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Full-Text Articles in Analysis
On The Uniqueness Of Solutions To Martingale Problems For Diffusion Operators With Progressively Measurable Random Coefficients, Masaaki Tsuchiya
On The Uniqueness Of Solutions To Martingale Problems For Diffusion Operators With Progressively Measurable Random Coefficients, Masaaki Tsuchiya
Journal of Stochastic Analysis
No abstract provided.
Particle Representation For The Solution Of The Filtering Problem. Application To The Error Expansion Of Filtering Discretizations, Dan Crisan, Thomas G. Kurtz, Salvador Ortiz-Latorre
Particle Representation For The Solution Of The Filtering Problem. Application To The Error Expansion Of Filtering Discretizations, Dan Crisan, Thomas G. Kurtz, Salvador Ortiz-Latorre
Journal of Stochastic Analysis
No abstract provided.
An Anti-Symmetric Version Of Malliavin Calculus, Jirô Akahori, Tomo Matsusita, Yasufumi Nitta
An Anti-Symmetric Version Of Malliavin Calculus, Jirô Akahori, Tomo Matsusita, Yasufumi Nitta
Journal of Stochastic Analysis
No abstract provided.
Transfer Of Regularity For Markov Semigroups By Using An Interpolation Technique, Vlad Bally, Lucia Caramellino
Transfer Of Regularity For Markov Semigroups By Using An Interpolation Technique, Vlad Bally, Lucia Caramellino
Journal of Stochastic Analysis
No abstract provided.
Integration By Parts Formula On Solutions To Stochastic Differential Equations With Jumps On Riemannian Manifolds, Hirotaka Kai, Atsushi Takeuchi
Integration By Parts Formula On Solutions To Stochastic Differential Equations With Jumps On Riemannian Manifolds, Hirotaka Kai, Atsushi Takeuchi
Journal of Stochastic Analysis
No abstract provided.
On The Exponential Moments Of Additive Processes, Tsukasa Fujiwara
On The Exponential Moments Of Additive Processes, Tsukasa Fujiwara
Journal of Stochastic Analysis
No abstract provided.
Ergodicity Of Burgers' System, Szymon Peszat, Krystyna Twardowska, Jerzy Zabczyk
Ergodicity Of Burgers' System, Szymon Peszat, Krystyna Twardowska, Jerzy Zabczyk
Journal of Stochastic Analysis
No abstract provided.
Two Of Kunita's Papers On Stochastic Flows In Early 1980s, Setsuo Taniguchi
Two Of Kunita's Papers On Stochastic Flows In Early 1980s, Setsuo Taniguchi
Journal of Stochastic Analysis
No abstract provided.
Error Estimates For Discrete Approximations Of Game Options With Multivariate Diffusion Asset Prices, Yuri Kifer
Error Estimates For Discrete Approximations Of Game Options With Multivariate Diffusion Asset Prices, Yuri Kifer
Journal of Stochastic Analysis
No abstract provided.
Hessian Formulas And Estimates For Parabolic Schrödinger Operators, Xue-Mei Li
Hessian Formulas And Estimates For Parabolic Schrödinger Operators, Xue-Mei Li
Journal of Stochastic Analysis
No abstract provided.
Remembering Kunita-San, Ken-Iti Sato
Remembering Kunita-San, Ken-Iti Sato
Journal of Stochastic Analysis
No abstract provided.
The Life And Scientific Work Of Hiroshi Kunita, Yasushi Ishikawa
The Life And Scientific Work Of Hiroshi Kunita, Yasushi Ishikawa
Journal of Stochastic Analysis
No abstract provided.
Memories Of Professor Hiroshi Kunita, Ichiro Shigkeawa
Memories Of Professor Hiroshi Kunita, Ichiro Shigkeawa
Journal of Stochastic Analysis
No abstract provided.
On The Works Of Hiroshi Kunita In The Sixties, Masatoshi Fukushima
On The Works Of Hiroshi Kunita In The Sixties, Masatoshi Fukushima
Journal of Stochastic Analysis
No abstract provided.
Personal Memories Of Hiroshi Kunita, David Elworthy
Personal Memories Of Hiroshi Kunita, David Elworthy
Journal of Stochastic Analysis
No abstract provided.
Preface, Shigeki Aida, David Applebaum, Yasushi Ishikawa, Arturo Kohatsu-Higa, Nicolas Privault
Preface, Shigeki Aida, David Applebaum, Yasushi Ishikawa, Arturo Kohatsu-Higa, Nicolas Privault
Journal of Stochastic Analysis
No abstract provided.
Berry-Esseen Bounds For Approximate Maximum Likelihood Estimators In The Α-Brownian Bridge, Khalifa Es-Sebaiy, Jabrane Moustaaid, Idir Ouassou
Berry-Esseen Bounds For Approximate Maximum Likelihood Estimators In The Α-Brownian Bridge, Khalifa Es-Sebaiy, Jabrane Moustaaid, Idir Ouassou
Journal of Stochastic Analysis
No abstract provided.
Numeric And Dynamic B-Stability, Exact-Monotone And Asymptotic Two-Point Behavior Of Theta Methods For Stochastic Differential Equations, Henri Schurz
Journal of Stochastic Analysis
No abstract provided.
On Distributions Of Self-Adjoint Extensions Of Symmetric Operators, Franco Fagnola, Zheng Li
On Distributions Of Self-Adjoint Extensions Of Symmetric Operators, Franco Fagnola, Zheng Li
Journal of Stochastic Analysis
No abstract provided.
Anticipating Linear Stochastic Differential Equations With Adapted Coefficients, Hui-Hsiung Kuo, Pujan Shrestha, Sudip Sinha
Anticipating Linear Stochastic Differential Equations With Adapted Coefficients, Hui-Hsiung Kuo, Pujan Shrestha, Sudip Sinha
Journal of Stochastic Analysis
No abstract provided.
The Edwards Model For Fractional Brownian Loops And Starbursts, Wolfgang Bock, Torben Fattler, Ludwig Streit
The Edwards Model For Fractional Brownian Loops And Starbursts, Wolfgang Bock, Torben Fattler, Ludwig Streit
Journal of Stochastic Analysis
No abstract provided.
Alòs Type Decomposition Formula For Barndorff-Nielsen And Shephard Model, Takuji Arai
Alòs Type Decomposition Formula For Barndorff-Nielsen And Shephard Model, Takuji Arai
Journal of Stochastic Analysis
No abstract provided.
Mixed Generalized Fractional Brownian Motion, Shaykhah Alajmi, Ezzedine Mliki
Mixed Generalized Fractional Brownian Motion, Shaykhah Alajmi, Ezzedine Mliki
Journal of Stochastic Analysis
No abstract provided.
Exact Solutions To Optimal Control Problems For Wiener Processes With Exponential Jumps, Mario Lefebvre
Exact Solutions To Optimal Control Problems For Wiener Processes With Exponential Jumps, Mario Lefebvre
Journal of Stochastic Analysis
No abstract provided.
New Representations For A Semi-Markov Chain And Related Filters, Robert J. Elliott, W. P. Malcolm
New Representations For A Semi-Markov Chain And Related Filters, Robert J. Elliott, W. P. Malcolm
Journal of Stochastic Analysis
No abstract provided.
Wild Randomness And The Application Of Hyperbolic Diffusion In Financial Modelling, Will Hicks
Wild Randomness And The Application Of Hyperbolic Diffusion In Financial Modelling, Will Hicks
Journal of Stochastic Analysis
No abstract provided.
Linear Decomposition And Anticipating Integral For Certain Random Variables, Ching-Tang Wu, Ju-Yi Yen
Linear Decomposition And Anticipating Integral For Certain Random Variables, Ching-Tang Wu, Ju-Yi Yen
Journal of Stochastic Analysis
No abstract provided.
First Exit-Time Analysis For An Approximate Barndorff-Nielsen And Shephard Model With Stationary Self-Decomposable Variance Process, Shantanu Awasthi, Indranil Sengupta
First Exit-Time Analysis For An Approximate Barndorff-Nielsen And Shephard Model With Stationary Self-Decomposable Variance Process, Shantanu Awasthi, Indranil Sengupta
Journal of Stochastic Analysis
No abstract provided.
Quantum Theories Associated To Increasing Hilbert Space Filtrations And Generalized Jacobi 3–Diagonal Relation, Luigi Accardi, Yun Gang Lu
Quantum Theories Associated To Increasing Hilbert Space Filtrations And Generalized Jacobi 3–Diagonal Relation, Luigi Accardi, Yun Gang Lu
Journal of Stochastic Analysis
No abstract provided.
Rate Of Convergence In The Central Limit Theorem For Iid Pareto Variables, Claas Becker, Manuel Bohnet, Sarah Kummert
Rate Of Convergence In The Central Limit Theorem For Iid Pareto Variables, Claas Becker, Manuel Bohnet, Sarah Kummert
Journal of Stochastic Analysis
No abstract provided.