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Articles 391 - 420 of 429
Full-Text Articles in Mathematics
Quadratic Wiener Functionals Of Square Norms On Measure Spaces, Setsuo Taniguchi
Quadratic Wiener Functionals Of Square Norms On Measure Spaces, Setsuo Taniguchi
Communications on Stochastic Analysis
No abstract provided.
Diffeomorphisms Of The Circle And Brownian Motions On An Infinite-Dimensional Symplectic Group, Maria Gordina, Mang Wu
Diffeomorphisms Of The Circle And Brownian Motions On An Infinite-Dimensional Symplectic Group, Maria Gordina, Mang Wu
Communications on Stochastic Analysis
No abstract provided.
Complex Hermite Polynomials: From The Semi-Circular Law To The Circular Law, Michel Ledoux
Complex Hermite Polynomials: From The Semi-Circular Law To The Circular Law, Michel Ledoux
Communications on Stochastic Analysis
No abstract provided.
Log-Sobolev Inequalities With Potential Functions On Pinned Path Groups, Shigeki Aida
Log-Sobolev Inequalities With Potential Functions On Pinned Path Groups, Shigeki Aida
Communications on Stochastic Analysis
No abstract provided.
Hedging Claims With Feedback Jumps In The Price Process, Kiseop Lee, Philip Protter
Hedging Claims With Feedback Jumps In The Price Process, Kiseop Lee, Philip Protter
Communications on Stochastic Analysis
No abstract provided.
An Infinite Dimensional Stochastic Analysis Approach To Local Volatility Dynamic Models, R Carmona, S Nadtochiy
An Infinite Dimensional Stochastic Analysis Approach To Local Volatility Dynamic Models, R Carmona, S Nadtochiy
Communications on Stochastic Analysis
No abstract provided.
Large-Time Behavior Of Non-Symmetric Fokker-Planck Type Equations, Anton Arnold, Eric Carlen, Qiangchang Ju
Large-Time Behavior Of Non-Symmetric Fokker-Planck Type Equations, Anton Arnold, Eric Carlen, Qiangchang Ju
Communications on Stochastic Analysis
No abstract provided.
Markov Semigroups And Estimating Functions, With Applications To Some Financial Models, Jerome A Goldstein, Rosa Maria Mininni, Silvia Romanelli
Markov Semigroups And Estimating Functions, With Applications To Some Financial Models, Jerome A Goldstein, Rosa Maria Mininni, Silvia Romanelli
Communications on Stochastic Analysis
No abstract provided.
A Random Change Of Variables And Applications To The Stochastic Porous Medium Equation With Multiplicative Time Noise, S V Lototsky
A Random Change Of Variables And Applications To The Stochastic Porous Medium Equation With Multiplicative Time Noise, S V Lototsky
Communications on Stochastic Analysis
No abstract provided.
Portfolio Optimization With Consumption In A Fractional Black-Scholes Market, Yalçin Sarol, Frederi G Viens, Tao Zhang
Portfolio Optimization With Consumption In A Fractional Black-Scholes Market, Yalçin Sarol, Frederi G Viens, Tao Zhang
Communications on Stochastic Analysis
No abstract provided.
Local Theorems Related To Lévy-Type Branching Mechanism, Vladimir Vinogradov
Local Theorems Related To Lévy-Type Branching Mechanism, Vladimir Vinogradov
Communications on Stochastic Analysis
No abstract provided.
Functional Limit Theorems For Trace Processes In A Dyson Brownian Motion, Victor Pérez-Abreu, Constantin Tudor
Functional Limit Theorems For Trace Processes In A Dyson Brownian Motion, Victor Pérez-Abreu, Constantin Tudor
Communications on Stochastic Analysis
No abstract provided.
Almost Any State Of Any Amplitude Markov Chain Is Recurrent, Luigi Accardi, Hiromichi Ohno
Almost Any State Of Any Amplitude Markov Chain Is Recurrent, Luigi Accardi, Hiromichi Ohno
Communications on Stochastic Analysis
No abstract provided.
Schrödinger Type Equation Associated With The Lévy And Volterra Laplacians, Kazuyoshi Sakabe
Schrödinger Type Equation Associated With The Lévy And Volterra Laplacians, Kazuyoshi Sakabe
Communications on Stochastic Analysis
No abstract provided.
Existence And Uniqueness Of Solutions To The Backward Stochastic Lorenz System, P Sundar, Hong Yin
Existence And Uniqueness Of Solutions To The Backward Stochastic Lorenz System, P Sundar, Hong Yin
Communications on Stochastic Analysis
No abstract provided.
The Characterization Of A Class Of Probability Measures By Multiplicative Renormalization, Izumi Kubo, Hui-Hsiung Kuo, Suat Namli
The Characterization Of A Class Of Probability Measures By Multiplicative Renormalization, Izumi Kubo, Hui-Hsiung Kuo, Suat Namli
Communications on Stochastic Analysis
No abstract provided.
Local Approximations For Branching Particle Systems, Vladimir Vinogradov
Local Approximations For Branching Particle Systems, Vladimir Vinogradov
Communications on Stochastic Analysis
No abstract provided.
Space Regularity Of Stochastic Heat Equations Driven By Irregular Gaussian Processes, Oana Mocioalca, Frederi Viens
Space Regularity Of Stochastic Heat Equations Driven By Irregular Gaussian Processes, Oana Mocioalca, Frederi Viens
Communications on Stochastic Analysis
No abstract provided.
Generators Of Dynamical Systems On Hilbert Modules, Gholamreza Abbaspour Tabadkan, Michael Skeide
Generators Of Dynamical Systems On Hilbert Modules, Gholamreza Abbaspour Tabadkan, Michael Skeide
Communications on Stochastic Analysis
No abstract provided.
Quantum Stochastic Process Associated With Quantum Lévy Laplacian, Un Cig Ji, Habib Ouerdiane, Kimiaki Saitô
Quantum Stochastic Process Associated With Quantum Lévy Laplacian, Un Cig Ji, Habib Ouerdiane, Kimiaki Saitô
Communications on Stochastic Analysis
No abstract provided.
Markov Semigroups And Groups Of Operators, Jerome A Goldstein, Rosa Maria Mininni, Silvia Romanelli
Markov Semigroups And Groups Of Operators, Jerome A Goldstein, Rosa Maria Mininni, Silvia Romanelli
Communications on Stochastic Analysis
No abstract provided.
Convex Comparison Inequalities For Exponential Jump-Diffusion Processes, Jean-Christophe Breton, Nicolas Privault
Convex Comparison Inequalities For Exponential Jump-Diffusion Processes, Jean-Christophe Breton, Nicolas Privault
Communications on Stochastic Analysis
No abstract provided.
Martingale Representation For Contingent Claims With Regime Switching, Robert J Elliott, Tak Kuen Siu, Hailiang Yang
Martingale Representation For Contingent Claims With Regime Switching, Robert J Elliott, Tak Kuen Siu, Hailiang Yang
Communications on Stochastic Analysis
No abstract provided.
White Noise Approach To The Itô Formula For The Stochastic Heat Equation, Alberto Lanconelli
White Noise Approach To The Itô Formula For The Stochastic Heat Equation, Alberto Lanconelli
Communications on Stochastic Analysis
No abstract provided.
Quantum Stochastic Calculus On Interacting Fock Spaces: Semimartingale Estimates And Stochastic Integral, Vitonofrio Crismale
Quantum Stochastic Calculus On Interacting Fock Spaces: Semimartingale Estimates And Stochastic Integral, Vitonofrio Crismale
Communications on Stochastic Analysis
No abstract provided.
Parameter Estimation For Ornstein-Uhlenbeck Processes Driven By Α-Stable Lévy Motions, Yaozhong Hu, Hongwei Long
Parameter Estimation For Ornstein-Uhlenbeck Processes Driven By Α-Stable Lévy Motions, Yaozhong Hu, Hongwei Long
Communications on Stochastic Analysis
No abstract provided.
The Large Scale Behavior Of Super-Brownian Motion In Three Dimensions With A Single Point Source, Klaus Fleischmann, Carl Mueller, Pascal Vogt
The Large Scale Behavior Of Super-Brownian Motion In Three Dimensions With A Single Point Source, Klaus Fleischmann, Carl Mueller, Pascal Vogt
Communications on Stochastic Analysis
No abstract provided.
The Representation Of Conditional Expectations For Non-Gaussian Noise, Tobias Kuna, Ludwig Streit
The Representation Of Conditional Expectations For Non-Gaussian Noise, Tobias Kuna, Ludwig Streit
Communications on Stochastic Analysis
No abstract provided.
Schrödinger Operators On The Wiener Space, Ichiro Shigekawa
Schrödinger Operators On The Wiener Space, Ichiro Shigekawa
Communications on Stochastic Analysis
No abstract provided.