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Articles 451 - 480 of 804
Full-Text Articles in Mathematics
Identities And Inequalities For Cdo Tranche Sensitivities, Claas Becker, Ambar N Sengupta
Identities And Inequalities For Cdo Tranche Sensitivities, Claas Becker, Ambar N Sengupta
Communications on Stochastic Analysis
No abstract provided.
Positive Harris Recurrence Of The Cir Process And Its Applications, Peng Jin, Vidyadhar Mandrekar, Barbara Rüdiger, Chiraz Trabelsi
Positive Harris Recurrence Of The Cir Process And Its Applications, Peng Jin, Vidyadhar Mandrekar, Barbara Rüdiger, Chiraz Trabelsi
Communications on Stochastic Analysis
No abstract provided.
Itô Formula And Girsanov Theorem For Anticipating Stochastic Integrals, Hui-Hsiung Kuo, Yun Peng, Benedykt Szozda
Itô Formula And Girsanov Theorem For Anticipating Stochastic Integrals, Hui-Hsiung Kuo, Yun Peng, Benedykt Szozda
Communications on Stochastic Analysis
No abstract provided.
A Bochner-Type Representation Of Positive Definite Mappings On The Dual Of A Compact Group, Herbert Heyer
A Bochner-Type Representation Of Positive Definite Mappings On The Dual Of A Compact Group, Herbert Heyer
Communications on Stochastic Analysis
No abstract provided.
On Optimal Proportional Reinsurance And Investment In A Partial Markovian Regime-Switching Economy, Xin Zhang
On Optimal Proportional Reinsurance And Investment In A Partial Markovian Regime-Switching Economy, Xin Zhang
Communications on Stochastic Analysis
No abstract provided.
Meromorphic Lévy-Khintchine Exponents With Poles Of Order Two, Guillaume Coqueret
Meromorphic Lévy-Khintchine Exponents With Poles Of Order Two, Guillaume Coqueret
Communications on Stochastic Analysis
No abstract provided.
A Converse Comparison Theorem For Discrete-Time Finite-State Bsdes And Risk Measures Using G-Expectation, Robert Elliott, Yin Lin, Hailiang Yang
A Converse Comparison Theorem For Discrete-Time Finite-State Bsdes And Risk Measures Using G-Expectation, Robert Elliott, Yin Lin, Hailiang Yang
Communications on Stochastic Analysis
No abstract provided.
A Hull And White Formula For A Stochastic Volatility Lévy Model With Infinite Activity, Hossein Jafari, Josep Vives
A Hull And White Formula For A Stochastic Volatility Lévy Model With Infinite Activity, Hossein Jafari, Josep Vives
Communications on Stochastic Analysis
No abstract provided.
Fluctuation Properties Of Compound Poisson-Erlang Lévy Processes, Richard B Paris, Vladimir Vinogradov
Fluctuation Properties Of Compound Poisson-Erlang Lévy Processes, Richard B Paris, Vladimir Vinogradov
Communications on Stochastic Analysis
No abstract provided.
Asymptotic Spectral Distributions Of Distance-K Graphs Of Hamming Graphs, Yuji Hibino
Asymptotic Spectral Distributions Of Distance-K Graphs Of Hamming Graphs, Yuji Hibino
Communications on Stochastic Analysis
No abstract provided.
Partially Gaussian Stationary Stochastic Processes In Discrete Time, K R Parthasarathy
Partially Gaussian Stationary Stochastic Processes In Discrete Time, K R Parthasarathy
Communications on Stochastic Analysis
No abstract provided.
Linear Stochastic Differential Equations With Anticipating Initial Conditions, Narjess Khalifa, Hui-Hsiung Kuo, Habib Ouerdiane, Benedykt Szozda
Linear Stochastic Differential Equations With Anticipating Initial Conditions, Narjess Khalifa, Hui-Hsiung Kuo, Habib Ouerdiane, Benedykt Szozda
Communications on Stochastic Analysis
No abstract provided.
Crra Utility Maximization Under Dynamic Risk Constraints, Santiago Moreno-Bromberg, Traian A Pirvu, Anthony Reveillac
Crra Utility Maximization Under Dynamic Risk Constraints, Santiago Moreno-Bromberg, Traian A Pirvu, Anthony Reveillac
Communications on Stochastic Analysis
No abstract provided.
Anticipated Backward Stochastic Differential Equations With Continuous Coefficients, Zhe Yang, Robert J Elliott
Anticipated Backward Stochastic Differential Equations With Continuous Coefficients, Zhe Yang, Robert J Elliott
Communications on Stochastic Analysis
No abstract provided.
Asymptotic And Geometric Properties Of Compactly Perturbed Wiener Process And Self-Intersection Local Time, Andrey A Dorogovtsev, Olga L Izyumtseva
Asymptotic And Geometric Properties Of Compactly Perturbed Wiener Process And Self-Intersection Local Time, Andrey A Dorogovtsev, Olga L Izyumtseva
Communications on Stochastic Analysis
No abstract provided.
Nonparametric Regression With Non-Gaussian Long Memory, Mariela Sued, Soledad Torres, Ciprian A. Tudor
Nonparametric Regression With Non-Gaussian Long Memory, Mariela Sued, Soledad Torres, Ciprian A. Tudor
Communications on Stochastic Analysis
No abstract provided.
Moments For The Parabolic Anderson Model: On A Result By Hu And Nualart, Daniel Conus
Moments For The Parabolic Anderson Model: On A Result By Hu And Nualart, Daniel Conus
Communications on Stochastic Analysis
No abstract provided.
Differentiability Of Stochastic Reflecting Flow With Respect To Starting Point, Andrey Pilipenko
Differentiability Of Stochastic Reflecting Flow With Respect To Starting Point, Andrey Pilipenko
Communications on Stochastic Analysis
No abstract provided.
Proving Existence Results In Martingale Theory Using A Subsequence Principle, Alexander Sokol
Proving Existence Results In Martingale Theory Using A Subsequence Principle, Alexander Sokol
Communications on Stochastic Analysis
No abstract provided.
Parallel Mutation-Reproduction Processes In Random Environments, Ying Wang
Parallel Mutation-Reproduction Processes In Random Environments, Ying Wang
Communications on Stochastic Analysis
No abstract provided.
Large Deviations For The Shell Model Of Turbulence Perturbed By Lévy Noise, Utpal Manna, Manil T Mohan
Large Deviations For The Shell Model Of Turbulence Perturbed By Lévy Noise, Utpal Manna, Manil T Mohan
Communications on Stochastic Analysis
No abstract provided.
Characterization Theorems For Differential Operators On White Noise Spaces, Abdessatar Barhoumi, Alberto Lanconelli
Characterization Theorems For Differential Operators On White Noise Spaces, Abdessatar Barhoumi, Alberto Lanconelli
Communications on Stochastic Analysis
No abstract provided.
Stochastic Burgers Equation With Polynomial Nonlinearity Driven By Lévy Process, Erika Hausenblas, Ankik Kumar Giri
Stochastic Burgers Equation With Polynomial Nonlinearity Driven By Lévy Process, Erika Hausenblas, Ankik Kumar Giri
Communications on Stochastic Analysis
No abstract provided.
Two-Dimensional Magneto-Hydrodynamic System With Jump Processes: Well Posedness And Invariant Measures, Utpal Manna, Manil T Mohan
Two-Dimensional Magneto-Hydrodynamic System With Jump Processes: Well Posedness And Invariant Measures, Utpal Manna, Manil T Mohan
Communications on Stochastic Analysis
No abstract provided.
White Noise Representation Of Gaussian Random Fields, Zachary Gelbaum
White Noise Representation Of Gaussian Random Fields, Zachary Gelbaum
Communications on Stochastic Analysis
No abstract provided.
A Representation For Positive Functionals Of A Brownian Motion And An Application, P Sundar, Ming Tao
A Representation For Positive Functionals Of A Brownian Motion And An Application, P Sundar, Ming Tao
Communications on Stochastic Analysis
No abstract provided.
Lattice Modules Over Rings Of Bounded Random Variables, Karl-Theodor Eisele, Sonia Taieb
Lattice Modules Over Rings Of Bounded Random Variables, Karl-Theodor Eisele, Sonia Taieb
Communications on Stochastic Analysis
No abstract provided.
Spectral Multipliers For The Dunkl Laplacian, Sallam Hassani, Mohamed Sifi
Spectral Multipliers For The Dunkl Laplacian, Sallam Hassani, Mohamed Sifi
Communications on Stochastic Analysis
No abstract provided.
Bose-Einstein Condensation: A Transition To Chaos Result, Stefania Ugolini
Bose-Einstein Condensation: A Transition To Chaos Result, Stefania Ugolini
Communications on Stochastic Analysis
No abstract provided.
The Feynman Integrand For The Charged Particle In A Constant Magnetic Field As White Noise Distribution, Wolfgang Bock, Martin Grothaus, Sebastian Jung
The Feynman Integrand For The Charged Particle In A Constant Magnetic Field As White Noise Distribution, Wolfgang Bock, Martin Grothaus, Sebastian Jung
Communications on Stochastic Analysis
No abstract provided.