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Articles 61 - 90 of 429
Full-Text Articles in Mathematics
Stationary Solutions Of Stochastic Partial Differential Equations In The Space Of Tempered Distributions, Suprio Bhar
Stationary Solutions Of Stochastic Partial Differential Equations In The Space Of Tempered Distributions, Suprio Bhar
Communications on Stochastic Analysis
No abstract provided.
Fractal Behavior Of Multivariate Operator-Self-Similar Stable Random Fields, Ercan Sönmez
Fractal Behavior Of Multivariate Operator-Self-Similar Stable Random Fields, Ercan Sönmez
Communications on Stochastic Analysis
No abstract provided.
Poisson Approximation Of Rademacher Functionals By The Chen-Stein Method And Malliavin Calculus, Kai Kronkowski
Poisson Approximation Of Rademacher Functionals By The Chen-Stein Method And Malliavin Calculus, Kai Kronkowski
Communications on Stochastic Analysis
No abstract provided.
Statistical Analysis Of The Non-Ergodic Fractional Ornstein–Uhlenbeck Process Of The Second Kind, Brahim El Onsy, Khalifa Es-Sebaiy, Ciprian A. Tudor
Statistical Analysis Of The Non-Ergodic Fractional Ornstein–Uhlenbeck Process Of The Second Kind, Brahim El Onsy, Khalifa Es-Sebaiy, Ciprian A. Tudor
Communications on Stochastic Analysis
No abstract provided.
On Infinite Stochastic And Related Matrices, Andreas Boukas, Philip Feinsilver, Anargyros Fellouris
On Infinite Stochastic And Related Matrices, Andreas Boukas, Philip Feinsilver, Anargyros Fellouris
Communications on Stochastic Analysis
No abstract provided.
Nash Twist And Gaussian Noise Measure For Isometric C1 Maps, Amites Dasgupta, Mahuya Datta
Nash Twist And Gaussian Noise Measure For Isometric C1 Maps, Amites Dasgupta, Mahuya Datta
Communications on Stochastic Analysis
No abstract provided.
On Constructing Some Membranes For A Symmetric Α-Stable Process, M. M. Osypchuk, M.I. Portenko
On Constructing Some Membranes For A Symmetric Α-Stable Process, M. M. Osypchuk, M.I. Portenko
Communications on Stochastic Analysis
No abstract provided.
On Martingale Representation And Logarithmic-Sobolev Inequality For Fractional Brownian Bridge Measures, Xiaoxia Sun, Feng Guo
On Martingale Representation And Logarithmic-Sobolev Inequality For Fractional Brownian Bridge Measures, Xiaoxia Sun, Feng Guo
Communications on Stochastic Analysis
No abstract provided.
Existence And Stability For Stochastic Impulsive Neutral Partial Differential Equations Driven By Rosenblatt Process With Delay And Poisson Jumps, Mouhamed Ait Ouahra, Brahim Boufoussi, El Hassan Lakhel
Existence And Stability For Stochastic Impulsive Neutral Partial Differential Equations Driven By Rosenblatt Process With Delay And Poisson Jumps, Mouhamed Ait Ouahra, Brahim Boufoussi, El Hassan Lakhel
Communications on Stochastic Analysis
No abstract provided.
A Clark-Ocone Type Formula Under Change Of Measure For Multidimensional Lévy Processes, Ryoichi Suzuki
A Clark-Ocone Type Formula Under Change Of Measure For Multidimensional Lévy Processes, Ryoichi Suzuki
Communications on Stochastic Analysis
No abstract provided.
Optimal Approximation Of Skorohod Integrals – Examples With Substandard Rates, Peter Parczewski
Optimal Approximation Of Skorohod Integrals – Examples With Substandard Rates, Peter Parczewski
Communications on Stochastic Analysis
No abstract provided.
Anticipative Integrals With Respect To A Filtered Lévy Process And Lévy–Itô Decomposition, Nicolas Savy, Josep Vives
Anticipative Integrals With Respect To A Filtered Lévy Process And Lévy–Itô Decomposition, Nicolas Savy, Josep Vives
Communications on Stochastic Analysis
No abstract provided.
Homeomorphic Property Of The Stochastic Flow Of A Natural Equation In Multi-Dimensional Case, Fatima Benziadi, Abdeldjabbar Kandouci
Homeomorphic Property Of The Stochastic Flow Of A Natural Equation In Multi-Dimensional Case, Fatima Benziadi, Abdeldjabbar Kandouci
Communications on Stochastic Analysis
No abstract provided.
Occupation Time Problem Of Certain Self-Similar Processes Related To The Fractional Brownian Motion, Aissa Sghir, Mohamed A. Ouahra, Soufiane Moussaten
Occupation Time Problem Of Certain Self-Similar Processes Related To The Fractional Brownian Motion, Aissa Sghir, Mohamed A. Ouahra, Soufiane Moussaten
Communications on Stochastic Analysis
No abstract provided.
Extensions Of The Hitsuda–Skorokhod Integral, Peter Parczewski
Extensions Of The Hitsuda–Skorokhod Integral, Peter Parczewski
Communications on Stochastic Analysis
No abstract provided.
The Double Barrier Problem With Double Exponential Jump Diffusion, Julius Esunge, Kalev Pärna, Dean Teneng
The Double Barrier Problem With Double Exponential Jump Diffusion, Julius Esunge, Kalev Pärna, Dean Teneng
Communications on Stochastic Analysis
No abstract provided.
The Qq–Bit (Ii): Functional Central Limits And Monotone Representation Of The Azema Martingale, Luigi Accardi, Yun-Gang Lu
The Qq–Bit (Ii): Functional Central Limits And Monotone Representation Of The Azema Martingale, Luigi Accardi, Yun-Gang Lu
Communications on Stochastic Analysis
No abstract provided.
The Subcritical Phase For A Homopolymer Model, Iddo Ben-Ari, Hugo Panzo
The Subcritical Phase For A Homopolymer Model, Iddo Ben-Ari, Hugo Panzo
Communications on Stochastic Analysis
No abstract provided.
Near-Martingale Property Of Anticipating Stochastic Integration, C R. Hwang, Hui-Hsiung Kuo, Kimiaki Saitô, Jiayu Zhai
Near-Martingale Property Of Anticipating Stochastic Integration, C R. Hwang, Hui-Hsiung Kuo, Kimiaki Saitô, Jiayu Zhai
Communications on Stochastic Analysis
No abstract provided.
An Option Pricing Model With Memory, Flavia Sancier, Salah Mohammed
An Option Pricing Model With Memory, Flavia Sancier, Salah Mohammed
Communications on Stochastic Analysis
No abstract provided.
Brownian Manifolds, Negative Type And Geo-Temporal Covariances, N H Bingham, Aleksandar Mijatović, Tasmin L Symons
Brownian Manifolds, Negative Type And Geo-Temporal Covariances, N H Bingham, Aleksandar Mijatović, Tasmin L Symons
Communications on Stochastic Analysis
No abstract provided.
Generalized Commutative Association Schemes, Hypergroups, And Positive Product Formulas, Michael Voit
Generalized Commutative Association Schemes, Hypergroups, And Positive Product Formulas, Michael Voit
Communications on Stochastic Analysis
No abstract provided.
On The Kolmogorov-Wiener-Masani Spectrum Of A Multi-Mode Weakly Stationary Quantum Process, K R Parthasarathy, Ritabrata Sengupta
On The Kolmogorov-Wiener-Masani Spectrum Of A Multi-Mode Weakly Stationary Quantum Process, K R Parthasarathy, Ritabrata Sengupta
Communications on Stochastic Analysis
No abstract provided.
Convolution Semigroups Of Probability Measures On Gelfand Pairs, Revisited, David Applebaum
Convolution Semigroups Of Probability Measures On Gelfand Pairs, Revisited, David Applebaum
Communications on Stochastic Analysis
No abstract provided.
Positive Definiteness On Spheres And Hyperbolic Spaces, Walter R Bloom, N J Wildberger
Positive Definiteness On Spheres And Hyperbolic Spaces, Walter R Bloom, N J Wildberger
Communications on Stochastic Analysis
No abstract provided.
Conditions For Stationarity And Ergodicity Of Two-Factor Affine Diffusions, Beáta Bolyog, Gyula Pap
Conditions For Stationarity And Ergodicity Of Two-Factor Affine Diffusions, Beáta Bolyog, Gyula Pap
Communications on Stochastic Analysis
No abstract provided.
Semimartingales In Locally Compact Abelian Groups And Their Characteristic Triples, M S Bingham
Semimartingales In Locally Compact Abelian Groups And Their Characteristic Triples, M S Bingham
Communications on Stochastic Analysis
No abstract provided.
Some Considerations On The Structure Of Transition Densities Of Symmetric Lévy Processes, Lewis J Bray, Neils Jacob
Some Considerations On The Structure Of Transition Densities Of Symmetric Lévy Processes, Lewis J Bray, Neils Jacob
Communications on Stochastic Analysis
No abstract provided.
Strong Stationary Times And The Fundamental Matrix For Recurrent Markov Chains, P J Fitzsimmons
Strong Stationary Times And The Fundamental Matrix For Recurrent Markov Chains, P J Fitzsimmons
Communications on Stochastic Analysis
No abstract provided.