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Articles 691 - 720 of 741

Full-Text Articles in Analysis

Hedging Claims With Feedback Jumps In The Price Process, Kiseop Lee, Philip Protter Apr 2008

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 Apr 2008

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 Apr 2008

Large-Time Behavior Of Non-Symmetric Fokker-Planck Type Equations, Anton Arnold, Eric Carlen, Qiangchang Ju

Communications on Stochastic Analysis

No abstract provided.


Super Linear Algebra, Florentin Smarandache, W.B. Vasantha Kandasamy Jan 2008

Super Linear Algebra, Florentin Smarandache, W.B. Vasantha Kandasamy

Branch Mathematics and Statistics Faculty and Staff Publications

In this book, the authors introduce the notion of Super linear algebra and super vector spaces using the definition of super matrices defined by Horst (1963). This book expects the readers to be well-versed in linear algebra. Many theorems on super linear algebra and its properties are proved. Some theorems are left as exercises for the reader. These new class of super linear algebras which can be thought of as a set of linear algebras, following a stipulated condition, will find applications in several fields using computers. The authors feel that such a paradigm shift is essential in this computerized …


N- Linear Algebra Of Type I And Its Applications, Florentin Smarandache, W.B. Vasantha Kandasamy Jan 2008

N- Linear Algebra Of Type I And Its Applications, Florentin Smarandache, W.B. Vasantha Kandasamy

Branch Mathematics and Statistics Faculty and Staff Publications

With the advent of computers one needs algebraic structures that can simultaneously work with bulk data. One such algebraic structure namely n-linear algebras of type I are introduced in this book and its applications to n-Markov chains and n-Leontief models are given. These structures can be thought of as the generalization of bilinear algebras and bivector spaces. Several interesting n-linear algebra properties are proved. This book has four chapters. The first chapter just introduces n-group which is essential for the definition of nvector spaces and n-linear algebras of type I. Chapter two gives the notion of n-vector spaces and several …


Markov Semigroups And Estimating Functions, With Applications To Some Financial Models, Jerome A Goldstein, Rosa Maria Mininni, Silvia Romanelli Dec 2007

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 Dec 2007

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 Dec 2007

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 Dec 2007

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 Dec 2007

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 Dec 2007

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 Dec 2007

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 Dec 2007

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 Dec 2007

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 Aug 2007

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 Aug 2007

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 Aug 2007

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 Aug 2007

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 Aug 2007

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 Aug 2007

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 Aug 2007

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 Aug 2007

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 Aug 2007

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 Aug 2007

Parameter Estimation For Ornstein-Uhlenbeck Processes Driven By Α-Stable Lévy Motions, Yaozhong Hu, Hongwei Long

Communications on Stochastic Analysis

No abstract provided.


Preface Apr 2007

Preface

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 Apr 2007

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 Apr 2007

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 Apr 2007

Schrödinger Operators On The Wiener Space, Ichiro Shigekawa

Communications on Stochastic Analysis

No abstract provided.


Dilation Of A Class Of Quantum Dynamical Semigroups, Debashish Goswami, Kalyan B Sinha Apr 2007

Dilation Of A Class Of Quantum Dynamical Semigroups, Debashish Goswami, Kalyan B Sinha

Communications on Stochastic Analysis

No abstract provided.


Application Of White Noise Calculus In Evaluating The Path Integral In Relativistic Quantum Mechanics, C C Bernido, J B Bornales, M V Carpio-Bernido Apr 2007

Application Of White Noise Calculus In Evaluating The Path Integral In Relativistic Quantum Mechanics, C C Bernido, J B Bornales, M V Carpio-Bernido

Communications on Stochastic Analysis

No abstract provided.