, Barbara Rüdiger
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.
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.
Existence Of Lévy's Area And Pathwise Integration, Peter Imkeller, David J Prömel
Existence Of Lévy's Area And Pathwise Integration, Peter Imkeller, David J Prömel
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.
Hitting Times For Bessel Processes, Gerardo Hernández-Del-Valle, Carlos G Pacheco
Hitting Times For Bessel Processes, Gerardo Hernández-Del-Valle, Carlos G Pacheco
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.
Scattering Of Motion On A Half-Infinite Quantum Graph Tube, Jeremy Tillay
Scattering Of Motion On A Half-Infinite Quantum Graph Tube, Jeremy Tillay
Honors Capstones
No abstract provided.
Metastable Behavior For Conservative Dynamics On A Finite Box With Open Boundary, Taizo Chiyonobu, Yusuke Takagi
Metastable Behavior For Conservative Dynamics On A Finite Box With Open Boundary, Taizo Chiyonobu, Yusuke Takagi
Communications on Stochastic Analysis
No abstract provided.
An Entropy Approach To Bose-Einstein Condensation, Francesco De Vecchi, Stefania Ugolini
An Entropy Approach To Bose-Einstein Condensation, Francesco De Vecchi, Stefania Ugolini
Communications on Stochastic Analysis
No abstract provided.
Absence Of Energy Level Crossing For The Ground State Energy Of The Rabi Model, Masao Hirokawa, Fumio Hiroshima
Absence Of Energy Level Crossing For The Ground State Energy Of The Rabi Model, Masao Hirokawa, Fumio Hiroshima
Communications on Stochastic Analysis
No abstract provided.
Absolute Continuity Under Time Shift For Ornstein-Uhlenbeck Type Processes With Delay Or Anticipation, Jörg-Uwe Löbus
Absolute Continuity Under Time Shift For Ornstein-Uhlenbeck Type Processes With Delay Or Anticipation, Jörg-Uwe Löbus
Communications on Stochastic Analysis
No abstract provided.
An Epsilon-Nash Equilibrium For Non-Linear Markov Games Of Mean-Field-Type On Finite Spaces, Rani Basna, Astrid Hilbert, Vassili N Kolokoltsov
An Epsilon-Nash Equilibrium For Non-Linear Markov Games Of Mean-Field-Type On Finite Spaces, Rani Basna, Astrid Hilbert, Vassili N Kolokoltsov
Communications on Stochastic Analysis
No abstract provided.
Parameter Estimation From Occupation Times—A White Noise Approach, Wolfgang Bock, Thomas Götz, Martin Grothaus, Uditha Prabhath Liyanage
Parameter Estimation From Occupation Times—A White Noise Approach, Wolfgang Bock, Thomas Götz, Martin Grothaus, Uditha Prabhath Liyanage
Communications on Stochastic Analysis
No abstract provided.
Higher Powers Of Quantum White Noise Derivatives, Aymen Ettaieb, Habib Ouerdiane, Hafedh Rguigui
Higher Powers Of Quantum White Noise Derivatives, Aymen Ettaieb, Habib Ouerdiane, Hafedh Rguigui
Communications on Stochastic Analysis
No abstract provided.
Large Deviations Estimates For Some White Noise Distributions, Sonia Chaari, Achref Majid, Habib Ouerdiane
Large Deviations Estimates For Some White Noise Distributions, Sonia Chaari, Achref Majid, Habib Ouerdiane
Communications on Stochastic Analysis
No abstract provided.
Control Of A Finite Dam With A Lévy Input, Mohamed Abdel-Hameed
Control Of A Finite Dam With A Lévy Input, Mohamed Abdel-Hameed
Communications on Stochastic Analysis
No abstract provided.
Powers Of An Infinite Dimensional Brownian Motion Associated With The Product Of Distributions, Kimiaki Saitô, Takashi Shimada
Powers Of An Infinite Dimensional Brownian Motion Associated With The Product Of Distributions, Kimiaki Saitô, Takashi Shimada
Communications on Stochastic Analysis
No abstract provided.
An Extended Novikov-Type Criterion For Local Martingales With Jumps, Alexander Sokol
An Extended Novikov-Type Criterion For Local Martingales With Jumps, Alexander Sokol
Communications on Stochastic Analysis
No abstract provided.
3-D Stochastic Micropolar And Magneto-Micropolar Fluid Systems With Non-Lipschitz Multiplicative Noise, Kazuo Yamazaki
3-D Stochastic Micropolar And Magneto-Micropolar Fluid Systems With Non-Lipschitz Multiplicative Noise, Kazuo Yamazaki
Communications on Stochastic Analysis
No abstract provided.
Stokes Formula On The Space Of Tempered Distributions, S Chaari, F Cipriano, H.-H. Kuo, H Ouerdiane
Stokes Formula On The Space Of Tempered Distributions, S Chaari, F Cipriano, H.-H. Kuo, H Ouerdiane
Communications on Stochastic Analysis
No abstract provided.
A Coarsening Of The Strong Mixing Condition, Brendan K Beare
A Coarsening Of The Strong Mixing Condition, Brendan K Beare
Communications on Stochastic Analysis
No abstract provided.