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Journal of Stochastic Analysis

Articles 31 - 60 of 157

Full-Text Articles in Analysis

Malliavin Calculus On The Clifford Algebra, Takayoshi Watanabe Jan 2025

Malliavin Calculus On The Clifford Algebra, Takayoshi Watanabe

Journal of Stochastic Analysis

No abstract provided.


Modelling Uncertain Volatility Using Quantum Stochastic Calculus: Unitary Vs Non-Unitary Time Evolution, Will Hicks Jan 2025

Modelling Uncertain Volatility Using Quantum Stochastic Calculus: Unitary Vs Non-Unitary Time Evolution, Will Hicks

Journal of Stochastic Analysis

No abstract provided.


Pricing Variance Swaps For The Discrete Bn-S Model, Semere Gebresilasie Oct 2024

Pricing Variance Swaps For The Discrete Bn-S Model, Semere Gebresilasie

Journal of Stochastic Analysis

No abstract provided.


Errata: The Product Of Distributions And Stochastic Differential Equations Arising From Powers Of Infinite Dimensional Brownian Motions, Un Cig Ji, Hui-Hsiung Kuo, Hara-Yuko Mimachi, Kimiaki Saito Sep 2024

Errata: The Product Of Distributions And Stochastic Differential Equations Arising From Powers Of Infinite Dimensional Brownian Motions, Un Cig Ji, Hui-Hsiung Kuo, Hara-Yuko Mimachi, Kimiaki Saito

Journal of Stochastic Analysis

No abstract provided.


Bernoulli Convolution Of The Depth Of Nodes In Recursive Trees With General Affinities, Toshio Nakata, Hosam Mahmoud Aug 2024

Bernoulli Convolution Of The Depth Of Nodes In Recursive Trees With General Affinities, Toshio Nakata, Hosam Mahmoud

Journal of Stochastic Analysis

No abstract provided.


Stochastic Solutions For Hyperbolic Pde, Abdol-Reza Mansouri, Zachary Selk Jul 2024

Stochastic Solutions For Hyperbolic Pde, Abdol-Reza Mansouri, Zachary Selk

Journal of Stochastic Analysis

No abstract provided.


Limit Theorems For Increments Of Branching Particle Systems With Linear Rates And Poisson Initial Condition, Alexander Kreinin, Vladimir V. Vinogradov Jul 2024

Limit Theorems For Increments Of Branching Particle Systems With Linear Rates And Poisson Initial Condition, Alexander Kreinin, Vladimir V. Vinogradov

Journal of Stochastic Analysis

No abstract provided.


Holomorphic Functional Calculus Approach To The Characteristic Function Of Quantum Observables, Andreas Boukas Jul 2024

Holomorphic Functional Calculus Approach To The Characteristic Function Of Quantum Observables, Andreas Boukas

Journal of Stochastic Analysis

No abstract provided.


The Product Of Distributions And Stochastic Differential Equations Arising From Powers Of Infinite Dimensional Brownian Motions, Un Cig Ji, Hui-Hsiung Kuo, Hara-Yuko Mimachi, Kimiaki Saitô Jun 2024

The Product Of Distributions And Stochastic Differential Equations Arising From Powers Of Infinite Dimensional Brownian Motions, Un Cig Ji, Hui-Hsiung Kuo, Hara-Yuko Mimachi, Kimiaki Saitô

Journal of Stochastic Analysis

No abstract provided.


Quasistationary Distribution For The Invasion Model On A Complete Bipartite Graph, Clayton Allard, Iddo Ben-Ari, Shrikant Chand, Van Hovenga, Edith Lee, Julia Shapiro Mar 2024

Quasistationary Distribution For The Invasion Model On A Complete Bipartite Graph, Clayton Allard, Iddo Ben-Ari, Shrikant Chand, Van Hovenga, Edith Lee, Julia Shapiro

Journal of Stochastic Analysis

No abstract provided.


A Characterization Of The Operator Entropy In Terms Of An Isometry Property Related To Trace Norms, Ryo Inayoshi Mar 2024

A Characterization Of The Operator Entropy In Terms Of An Isometry Property Related To Trace Norms, Ryo Inayoshi

Journal of Stochastic Analysis

No abstract provided.


Two Non–*–Isomorphic *–Lie Algebra Structures On Sl(2,R) And Their Physical Origins, Luigi Accardi, Irina Ya. ArefʹEva, Yungang Lu, Igorʹ VasilʹEvich Volovich Feb 2024

Two Non–*–Isomorphic *–Lie Algebra Structures On Sl(2,R) And Their Physical Origins, Luigi Accardi, Irina Ya. ArefʹEva, Yungang Lu, Igorʹ VasilʹEvich Volovich

Journal of Stochastic Analysis

No abstract provided.


Covariant Anyons Via Mackey Machinery, Radhakrishnan Balu Jan 2024

Covariant Anyons Via Mackey Machinery, Radhakrishnan Balu

Journal of Stochastic Analysis

No abstract provided.


Nonlinear Filtering Of Classical And Quantum Spin Systems, Sivaguru S. Sritharan, Saba Mudaliar Jan 2024

Nonlinear Filtering Of Classical And Quantum Spin Systems, Sivaguru S. Sritharan, Saba Mudaliar

Journal of Stochastic Analysis

No abstract provided.


On A Stationary Random Knot, Andrey A. Dorogovtsev Oct 2023

On A Stationary Random Knot, Andrey A. Dorogovtsev

Journal of Stochastic Analysis

No abstract provided.


Backward Stochastic Differential Equations In A Semi-Markov Chain Model, Robert J. Elliott, Zhe Yang Oct 2023

Backward Stochastic Differential Equations In A Semi-Markov Chain Model, Robert J. Elliott, Zhe Yang

Journal of Stochastic Analysis

No abstract provided.


Double Barrier Backward Doubly Stochastic Differential Equations, Tadashi Hayashi Aug 2023

Double Barrier Backward Doubly Stochastic Differential Equations, Tadashi Hayashi

Journal of Stochastic Analysis

No abstract provided.


Symmetric Functions Algebras (Sfa) Iii: Stochastic And Constant Row Sum Matrices, Philip Feinsilver Aug 2023

Symmetric Functions Algebras (Sfa) Iii: Stochastic And Constant Row Sum Matrices, Philip Feinsilver

Journal of Stochastic Analysis

No abstract provided.


Multiplication Operators By White Noise Delta Functions And Associated Differential Equations, Luigi Accardi, Un Cig Ji, Kimiaki Saitô Jun 2023

Multiplication Operators By White Noise Delta Functions And Associated Differential Equations, Luigi Accardi, Un Cig Ji, Kimiaki Saitô

Journal of Stochastic Analysis

No abstract provided.


Random Variables With Overlapping Number And Weyl Algebras Ii, Ruma Dutta, Gabriela Popa, Aurel Stan Jun 2023

Random Variables With Overlapping Number And Weyl Algebras Ii, Ruma Dutta, Gabriela Popa, Aurel Stan

Journal of Stochastic Analysis

No abstract provided.


Modelling Illiquid Stocks Using Quantum Stochastic Calculus: Asymptotic Methods, Will Hicks May 2023

Modelling Illiquid Stocks Using Quantum Stochastic Calculus: Asymptotic Methods, Will Hicks

Journal of Stochastic Analysis

No abstract provided.


Symmetric Functions Algebras (Sfa) Ii: Induced Matrices, Philip Feinsilver Apr 2023

Symmetric Functions Algebras (Sfa) Ii: Induced Matrices, Philip Feinsilver

Journal of Stochastic Analysis

No abstract provided.


Optimal Control Problems For Stochastic Processes With Absorbing Regime, Yaacov Kopeliovich Apr 2023

Optimal Control Problems For Stochastic Processes With Absorbing Regime, Yaacov Kopeliovich

Journal of Stochastic Analysis

No abstract provided.


Modelling Illiquid Stocks Using Quantum Stochastic Calculus, Will Hicks Mar 2023

Modelling Illiquid Stocks Using Quantum Stochastic Calculus, Will Hicks

Journal of Stochastic Analysis

No abstract provided.


Symmetric Functions Algebras I: Introduction And Basic Features, Philip Feinsilver Mar 2023

Symmetric Functions Algebras I: Introduction And Basic Features, Philip Feinsilver

Journal of Stochastic Analysis

No abstract provided.


Random Variables With Overlapping Number And Weyl Algebras I, Ruma Dutta, Gabriela Popa, Aurel Stan Mar 2023

Random Variables With Overlapping Number And Weyl Algebras I, Ruma Dutta, Gabriela Popa, Aurel Stan

Journal of Stochastic Analysis

No abstract provided.


Pricing Multi-Asset Contingent Claims In A Multi-Dimensional Binomial Market, Jarek Kedra, Assaf Libman, Victoria Steblovskaya Feb 2023

Pricing Multi-Asset Contingent Claims In A Multi-Dimensional Binomial Market, Jarek Kedra, Assaf Libman, Victoria Steblovskaya

Journal of Stochastic Analysis

No abstract provided.


The Malliavin-Stein Method For Normal Random Walks With Dependent Increments, Ian Flint, Nicolas Privault, Giovanni Luca Torrisi Feb 2023

The Malliavin-Stein Method For Normal Random Walks With Dependent Increments, Ian Flint, Nicolas Privault, Giovanni Luca Torrisi

Journal of Stochastic Analysis

No abstract provided.


Runge-Kutta Methods For Rough Differential Equations, Martin Redmann, Sebastian Riedel Dec 2022

Runge-Kutta Methods For Rough Differential Equations, Martin Redmann, Sebastian Riedel

Journal of Stochastic Analysis

No abstract provided.


A Jump-Diffusion Process For Asset Price With Non-Independent Jumps, Yihren Wu, Majnu John Dec 2022

A Jump-Diffusion Process For Asset Price With Non-Independent Jumps, Yihren Wu, Majnu John

Journal of Stochastic Analysis

No abstract provided.