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Articles 1 - 30 of 30
Full-Text Articles in Other Mathematics
The Moments Of Lévy's Area Using A Sticky Shuffle Hopf Algebra, Robin Hudson, Uwe Schauz, Yue Wu
The Moments Of Lévy's Area Using A Sticky Shuffle Hopf Algebra, Robin Hudson, Uwe Schauz, Yue Wu
Communications on Stochastic Analysis
No abstract provided.
Essential Sets For Random Operators Constructed From An Arratia Flow, Andrey A. Dorogovtsev, Ia. A. Korenovska
Essential Sets For Random Operators Constructed From An Arratia Flow, Andrey A. Dorogovtsev, Ia. A. Korenovska
Communications on Stochastic Analysis
No abstract provided.
One Dimensional Complex Ornstein-Uhlenbeck Operator, Yong Chen
One Dimensional Complex Ornstein-Uhlenbeck Operator, Yong Chen
Communications on Stochastic Analysis
No abstract provided.
Perpetual Integral Functionals Of Brownian Motion And Blowup Of Semilinear Systems Of Spdes, Eugenio Guerrero, José Alfredo López-Mindela
Perpetual Integral Functionals Of Brownian Motion And Blowup Of Semilinear Systems Of Spdes, Eugenio Guerrero, José Alfredo López-Mindela
Communications on Stochastic Analysis
No abstract provided.
A Note On Time-Dependent Additive Functionals, Adrien Barrasso, Francesco Russo
A Note On Time-Dependent Additive Functionals, Adrien Barrasso, Francesco Russo
Communications on Stochastic Analysis
No abstract provided.
Ar(1) Sequence With Random Coefficients:Regenerative Properties And Its Application, Krishna B. Athreya, Koushik Saha, Radhendushka Srivastava
Ar(1) Sequence With Random Coefficients:Regenerative Properties And Its Application, Krishna B. Athreya, Koushik Saha, Radhendushka Srivastava
Communications on Stochastic Analysis
No abstract provided.
An Optimal Execution Problem With S-Shaped Market Impact Functions, Takashi Kato
An Optimal Execution Problem With S-Shaped Market Impact Functions, Takashi Kato
Communications on Stochastic Analysis
No abstract provided.
Statistical Analysis Of The Non-Ergodic Fractional Ornstein–Uhlenbeck Process Of The Second Kind, Brahim El Onsy, Khalifa Es-Sebaiy, Ciprian A. Tudor
Statistical Analysis Of The Non-Ergodic Fractional Ornstein–Uhlenbeck Process Of The Second Kind, Brahim El Onsy, Khalifa Es-Sebaiy, Ciprian A. Tudor
Communications on Stochastic Analysis
No abstract provided.
Stationary Solutions Of Stochastic Partial Differential Equations In The Space Of Tempered Distributions, Suprio Bhar
Stationary Solutions Of Stochastic Partial Differential Equations In The Space Of Tempered Distributions, Suprio Bhar
Communications on Stochastic Analysis
No abstract provided.
Poisson Approximation Of Rademacher Functionals By The Chen-Stein Method And Malliavin Calculus, Kai Kronkowski
Poisson Approximation Of Rademacher Functionals By The Chen-Stein Method And Malliavin Calculus, Kai Kronkowski
Communications on Stochastic Analysis
No abstract provided.
A Note On Evolution Systems Of Measures Of Stochastic Differential Equations In Infinite Dimensional Hilbert Spaces, Thanh Tan Mai
A Note On Evolution Systems Of Measures Of Stochastic Differential Equations In Infinite Dimensional Hilbert Spaces, Thanh Tan Mai
Communications on Stochastic Analysis
No abstract provided.
Fractal Behavior Of Multivariate Operator-Self-Similar Stable Random Fields, Ercan Sönmez
Fractal Behavior Of Multivariate Operator-Self-Similar Stable Random Fields, Ercan Sönmez
Communications on Stochastic Analysis
No abstract provided.
Mixed Strategies For Deterministic Differential Games, Wendell H. Fleming, Daniel Hernandez-Hernandez
Mixed Strategies For Deterministic Differential Games, Wendell H. Fleming, Daniel Hernandez-Hernandez
Communications on Stochastic Analysis
No abstract provided.
On Infinite Stochastic And Related Matrices, Andreas Boukas, Philip Feinsilver, Anargyros Fellouris
On Infinite Stochastic And Related Matrices, Andreas Boukas, Philip Feinsilver, Anargyros Fellouris
Communications on Stochastic Analysis
No abstract provided.
Spatial Ergodicity Of The Harris Flows, E.V. Glinyanaya
Spatial Ergodicity Of The Harris Flows, E.V. Glinyanaya
Communications on Stochastic Analysis
No abstract provided.
Nash Twist And Gaussian Noise Measure For Isometric C1 Maps, Amites Dasgupta, Mahuya Datta
Nash Twist And Gaussian Noise Measure For Isometric C1 Maps, Amites Dasgupta, Mahuya Datta
Communications on Stochastic Analysis
No abstract provided.
A Clark-Ocone Type Formula Under Change Of Measure For Multidimensional Lévy Processes, Ryoichi Suzuki
A Clark-Ocone Type Formula Under Change Of Measure For Multidimensional Lévy Processes, Ryoichi Suzuki
Communications on Stochastic Analysis
No abstract provided.
Optimal Approximation Of Skorohod Integrals – Examples With Substandard Rates, Peter Parczewski
Optimal Approximation Of Skorohod Integrals – Examples With Substandard Rates, Peter Parczewski
Communications on Stochastic Analysis
No abstract provided.
On Martingale Representation And Logarithmic-Sobolev Inequality For Fractional Brownian Bridge Measures, Xiaoxia Sun, Feng Guo
On Martingale Representation And Logarithmic-Sobolev Inequality For Fractional Brownian Bridge Measures, Xiaoxia Sun, Feng Guo
Communications on Stochastic Analysis
No abstract provided.
On Constructing Some Membranes For A Symmetric Α-Stable Process, M. M. Osypchuk, M.I. Portenko
On Constructing Some Membranes For A Symmetric Α-Stable Process, M. M. Osypchuk, M.I. Portenko
Communications on Stochastic Analysis
No abstract provided.
Existence And Stability For Stochastic Impulsive Neutral Partial Differential Equations Driven By Rosenblatt Process With Delay And Poisson Jumps, Mouhamed Ait Ouahra, Brahim Boufoussi, El Hassan Lakhel
Existence And Stability For Stochastic Impulsive Neutral Partial Differential Equations Driven By Rosenblatt Process With Delay And Poisson Jumps, Mouhamed Ait Ouahra, Brahim Boufoussi, El Hassan Lakhel
Communications on Stochastic Analysis
No abstract provided.
Anticipative Integrals With Respect To A Filtered Lévy Process And Lévy–Itô Decomposition, Nicolas Savy, Josep Vives
Anticipative Integrals With Respect To A Filtered Lévy Process And Lévy–Itô Decomposition, Nicolas Savy, Josep Vives
Communications on Stochastic Analysis
No abstract provided.
Occupation Time Problem Of Certain Self-Similar Processes Related To The Fractional Brownian Motion, Aissa Sghir, Mohamed A. Ouahra, Soufiane Moussaten
Occupation Time Problem Of Certain Self-Similar Processes Related To The Fractional Brownian Motion, Aissa Sghir, Mohamed A. Ouahra, Soufiane Moussaten
Communications on Stochastic Analysis
No abstract provided.
The Subcritical Phase For A Homopolymer Model, Iddo Ben-Ari, Hugo Panzo
The Subcritical Phase For A Homopolymer Model, Iddo Ben-Ari, Hugo Panzo
Communications on Stochastic Analysis
No abstract provided.
Homeomorphic Property Of The Stochastic Flow Of A Natural Equation In Multi-Dimensional Case, Fatima Benziadi, Abdeldjabbar Kandouci
Homeomorphic Property Of The Stochastic Flow Of A Natural Equation In Multi-Dimensional Case, Fatima Benziadi, Abdeldjabbar Kandouci
Communications on Stochastic Analysis
No abstract provided.
Near-Martingale Property Of Anticipating Stochastic Integration, C R. Hwang, Hui-Hsiung Kuo, Kimiaki Saitô, Jiayu Zhai
Near-Martingale Property Of Anticipating Stochastic Integration, C R. Hwang, Hui-Hsiung Kuo, Kimiaki Saitô, Jiayu Zhai
Communications on Stochastic Analysis
No abstract provided.
The Qq–Bit (Ii): Functional Central Limits And Monotone Representation Of The Azema Martingale, Luigi Accardi, Yun-Gang Lu
The Qq–Bit (Ii): Functional Central Limits And Monotone Representation Of The Azema Martingale, Luigi Accardi, Yun-Gang Lu
Communications on Stochastic Analysis
No abstract provided.
An Option Pricing Model With Memory, Flavia Sancier, Salah Mohammed
An Option Pricing Model With Memory, Flavia Sancier, Salah Mohammed
Communications on Stochastic Analysis
No abstract provided.
Extensions Of The Hitsuda–Skorokhod Integral, Peter Parczewski
Extensions Of The Hitsuda–Skorokhod Integral, Peter Parczewski
Communications on Stochastic Analysis
No abstract provided.
The Double Barrier Problem With Double Exponential Jump Diffusion, Julius Esunge, Kalev Pärna, Dean Teneng
The Double Barrier Problem With Double Exponential Jump Diffusion, Julius Esunge, Kalev Pärna, Dean Teneng
Communications on Stochastic Analysis
No abstract provided.