Mathematics Commons^™

On The Existence Of Weak Variational Solutions To Stochastic Differential Equations, L Gawarecki, V Mandrekar Mar 2010

Some Solvable Classes Of Filtering Problem With Ornstein-Uhlenbeck Noise, Zhicheng Liu, Jie Xiong Mar 2010

Commutativity Properties Of Conditional Distributions And Palm Measures, Olav Kallenberg Mar 2010

Some Asymptotic Results For Near Critical Branching Processes, Amarjit Budhiraja, Dominik Reinhold Mar 2010

Uniqueness Of Solution To The Kolmogorov Forward Equation: Applications To White Noise Theory Of Filtering, Abhay G Bhatt, Rajeeva L Karandikar Mar 2010

Quasi-Exact Approximation Of Hidden Markov Chain Filters, Eckhard Platen, Renata Rendek Mar 2010

Inverse Stochastic Transfer Principle, Matthew Linn, Anna Amirdjanova Mar 2010

Risk-Based Indifference Pricing Under A Stochastic Volatility Model, Robert J Elliott, Tak Kuen Siu Mar 2010

Mrm-Applicable Orthogonal Polynomials For Certain Hypergeometric Functions, Izumi Kubo, Hui-Hsiung Kuo Dec 2009

Exact Scenario Simulation For Selected Multi-Dimensional Stochastic Processes, Eckhard Platen, Renata Rendek Dec 2009

Nonlinear Filtering Of Itô-Lévy Stochastic Differential Equations With Continuous Observations, S Popa, S S Sritharan Dec 2009

Sample Properties Of Random Fields. Ii. Continuity, Jürgen Potthoff Dec 2009

On The Extension Of A Basic Property Of Conditional Expectations To Second Quantization Operators, Alberto Lanconelli Dec 2009

Stochastic Integral Characterizations Of Semi-Selfdecomposable Distributions And Related Ornstein-Uhlenbeck Type Processes, Makoto Maejima, Yohei Ueda Dec 2009

Invariant States For The Asymmetric Exclusion Quantum Markov Semigroup, Julio C Garcia, Leopoldo Pantaleón-Martinez, Roberto Quezada Dec 2009

Irreducible And Periodic Positive Maps, Franco Fagnola, Rely Pellicer Dec 2009

Converse Comparison Theorems For Backward Doubly Stochastic Differential Equations, Mohamed El Otmani, Naoual Mrhardy Dec 2009

Markovian Systems Of Transition Expectations, Volkmar Liebscher, Michael Skeide Aug 2009

Using Weights For The Description Of States Of Boson Systems, Volkmar Liebscher Aug 2009

Generating Functions Of Jacobi Polynomials, Izumi Kubo Aug 2009

Generalized Cauchy-Stieltjes Transforms Of Some Beta Distributions, Nizar Demni Aug 2009

Unbounded Positive Solutions Of Nonlinear Parabolic Itô Equations, Pao-Liu Chow Aug 2009

Markovian Properties Of The Pauli-Fierz Model, Ameur Dhahri Aug 2009

Representations Of The Gegenbauer Oscillator Algebra And The Overcompleteness Of Sequences Of Nonlinear Coherent States, Abdessatar Barhoumi Aug 2009

Local Time For Gaussian Processes As An Element Of Sobolev Space, Alexey Rudenko Aug 2009

On The Distributions Of The Sup And Inf Of The Classical Risk Process With Exponential Claim, Jorge A León, José Villa Apr 2009

Optimal Consumption And Portfolio For An Insider In A Market With Jumps, Delphine David, Yeliz Yolcu Okur Apr 2009

Pac Commutators And The R-Transform, Aurel I Stan Apr 2009

A Stochastic Process Associated With The Weighted White Noise Differentiation, Issei Kitagawa Apr 2009

Stochastic Heat Equation With Infinite Dimensional Fractional Noise: L_{2}-Theory, Raluca Balan Apr 2009