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Articles 541 - 570 of 804
Full-Text Articles in Mathematics
On The Value Of Stochastic Differential Games, Wendell H Fleming, Daniel Hernández-Hernández
On The Value Of Stochastic Differential Games, Wendell H Fleming, Daniel Hernández-Hernández
Communications on Stochastic Analysis
No abstract provided.
An Extension Of Bifractional Brownian Motion, Xavier Bardina, Khalifa Es-Sebaiy
An Extension Of Bifractional Brownian Motion, Xavier Bardina, Khalifa Es-Sebaiy
Communications on Stochastic Analysis
No abstract provided.
Cdo Tranche Sensitivities In The Gaussian Copula Model, Chao Meng, Ambar N Sengupta
Cdo Tranche Sensitivities In The Gaussian Copula Model, Chao Meng, Ambar N Sengupta
Communications on Stochastic Analysis
No abstract provided.
Integration By Parts Formula And The Stein Lemma On Abstract Wiener Space, Hui-Hsiung Kuo, Yuh-Jia Lee
Integration By Parts Formula And The Stein Lemma On Abstract Wiener Space, Hui-Hsiung Kuo, Yuh-Jia Lee
Communications on Stochastic Analysis
No abstract provided.
Erratum: Absolute Continuity Of Laws For Semilinear Stochastic Equations With Additive Noise (Cosa, Vol. 2, No. 2 (2008) 209–227) [Mr2446690], Benedetta Ferrario
Erratum: Absolute Continuity Of Laws For Semilinear Stochastic Equations With Additive Noise (Cosa, Vol. 2, No. 2 (2008) 209–227) [Mr2446690], Benedetta Ferrario
Communications on Stochastic Analysis
No abstract provided.
Robustness Of Option Prices And Their Deltas In Markets Modelled By Jump-Diffusions, Fred Espen Benth, Giulia Di Nunno, Asma Khedher
Robustness Of Option Prices And Their Deltas In Markets Modelled By Jump-Diffusions, Fred Espen Benth, Giulia Di Nunno, Asma Khedher
Communications on Stochastic Analysis
No abstract provided.
Dynamics Of A Stochastic Predator-Prey Model With The Beddington-Deangelis Functional Response, Ta Viet Ton, Atsushi Yagi
Dynamics Of A Stochastic Predator-Prey Model With The Beddington-Deangelis Functional Response, Ta Viet Ton, Atsushi Yagi
Communications on Stochastic Analysis
No abstract provided.
Evolution Systems Of Measures For Non-Autonomous Ornstein-Uhlenbeck Processes With Lévy Noise, Robert Wooster
Evolution Systems Of Measures For Non-Autonomous Ornstein-Uhlenbeck Processes With Lévy Noise, Robert Wooster
Communications on Stochastic Analysis
No abstract provided.
Characterization Of Mass-Stationarity By Bernoulli And Cox Transports, Günter Last, Hermann Thorisson
Characterization Of Mass-Stationarity By Bernoulli And Cox Transports, Günter Last, Hermann Thorisson
Communications on Stochastic Analysis
No abstract provided.
A General Theorem For Portfolio Generating Functions, Olivier Menoukeu Pamen
A General Theorem For Portfolio Generating Functions, Olivier Menoukeu Pamen
Communications on Stochastic Analysis
No abstract provided.
Stochastic Jacobians In Affine Term-Structure Models: A Local Property, Cody Blaine Hyndman
Stochastic Jacobians In Affine Term-Structure Models: A Local Property, Cody Blaine Hyndman
Communications on Stochastic Analysis
No abstract provided.
On Zeros And Local Infima Of Brownian Motion, Michel Weber
On Zeros And Local Infima Of Brownian Motion, Michel Weber
Communications on Stochastic Analysis
No abstract provided.
Packing Dimension Results For Anisotropic Gaussian Random Fields, Anne Estrade, Dongsheng Wu, Yimin Xiao
Packing Dimension Results For Anisotropic Gaussian Random Fields, Anne Estrade, Dongsheng Wu, Yimin Xiao
Communications on Stochastic Analysis
No abstract provided.
Permanental Processes, Hana Kogan, Michael B Marcus, Jay Rosen
Permanental Processes, Hana Kogan, Michael B Marcus, Jay Rosen
Communications on Stochastic Analysis
No abstract provided.
Efficient Estimation Of Spectral Functionals For Gaussian Stationary Models, Mamikon S Ginovyan
Efficient Estimation Of Spectral Functionals For Gaussian Stationary Models, Mamikon S Ginovyan
Communications on Stochastic Analysis
No abstract provided.
On Fractional Ornstein-Uhlenbeck Processes, Terhi Kaarakka, Paavo Salminen
On Fractional Ornstein-Uhlenbeck Processes, Terhi Kaarakka, Paavo Salminen
Communications on Stochastic Analysis
No abstract provided.
Itô'S Formula For A Sub-Fractional Brownian Motion, Litan Yan, Guangjun Shen, Kun He
Itô'S Formula For A Sub-Fractional Brownian Motion, Litan Yan, Guangjun Shen, Kun He
Communications on Stochastic Analysis
No abstract provided.
Self-Similarity Parameter Estimation And Reproduction Property For Non-Gaussian Hermite Processes, Alexandra Chronopoulou, Ciprian A Tudor, Frederi G Viens
Self-Similarity Parameter Estimation And Reproduction Property For Non-Gaussian Hermite Processes, Alexandra Chronopoulou, Ciprian A Tudor, Frederi G Viens
Communications on Stochastic Analysis
No abstract provided.
The Long-Range Dependence Of Linear Log-Fractional Stable Motion, Joshua B Levy, Murad S Taqqu
The Long-Range Dependence Of Linear Log-Fractional Stable Motion, Joshua B Levy, Murad S Taqqu
Communications on Stochastic Analysis
No abstract provided.
A Review Of Some Methods To Estimate The Tail Of The Distribution Of The Maximum Of A Gaussian Field, Mario Wschebor
A Review Of Some Methods To Estimate The Tail Of The Distribution Of The Maximum Of A Gaussian Field, Mario Wschebor
Communications on Stochastic Analysis
No abstract provided.
A Model Of Continuous Time Polymer On The Lattice, David Márquez-Carreras, Carles Rovira, Samy Tindel
A Model Of Continuous Time Polymer On The Lattice, David Márquez-Carreras, Carles Rovira, Samy Tindel
Communications on Stochastic Analysis
No abstract provided.
On Local Times Of Anisotropic Gaussian Random Fields, Dongsheng Wu, Yimin Xiao
On Local Times Of Anisotropic Gaussian Random Fields, Dongsheng Wu, Yimin Xiao
Communications on Stochastic Analysis
No abstract provided.
Undamped Harmonic Oscillator Driven By Additive Gaussian White Noise: A Statistical Analysis, N Lin, S V Lototsky
Undamped Harmonic Oscillator Driven By Additive Gaussian White Noise: A Statistical Analysis, N Lin, S V Lototsky
Communications on Stochastic Analysis
No abstract provided.
Markov Chains And Dynamical Systems: The Open System Point Of View, Stéphane Attal
Markov Chains And Dynamical Systems: The Open System Point Of View, Stéphane Attal
Communications on Stochastic Analysis
No abstract provided.
Transformation Of Quantum Lévy Processes On Hopf Algebras, Michael Schürmann, Michael Skeide, Silvia Volkwardt
Transformation Of Quantum Lévy Processes On Hopf Algebras, Michael Schürmann, Michael Skeide, Silvia Volkwardt
Communications on Stochastic Analysis
No abstract provided.
Characterization Of Unitary Processes With Independent Increments, Un Cig Ji, Lingaraj Sahu, Kalyan B Sinha
Characterization Of Unitary Processes With Independent Increments, Un Cig Ji, Lingaraj Sahu, Kalyan B Sinha
Communications on Stochastic Analysis
No abstract provided.
How To Differentiate A Quantum Stochastic Cocycle, J Martin Lindsay
How To Differentiate A Quantum Stochastic Cocycle, J Martin Lindsay
Communications on Stochastic Analysis
No abstract provided.
Robin Hudson's Pathless Path To Quantum Stochastic Calculus, David Applebaum
Robin Hudson's Pathless Path To Quantum Stochastic Calculus, David Applebaum
Communications on Stochastic Analysis
No abstract provided.