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Articles 631 - 660 of 741
Full-Text Articles in Other Mathematics
Interval Groupoids, Florentin Smarandache, W.B. Vasantha Kandasamy, Moon Kumar Chetry
Interval Groupoids, Florentin Smarandache, W.B. Vasantha Kandasamy, Moon Kumar Chetry
Branch Mathematics and Statistics Faculty and Staff Publications
This book introduces several new classes of groupoid, like polynomial groupoids, matrix groupoids, interval groupoids, polynomial interval groupoids, matrix interval groupoids and their neutrosophic analogues.
Mrm-Applicable Orthogonal Polynomials For Certain Hypergeometric Functions, Izumi Kubo, Hui-Hsiung Kuo
Mrm-Applicable Orthogonal Polynomials For Certain Hypergeometric Functions, Izumi Kubo, Hui-Hsiung Kuo
Communications on Stochastic Analysis
No abstract provided.
Exact Scenario Simulation For Selected Multi-Dimensional Stochastic Processes, Eckhard Platen, Renata Rendek
Exact Scenario Simulation For Selected Multi-Dimensional Stochastic Processes, Eckhard Platen, Renata Rendek
Communications on Stochastic Analysis
No abstract provided.
Nonlinear Filtering Of Itô-Lévy Stochastic Differential Equations With Continuous Observations, S Popa, S S Sritharan
Nonlinear Filtering Of Itô-Lévy Stochastic Differential Equations With Continuous Observations, S Popa, S S Sritharan
Communications on Stochastic Analysis
No abstract provided.
Sample Properties Of Random Fields. Ii. Continuity, Jürgen Potthoff
Sample Properties Of Random Fields. Ii. Continuity, Jürgen Potthoff
Communications on Stochastic Analysis
No abstract provided.
On The Extension Of A Basic Property Of Conditional Expectations To Second Quantization Operators, Alberto Lanconelli
On The Extension Of A Basic Property Of Conditional Expectations To Second Quantization Operators, Alberto Lanconelli
Communications on Stochastic Analysis
No abstract provided.
Stochastic Integral Characterizations Of Semi-Selfdecomposable Distributions And Related Ornstein-Uhlenbeck Type Processes, Makoto Maejima, Yohei Ueda
Stochastic Integral Characterizations Of Semi-Selfdecomposable Distributions And Related Ornstein-Uhlenbeck Type Processes, Makoto Maejima, Yohei Ueda
Communications on Stochastic Analysis
No abstract provided.
Invariant States For The Asymmetric Exclusion Quantum Markov Semigroup, Julio C Garcia, Leopoldo Pantaleón-Martinez, Roberto Quezada
Invariant States For The Asymmetric Exclusion Quantum Markov Semigroup, Julio C Garcia, Leopoldo Pantaleón-Martinez, Roberto Quezada
Communications on Stochastic Analysis
No abstract provided.
Irreducible And Periodic Positive Maps, Franco Fagnola, Rely Pellicer
Irreducible And Periodic Positive Maps, Franco Fagnola, Rely Pellicer
Communications on Stochastic Analysis
No abstract provided.
Converse Comparison Theorems For Backward Doubly Stochastic Differential Equations, Mohamed El Otmani, Naoual Mrhardy
Converse Comparison Theorems For Backward Doubly Stochastic Differential Equations, Mohamed El Otmani, Naoual Mrhardy
Communications on Stochastic Analysis
No abstract provided.
Markovian Systems Of Transition Expectations, Volkmar Liebscher, Michael Skeide
Markovian Systems Of Transition Expectations, Volkmar Liebscher, Michael Skeide
Communications on Stochastic Analysis
No abstract provided.
Using Weights For The Description Of States Of Boson Systems, Volkmar Liebscher
Using Weights For The Description Of States Of Boson Systems, Volkmar Liebscher
Communications on Stochastic Analysis
No abstract provided.
Generating Functions Of Jacobi Polynomials, Izumi Kubo
Generating Functions Of Jacobi Polynomials, Izumi Kubo
Communications on Stochastic Analysis
No abstract provided.
Generalized Cauchy-Stieltjes Transforms Of Some Beta Distributions, Nizar Demni
Generalized Cauchy-Stieltjes Transforms Of Some Beta Distributions, Nizar Demni
Communications on Stochastic Analysis
No abstract provided.
Unbounded Positive Solutions Of Nonlinear Parabolic Itô Equations, Pao-Liu Chow
Unbounded Positive Solutions Of Nonlinear Parabolic Itô Equations, Pao-Liu Chow
Communications on Stochastic Analysis
No abstract provided.
Markovian Properties Of The Pauli-Fierz Model, Ameur Dhahri
Markovian Properties Of The Pauli-Fierz Model, Ameur Dhahri
Communications on Stochastic Analysis
No abstract provided.
Representations Of The Gegenbauer Oscillator Algebra And The Overcompleteness Of Sequences Of Nonlinear Coherent States, Abdessatar Barhoumi
Representations Of The Gegenbauer Oscillator Algebra And The Overcompleteness Of Sequences Of Nonlinear Coherent States, Abdessatar Barhoumi
Communications on Stochastic Analysis
No abstract provided.
Local Time For Gaussian Processes As An Element Of Sobolev Space, Alexey Rudenko
Local Time For Gaussian Processes As An Element Of Sobolev Space, Alexey Rudenko
Communications on Stochastic Analysis
No abstract provided.
Analytical Solution Of Time-Fractional Advection Dispersion Equation, Tariq O. Salim, Ahmad El-Kahlout
Analytical Solution Of Time-Fractional Advection Dispersion Equation, Tariq O. Salim, Ahmad El-Kahlout
Applications and Applied Mathematics: An International Journal (AAM)
In this paper, we get exact solution of the time-fractional advection-dispersion equation with reaction term, where the Caputo fractional derivative is considered of order α ϵ (0,2]. The solution is achieved by using a function transform, Fourier and Laplace transforms to get the formulas of the fundamental solution, which are expressed explicitly in terms of Fox’s H-function by making use of the relationship between Fourier and Mellin transforms. As special cases the exact solutions of time-fractional diffusion and wave equations are also obtained, and the solutions of the integer order equations are mentioned.
On The Distributions Of The Sup And Inf Of The Classical Risk Process With Exponential Claim, Jorge A León, José Villa
On The Distributions Of The Sup And Inf Of The Classical Risk Process With Exponential Claim, Jorge A León, José Villa
Communications on Stochastic Analysis
No abstract provided.
Optimal Consumption And Portfolio For An Insider In A Market With Jumps, Delphine David, Yeliz Yolcu Okur
Optimal Consumption And Portfolio For An Insider In A Market With Jumps, Delphine David, Yeliz Yolcu Okur
Communications on Stochastic Analysis
No abstract provided.
Pac Commutators And The R-Transform, Aurel I Stan
Pac Commutators And The R-Transform, Aurel I Stan
Communications on Stochastic Analysis
No abstract provided.
A Stochastic Process Associated With The Weighted White Noise Differentiation, Issei Kitagawa
A Stochastic Process Associated With The Weighted White Noise Differentiation, Issei Kitagawa
Communications on Stochastic Analysis
No abstract provided.
Stochastic Heat Equation With Infinite Dimensional Fractional Noise: L_{2}-Theory, Raluca Balan
Stochastic Heat Equation With Infinite Dimensional Fractional Noise: L_{2}-Theory, Raluca Balan
Communications on Stochastic Analysis
No abstract provided.
Universal Malliavin Calculus In Fock And Lévy-Itô Spaces, David Applebaum
Universal Malliavin Calculus In Fock And Lévy-Itô Spaces, David Applebaum
Communications on Stochastic Analysis
No abstract provided.
Convergence To Weighted Fractional Brownian Sheets, Johanna Garzón
Convergence To Weighted Fractional Brownian Sheets, Johanna Garzón
Communications on Stochastic Analysis
No abstract provided.
An Interacting Fock Space Characterization Of Probability Measures, Luigi Accardi, Hui-Hsiung Kuo, Aurel I Stan
An Interacting Fock Space Characterization Of Probability Measures, Luigi Accardi, Hui-Hsiung Kuo, Aurel I Stan
Communications on Stochastic Analysis
No abstract provided.
A Class Of Anticipating Linear Stochastic Differential Equations, Julius Esunge
A Class Of Anticipating Linear Stochastic Differential Equations, Julius Esunge
Communications on Stochastic Analysis
No abstract provided.
Sample Properties Of Random Fields. I. Separability And Measurability, Jürgen Potthoff
Sample Properties Of Random Fields. I. Separability And Measurability, Jürgen Potthoff
Communications on Stochastic Analysis
No abstract provided.
Superbimatrices And Their Generalizations, Florentin Smarandache, W.B Vasantha Kandasamy
Superbimatrices And Their Generalizations, Florentin Smarandache, W.B Vasantha Kandasamy
Branch Mathematics and Statistics Faculty and Staff Publications
The systematic study of supermatrices and super linear algebra has been carried out in 2008. These new algebraic structures find their applications in fuzzy models, Leontief economic models and data-storage in computers. In this book the authors introduce the new notion of superbimatrices and generalize it to super trimatrices and super n-matrices. Study of these structures is not only interesting and innovative but is also best suited for the computerized world. The main difference between simple bimatrices and super bimatrices is that in case of simple bimatrices we have only one type of product defined on them, whereas in case …