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Articles 511 - 540 of 804
Full-Text Articles in Mathematics
Lévy Processes Through Time Shift On Oscillator Weyl Algebra, Luigi Accardi, Habib Ouerdiane, Habib Rebei
Lévy Processes Through Time Shift On Oscillator Weyl Algebra, Luigi Accardi, Habib Ouerdiane, Habib Rebei
Communications on Stochastic Analysis
No abstract provided.
A Vacuum-Adapted Approach To Quantum Feynman-Kac Formulae, Alexander C R Belton, J Martin Lindsay, Adam G Skalski
A Vacuum-Adapted Approach To Quantum Feynman-Kac Formulae, Alexander C R Belton, J Martin Lindsay, Adam G Skalski
Communications on Stochastic Analysis
No abstract provided.
Multiple Q-Adapted Integrals And Itô Formula Of Noncommutative Stochastic Calculus In Fock Space, V P Belavkin, M F Brown
Multiple Q-Adapted Integrals And Itô Formula Of Noncommutative Stochastic Calculus In Fock Space, V P Belavkin, M F Brown
Communications on Stochastic Analysis
No abstract provided.
The Early Years Of Quantum Stochastic Calculus, R L Hudson
The Early Years Of Quantum Stochastic Calculus, R L Hudson
Communications on Stochastic Analysis
No abstract provided.
Large Deviations For Random Matrices, Sourav Chatterjee, S R S Varadhan
Large Deviations For Random Matrices, Sourav Chatterjee, S R S Varadhan
Communications on Stochastic Analysis
No abstract provided.
Some Problems Involving Airy Functions, V S Varadarajan
Some Problems Involving Airy Functions, V S Varadarajan
Communications on Stochastic Analysis
No abstract provided.
An Interpolating Family Of Means, Rajendra Bhatia, Ren-Cang Li
An Interpolating Family Of Means, Rajendra Bhatia, Ren-Cang Li
Communications on Stochastic Analysis
No abstract provided.
Hilbert Von Neumann Modules, Panchugopal Bikram, Kunal Mukherjee, R. Srinivasan, V S Sunder
Hilbert Von Neumann Modules, Panchugopal Bikram, Kunal Mukherjee, R. Srinivasan, V S Sunder
Communications on Stochastic Analysis
No abstract provided.
Bell's Inequality Violations: Relation With De Finetti's Coherence Principle And Inferential Analysis Of Experimental Data, Franco Fagnola, Matteo Gregoratti
Bell's Inequality Violations: Relation With De Finetti's Coherence Principle And Inferential Analysis Of Experimental Data, Franco Fagnola, Matteo Gregoratti
Communications on Stochastic Analysis
No abstract provided.
Excluded Minors For Apex Classes Of Graphs, Christine A. Derbins
Excluded Minors For Apex Classes Of Graphs, Christine A. Derbins
Honors Capstones
No abstract provided.
Oyun: A New, Free Program For Iterated Prisoner’S Dilemma Tournaments In The Classroom, Charles H. Pence, Lara Buchak
Oyun: A New, Free Program For Iterated Prisoner’S Dilemma Tournaments In The Classroom, Charles H. Pence, Lara Buchak
Faculty Publications
Evolutionary applications of game theory present one of the most pedagogically accessible varieties of genuine, contemporary theoretical biology. We present here Oyun (oy-oon, http://charlespence.net/oyun), a program designed to run iterated prisoner's dilemma tournaments, competitions between prisoner's dilemma strategies developed by the students themselves. Using this software, students are able to readily design and tweak their own strategies, and to see how they fare both in round-robin tournaments and in “evolutionary” tournaments, where the scores in a given “generation” directly determine contribution to the population in the next generation. Oyun is freely available, runs on Windows, Mac, and Linux computers, …
Density Dependent Utilities With Transaction Costs, Eriyoti Chikodza, Julius N Esunge
Density Dependent Utilities With Transaction Costs, Eriyoti Chikodza, Julius N Esunge
Communications on Stochastic Analysis
No abstract provided.
Consistent Price Systems For Bounded Processes, Florian Maris, Eric Mbakop, Hasanjan Sayit
Consistent Price Systems For Bounded Processes, Florian Maris, Eric Mbakop, Hasanjan Sayit
Communications on Stochastic Analysis
No abstract provided.
A Martingale Representation For The Maximum Of A Lévy Process, Bruno Rémillard, Jean-François Renaud
A Martingale Representation For The Maximum Of A Lévy Process, Bruno Rémillard, Jean-François Renaud
Communications on Stochastic Analysis
No abstract provided.
Changes Of Measure And Representations Of The First Hitting Time Of A Bessel Process, Gerardo Hernandez-Del-Valle
Changes Of Measure And Representations Of The First Hitting Time Of A Bessel Process, Gerardo Hernandez-Del-Valle
Communications on Stochastic Analysis
No abstract provided.
A Connection Between The Poissonian Wick Product And The Discrete Convolution, Alberto Lanconelli, Luigi Sportelli
A Connection Between The Poissonian Wick Product And The Discrete Convolution, Alberto Lanconelli, Luigi Sportelli
Communications on Stochastic Analysis
No abstract provided.
Stochastic Analysis Of Backward Tidal Dynamics Equation, Hong Yin
Stochastic Analysis Of Backward Tidal Dynamics Equation, Hong Yin
Communications on Stochastic Analysis
No abstract provided.
Intraday Empirical Analysis Of Electricity Price Behaviour, Eckhard Platen, Jason West
Intraday Empirical Analysis Of Electricity Price Behaviour, Eckhard Platen, Jason West
Communications on Stochastic Analysis
No abstract provided.
The Minimal Martingale Measure For The Price Process With Poisson Shot Noise Jumps, Jun Yan
The Minimal Martingale Measure For The Price Process With Poisson Shot Noise Jumps, Jun Yan
Communications on Stochastic Analysis
No abstract provided.
Mrm-Applicable Measures For The Power Function Of The Second Order, Izumi Kubo, Hui-Hsiung Kuo, Suat Namli
Mrm-Applicable Measures For The Power Function Of The Second Order, Izumi Kubo, Hui-Hsiung Kuo, Suat Namli
Communications on Stochastic Analysis
No abstract provided.
Approximations Of Fractional Stochastic Differential Equations By Means Of Transport Processes, Johanna Garzón, Luis G Gorostiza, Jorge A León
Approximations Of Fractional Stochastic Differential Equations By Means Of Transport Processes, Johanna Garzón, Luis G Gorostiza, Jorge A León
Communications on Stochastic Analysis
No abstract provided.
Twin Mrm-Triples In Multiplicative Renormalization Method, Izumi Kubo, Hui-Hsiung Kuo
Twin Mrm-Triples In Multiplicative Renormalization Method, Izumi Kubo, Hui-Hsiung Kuo
Communications on Stochastic Analysis
No abstract provided.
Weak Convergence For Approximation Of American Option Prices, Weiping Li, Mei Xing
Weak Convergence For Approximation Of American Option Prices, Weiping Li, Mei Xing
Communications on Stochastic Analysis
No abstract provided.
Risk Indifference Pricing Of Functional Claims Of The Yield Surface In The Presence Of Partial Information, Ta Thi Kieu An, Frank Proske, Mark Rubtsov
Risk Indifference Pricing Of Functional Claims Of The Yield Surface In The Presence Of Partial Information, Ta Thi Kieu An, Frank Proske, Mark Rubtsov
Communications on Stochastic Analysis
No abstract provided.
A Stochastic Lagrangian Particle Model And Nonlinear Filtering For Three Dimensional Euler Flow With Jumps, Sivaguru S Sritharan, Meng Xu
A Stochastic Lagrangian Particle Model And Nonlinear Filtering For Three Dimensional Euler Flow With Jumps, Sivaguru S Sritharan, Meng Xu
Communications on Stochastic Analysis
No abstract provided.
General Alpha-Wiener Bridges, Mátyás Barczy, Peter Kern
General Alpha-Wiener Bridges, Mátyás Barczy, Peter Kern
Communications on Stochastic Analysis
No abstract provided.
Cornish-Fisher Expansions For Poisson And Negative Binomial Processes, Christopher S Withers, Saralees Nadarajah
Cornish-Fisher Expansions For Poisson And Negative Binomial Processes, Christopher S Withers, Saralees Nadarajah
Communications on Stochastic Analysis
No abstract provided.
Short-Time Asymptotics Of One-Dimensional Harris Flows, Alexander Shamov
Short-Time Asymptotics Of One-Dimensional Harris Flows, Alexander Shamov
Communications on Stochastic Analysis
No abstract provided.
Stationary Distributions Of The Bernoulli Type Galton-Watson Branching Process With Immigration, Yoshinori Uchimura, Kimiaki Saitô
Stationary Distributions Of The Bernoulli Type Galton-Watson Branching Process With Immigration, Yoshinori Uchimura, Kimiaki Saitô
Communications on Stochastic Analysis
No abstract provided.
Asymptotic Properties Of Stochastic Partial Differential Equations In Hilbert Spaces Driven By Non-Gaussian Noise, V Mandrekar, Li Wang
Asymptotic Properties Of Stochastic Partial Differential Equations In Hilbert Spaces Driven By Non-Gaussian Noise, V Mandrekar, Li Wang
Communications on Stochastic Analysis
No abstract provided.