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2023

Journal of Stochastic Analysis

Articles 1 - 14 of 14

Full-Text Articles in Other Mathematics

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.