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Articles 91 - 120 of 429
Full-Text Articles in Mathematics
Bimodules And Hypergroups Associated With Actions Of A Pair Of Groups, Satoshi Kawakami, Tatsuya Tsurii, Shigeru Yamagami
Bimodules And Hypergroups Associated With Actions Of A Pair Of Groups, Satoshi Kawakami, Tatsuya Tsurii, Shigeru Yamagami
Communications on Stochastic Analysis
No abstract provided.
A Study In Locally Compact Groups—Chabauty Space, Sylow Theory, The Schur-Zassenhaus Formalism, The Prime Graph For Near Abelian Groups, Wolfgang Herfort, Karl H Hofmann, Francesco G Russo
A Study In Locally Compact Groups—Chabauty Space, Sylow Theory, The Schur-Zassenhaus Formalism, The Prime Graph For Near Abelian Groups, Wolfgang Herfort, Karl H Hofmann, Francesco G Russo
Communications on Stochastic Analysis
No abstract provided.
The Distribution Of The Number Of Clusters In The Arratia Flow, Vladimir Fomichov
The Distribution Of The Number Of Clusters In The Arratia Flow, Vladimir Fomichov
Communications on Stochastic Analysis
No abstract provided.
Krawtchouk-Griffiths Systems I: Matrix Approach, Philip Feinsilver
Krawtchouk-Griffiths Systems I: Matrix Approach, Philip Feinsilver
Communications on Stochastic Analysis
No abstract provided.
Krawtchouk-Griffiths Systems Ii: As Bernoulli Systems, Philip Feinsilver
Krawtchouk-Griffiths Systems Ii: As Bernoulli Systems, Philip Feinsilver
Communications on Stochastic Analysis
No abstract provided.
Ergodic Control Of Stochastic Navier-Stokes Equation With Lévy Noise, Manil T Mohan, Sivaguru S Sritharan
Ergodic Control Of Stochastic Navier-Stokes Equation With Lévy Noise, Manil T Mohan, Sivaguru S Sritharan
Communications on Stochastic Analysis
No abstract provided.
Exponential Convergence Of The Stochastic Micropolar And Magneto-Micropolar Fluid Systems, Kazuo Yamazaki
Exponential Convergence Of The Stochastic Micropolar And Magneto-Micropolar Fluid Systems, Kazuo Yamazaki
Communications on Stochastic Analysis
No abstract provided.
A General Itô Formula For Adapted And Instantly Independent Stochastic Processes, Chii-Ruey Hwang, Hui-Hsiung Kuo, Kimiaki Saitô, Jiayu Zhai
A General Itô Formula For Adapted And Instantly Independent Stochastic Processes, Chii-Ruey Hwang, Hui-Hsiung Kuo, Kimiaki Saitô, Jiayu Zhai
Communications on Stochastic Analysis
No abstract provided.
Path Functionals Of A Class Of Lévy Insurance Risk Processes, Ekaterina T Kolkovska, Ehyter M Martin-González
Path Functionals Of A Class Of Lévy Insurance Risk Processes, Ekaterina T Kolkovska, Ehyter M Martin-González
Communications on Stochastic Analysis
No abstract provided.
Representation And Gaussian Bounds For The Density Of Brownian Motion With Random Drift, Azmi Makhlouf
Representation And Gaussian Bounds For The Density Of Brownian Motion With Random Drift, Azmi Makhlouf
Communications on Stochastic Analysis
No abstract provided.
Clark Formula For Local Time For One Class Of Gaussian Processes, A A Dorogovtsev, O L Izyumtseva, G V Riabov, Naoufel Salhi
Clark Formula For Local Time For One Class Of Gaussian Processes, A A Dorogovtsev, O L Izyumtseva, G V Riabov, Naoufel Salhi
Communications on Stochastic Analysis
No abstract provided.
Estimation Of Change Point Via Kalman-Bucy Filter For Linear Systems Driven By Fractional Brownian Motions, M N Mishra, B L S Prakasa Rao
Estimation Of Change Point Via Kalman-Bucy Filter For Linear Systems Driven By Fractional Brownian Motions, M N Mishra, B L S Prakasa Rao
Communications on Stochastic Analysis
No abstract provided.
Optimal Density Bounds For Marginals Of Itô Processes, David Baños, Paul Krühner
Optimal Density Bounds For Marginals Of Itô Processes, David Baños, Paul Krühner
Communications on Stochastic Analysis
No abstract provided.
Continuity Of Random Fields On Riemannian Manifolds, Annika Lang, Jürgen Potthoff, Martin Schlather, Dimitri Schwab
Continuity Of Random Fields On Riemannian Manifolds, Annika Lang, Jürgen Potthoff, Martin Schlather, Dimitri Schwab
Communications on Stochastic Analysis
No abstract provided.
The Continuity Of The Solution Of The Natural Equation In The One-Dimensional Case, Fatima Benziadi, Abdeldjabbar Kandouci
The Continuity Of The Solution Of The Natural Equation In The One-Dimensional Case, Fatima Benziadi, Abdeldjabbar Kandouci
Communications on Stochastic Analysis
No abstract provided.
The Product Of Distributions And White Noise Distribution-Valued Stochastic Differential Equations, Hui-Hsiung Kuo, Kimiaki Saitô, Yusuke Shibata
The Product Of Distributions And White Noise Distribution-Valued Stochastic Differential Equations, Hui-Hsiung Kuo, Kimiaki Saitô, Yusuke Shibata
Communications on Stochastic Analysis
No abstract provided.
Time-Dependent Neutral Stochastic Functional Differential Equations Driven By A Fractional Brownian Motion, B Boufoussi, S Hajji, E Lakhel
Time-Dependent Neutral Stochastic Functional Differential Equations Driven By A Fractional Brownian Motion, B Boufoussi, S Hajji, E Lakhel
Communications on Stochastic Analysis
No abstract provided.
On The Second Fundamental Theorem Of Asset Pricing, Rajeeva L Karandikar, B V Rao
On The Second Fundamental Theorem Of Asset Pricing, Rajeeva L Karandikar, B V Rao
Communications on Stochastic Analysis
No abstract provided.
A Stochastic Transport Theorem, Pedro Catuogno, Simão N Stelmastchuk
A Stochastic Transport Theorem, Pedro Catuogno, Simão N Stelmastchuk
Communications on Stochastic Analysis
No abstract provided.
Solution Of The Dirichlet Problem For A Linear Second-Order Equation By The Monte Carlo Method, José Villa-Morales
Solution Of The Dirichlet Problem For A Linear Second-Order Equation By The Monte Carlo Method, José Villa-Morales
Communications on Stochastic Analysis
No abstract provided.
Mean-Field Limit Versus Small-Noise Limit For Some Interacting Particle Systems, Samuel Herrmann, Julian Tugaut
Mean-Field Limit Versus Small-Noise Limit For Some Interacting Particle Systems, Samuel Herrmann, Julian Tugaut
Communications on Stochastic Analysis
No abstract provided.
Moments Estimates For Local Times Of A Class Of Gaussian Processes, Olga Izyumtseva
Moments Estimates For Local Times Of A Class Of Gaussian Processes, Olga Izyumtseva
Communications on Stochastic Analysis
No abstract provided.
Probability Distributions And Orthogonal Polynomials Associated With The One-Parameter Fibonacci Group, Andreas Boukas, Philip Feinsilver, Anargyros Fellouris
Probability Distributions And Orthogonal Polynomials Associated With The One-Parameter Fibonacci Group, Andreas Boukas, Philip Feinsilver, Anargyros Fellouris
Communications on Stochastic Analysis
No abstract provided.
Stochastic Integral Representations Of F-Selfdecomposable And F-Semi-Selfdecomposable Distributions, Nadjib Bouzar
Stochastic Integral Representations Of F-Selfdecomposable And F-Semi-Selfdecomposable Distributions, Nadjib Bouzar
Communications on Stochastic Analysis
No abstract provided.
Two-Dimensional 1-Meixner Random Vectors And Their Semi-Quantum Operators, Gabriela Popa, Aurel I Stan
Two-Dimensional 1-Meixner Random Vectors And Their Semi-Quantum Operators, Gabriela Popa, Aurel I Stan
Communications on Stochastic Analysis
No abstract provided.
A Poisson Shot-Noise Process Of Pulses And Its Scaling Limits, Mine Çaglar
A Poisson Shot-Noise Process Of Pulses And Its Scaling Limits, Mine Çaglar
Communications on Stochastic Analysis
No abstract provided.
Solving A Class Of Linear Skorokhod Stochastic Differential Equations, Karl-Heinz Fichtner, Steffen Klaere, Volkmar Liebscher
Solving A Class Of Linear Skorokhod Stochastic Differential Equations, Karl-Heinz Fichtner, Steffen Klaere, Volkmar Liebscher
Communications on Stochastic Analysis
No abstract provided.
Large Deviations For Stochastic Tidal Dynamics Equation, Murugan Suvinthra, Sivaguru S Sritharan, Krishnan Balachandran
Large Deviations For Stochastic Tidal Dynamics Equation, Murugan Suvinthra, Sivaguru S Sritharan, Krishnan Balachandran
Communications on Stochastic Analysis
No abstract provided.
On The Lévy-Khinchin Decomposition Of Generating Functionals, Uwe Franz, Malte Gerhold, Andreas Thom
On The Lévy-Khinchin Decomposition Of Generating Functionals, Uwe Franz, Malte Gerhold, Andreas Thom
Communications on Stochastic Analysis
No abstract provided.
White Noise Analysis For The Canonical Lévy Process, Rolando D Navarro Jr., Frederi G Viens
White Noise Analysis For The Canonical Lévy Process, Rolando D Navarro Jr., Frederi G Viens
Communications on Stochastic Analysis
No abstract provided.