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Articles 421 - 450 of 804
Full-Text Articles in Mathematics
Global Existence And Finite Time Blow-Up In A Class Of Stochastic Nonlinear Wave Equations, Rana D Parshad, Matthew A Beauregard, Aslan Kasimov, Belkacem Said-Houari
Global Existence And Finite Time Blow-Up In A Class Of Stochastic Nonlinear Wave Equations, Rana D Parshad, Matthew A Beauregard, Aslan Kasimov, Belkacem Said-Houari
Communications on Stochastic Analysis
No abstract provided.
An Analysis Of Stochastic Flows, A A Dorogovtsev, I. I. Nishchenko
An Analysis Of Stochastic Flows, A A Dorogovtsev, I. I. Nishchenko
Communications on Stochastic Analysis
No abstract provided.
Large Deviations For A Stochastic Burgers' Equation, Leila Setayeshgar
Large Deviations For A Stochastic Burgers' Equation, Leila Setayeshgar
Communications on Stochastic Analysis
No abstract provided.
Moments Analysis Of A Markov-Modulated Risk Model With Stochastic Interest Rates, Guglielmo D'Amico
Moments Analysis Of A Markov-Modulated Risk Model With Stochastic Interest Rates, Guglielmo D'Amico
Communications on Stochastic Analysis
No abstract provided.
Quasi-Invariance Of Fermion Processes With J-Hermitian Kernel, Giovanni Luca Torrisi
Quasi-Invariance Of Fermion Processes With J-Hermitian Kernel, Giovanni Luca Torrisi
Communications on Stochastic Analysis
No abstract provided.
The Gaussian Radon Transform In Classical Wiener Space, Irina Holmes, Ambar N Sengupta
The Gaussian Radon Transform In Classical Wiener Space, Irina Holmes, Ambar N Sengupta
Communications on Stochastic Analysis
No abstract provided.
Higher Order Approximations Via Stein's Method, L Coutin, L Decreusefond
Higher Order Approximations Via Stein's Method, L Coutin, L Decreusefond
Communications on Stochastic Analysis
No abstract provided.
Stability For Some Linear Stochastic Fractional Systems, Allan Fiel, Jorge A León, David Márquez-Carreras
Stability For Some Linear Stochastic Fractional Systems, Allan Fiel, Jorge A León, David Márquez-Carreras
Communications on Stochastic Analysis
No abstract provided.
Non-Detection Probability Of Diffusing Targets In The Presence Of A Moving Searcher, Pani W Fernando, Sivaguru S Sritharan
Non-Detection Probability Of Diffusing Targets In The Presence Of A Moving Searcher, Pani W Fernando, Sivaguru S Sritharan
Communications on Stochastic Analysis
No abstract provided.
Hedging In Bond Markets By The Clark-Ocone Formula, Nicolas Privault, Timothy Robin Teng
Hedging In Bond Markets By The Clark-Ocone Formula, Nicolas Privault, Timothy Robin Teng
Communications on Stochastic Analysis
No abstract provided.
Categorical Data Analysis Of First-Year Programs And Its Effect On Retention Of Lsu First-Year Students, Morgan Matchett
Categorical Data Analysis Of First-Year Programs And Its Effect On Retention Of Lsu First-Year Students, Morgan Matchett
Honors Capstones
No abstract provided.
Introduction Of Advanced Math Concepts Through A Geometry Project, Emelie Mativi
Introduction Of Advanced Math Concepts Through A Geometry Project, Emelie Mativi
Honors Capstones
No abstract provided.
An Introduction To The Markov Chain Monte Carlo And Wang-Landau Algorithms, Jacob R. Desmond
An Introduction To The Markov Chain Monte Carlo And Wang-Landau Algorithms, Jacob R. Desmond
Honors Capstones
No abstract provided.
The Itô Calculus And White Noise Theory: A Brief Survey Toward General Stochastic Integration, Hui-Hsiung Kuo
The Itô Calculus And White Noise Theory: A Brief Survey Toward General Stochastic Integration, Hui-Hsiung Kuo
Communications on Stochastic Analysis
No abstract provided.
Stochastic Control Of Itô-Lévy Processes With Applications To Finance, Bernt Øksendal, Agnès Sulem
Stochastic Control Of Itô-Lévy Processes With Applications To Finance, Bernt Øksendal, Agnès Sulem
Communications on Stochastic Analysis
No abstract provided.
Optimal Combined Divided And Proportional Reinsurance Policy, Eriyoti Chikodza, Julius N Esunge
Optimal Combined Divided And Proportional Reinsurance Policy, Eriyoti Chikodza, Julius N Esunge
Communications on Stochastic Analysis
No abstract provided.
Expert Opinions And Logarithmic Utility Maximization In A Market With Gaussian Drift, Abdelali Gabih, Hakam Kondakji, Jörn Sass, Ralf Wunderlich
Expert Opinions And Logarithmic Utility Maximization In A Market With Gaussian Drift, Abdelali Gabih, Hakam Kondakji, Jörn Sass, Ralf Wunderlich
Communications on Stochastic Analysis
No abstract provided.
Portfolio Optimization Under Partial Information With Expert Opinions: A Dynamic Programming Approach, Rüdiger Frey, Abdelali Gabih, Ralf Wunderlich
Portfolio Optimization Under Partial Information With Expert Opinions: A Dynamic Programming Approach, Rüdiger Frey, Abdelali Gabih, Ralf Wunderlich
Communications on Stochastic Analysis
No abstract provided.
Optimal Premium Policy Of An Insurance Firm With Delay And Stochastic Interest Rate, Charles Wilson Mahera, Olivier Menoukeu-Pamen, Moses Mwale
Optimal Premium Policy Of An Insurance Firm With Delay And Stochastic Interest Rate, Charles Wilson Mahera, Olivier Menoukeu-Pamen, Moses Mwale
Communications on Stochastic Analysis
No abstract provided.
Modelling Financial Information By Conditioning, Dennis Ikpe, Sure Mataramvura, Ronnie Becker
Modelling Financial Information By Conditioning, Dennis Ikpe, Sure Mataramvura, Ronnie Becker
Communications on Stochastic Analysis
No abstract provided.
On The Exact Distribution Of The Maximum Of The Exponential Of The Generalized Normal-Inverse Gaussian Process With Respect To A Martingale Measure, Roman V Ivanov
Communications on Stochastic Analysis
No abstract provided.
Local Time Of A Multifractional Gaussian Process, Aissa Sghir
Local Time Of A Multifractional Gaussian Process, Aissa Sghir
Communications on Stochastic Analysis
No abstract provided.
Vertical Martingales, Stochastic Calculus And Harmonic Sections, Simão N Stelmastchuk
Vertical Martingales, Stochastic Calculus And Harmonic Sections, Simão N Stelmastchuk
Communications on Stochastic Analysis
No abstract provided.
Analytically Weak Solutions To Linear Spdes With Unbounded Time-Dependent Differential Operators And An Application, Benedict Baur, Martin Grothaus, Thanh Tan Mai
Analytically Weak Solutions To Linear Spdes With Unbounded Time-Dependent Differential Operators And An Application, Benedict Baur, Martin Grothaus, Thanh Tan Mai
Communications on Stochastic Analysis
No abstract provided.
Generalization Of The Anticipative Girsanov Theorem, Hui-Hsiung Kuo, Yun Peng, Benedykt Szozda
Generalization Of The Anticipative Girsanov Theorem, Hui-Hsiung Kuo, Yun Peng, Benedykt Szozda
Communications on Stochastic Analysis
No abstract provided.
Mathematical Model Of Heavy Diffusion Particles System With Drift, Vitalii Konarovskyi
Mathematical Model Of Heavy Diffusion Particles System With Drift, Vitalii Konarovskyi
Communications on Stochastic Analysis
No abstract provided.
A New Type Of Reflected Backward Doubly Stochastic Differential Equations, Auguste Aman, Yong Ren
A New Type Of Reflected Backward Doubly Stochastic Differential Equations, Auguste Aman, Yong Ren
Communications on Stochastic Analysis
No abstract provided.
The Generalized Sub-Fractional Brownian Motion, Aissa Sghir
The Generalized Sub-Fractional Brownian Motion, Aissa Sghir
Communications on Stochastic Analysis
No abstract provided.
Stein's Method For Brownian Approximations, L Coutin, L Decreusefond
Stein's Method For Brownian Approximations, L Coutin, L Decreusefond
Communications on Stochastic Analysis
No abstract provided.
A Clark-Ocone Type Formula Under Change Of Measure For Lévy Processes With L^2-Lévy Measure, Ryoichi Suzuki
A Clark-Ocone Type Formula Under Change Of Measure For Lévy Processes With L^2-Lévy Measure, Ryoichi Suzuki
Communications on Stochastic Analysis
No abstract provided.