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Articles 1 - 30 of 548
Full-Text Articles in Other Mathematics
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
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
In this paper, we introduce a new locally convex space of distributions, as a generalization of the space from [15] and [11], in which we have the product of any distributions as a series expansion. Then we discuss an extension of the Lévy and Volterra Laplacians to operators on the locally convex space including distribution-coefficient polynomials and distribution valued exponentials on distributions, and give an infinite dimensional Brownian motion associated with the Lévy Laplacian. Moreover, we give an integral expression of the Lévy Laplacian. Based on those results, we obtain white noise distribution-valued stochastic differential equations for the delta distributions …
Quasistationary Distribution For The Invasion Model On A Complete Bipartite Graph, Clayton Allard, Iddo Ben-Ari, Shrikant Chand, Van Hovenga, Edith Lee, Julia Shapiro
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
A Jump-Diffusion Process For Asset Price With Non-Independent Jumps, Yihren Wu, Majnu John
Journal of Stochastic Analysis
No abstract provided.
Quantization Of The Monotone Poisson Central Limit Theorem, Yungang Lu
Quantization Of The Monotone Poisson Central Limit Theorem, Yungang Lu
Journal of Stochastic Analysis
No abstract provided.
Applications Of A Superposed Ornstein-Uhlenbeck Type Processes, Santatriniaina Avotra Randrianambinina, Julius Esunge
Applications Of A Superposed Ornstein-Uhlenbeck Type Processes, Santatriniaina Avotra Randrianambinina, Julius Esunge
Journal of Stochastic Analysis
No abstract provided.
On The Diagonalizability And Factorizability Of Quadratic Boson Fields, Luigi Accardi, Andreas Boukas, Yungang Lu, Alexander Teretenkov
On The Diagonalizability And Factorizability Of Quadratic Boson Fields, Luigi Accardi, Andreas Boukas, Yungang Lu, Alexander Teretenkov
Journal of Stochastic Analysis
No abstract provided.
The Degree Gini Index Of Several Classes Of Random Trees And Their Poissonized Counterparts—Evidence For Duality, Carly Domicolo, Panpan Zhang, Hosam Mahmoud
The Degree Gini Index Of Several Classes Of Random Trees And Their Poissonized Counterparts—Evidence For Duality, Carly Domicolo, Panpan Zhang, Hosam Mahmoud
Journal of Stochastic Analysis
No abstract provided.
A Sharp Rate Of Convergence In The Functional Central Limit Theorem With Gaussian Input, S.V. Lototsky
A Sharp Rate Of Convergence In The Functional Central Limit Theorem With Gaussian Input, S.V. Lototsky
Journal of Stochastic Analysis
No abstract provided.
Quantization Of The Free Poisson Central Limit Theorem, Yungang Lu
Quantization Of The Free Poisson Central Limit Theorem, Yungang Lu
Journal of Stochastic Analysis
No abstract provided.
Quantization Of The Boolean Poisson Central Limit Theorem And A Generalized Boolean Bernoulli Sequence, Yungang Lu
Quantization Of The Boolean Poisson Central Limit Theorem And A Generalized Boolean Bernoulli Sequence, Yungang Lu
Journal of Stochastic Analysis
No abstract provided.
A First-Passage Problem For Exponential Integrated Diffusion Processes, Mario Lefebvre
A First-Passage Problem For Exponential Integrated Diffusion Processes, Mario Lefebvre
Journal of Stochastic Analysis
No abstract provided.