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Articles 151 - 180 of 591
Full-Text Articles in Other Mathematics
Memory-Modulated Cir Process With Discrete Delay Coefficients, Pathiranage Lochana Siriwardena, Harry Randolph Hughes, D. G. Wilathgamuwa
Memory-Modulated Cir Process With Discrete Delay Coefficients, Pathiranage Lochana Siriwardena, Harry Randolph Hughes, D. G. Wilathgamuwa
Journal of Stochastic Analysis
No abstract provided.
Some Exit Time Estimates For Super-Brownian Motion And Fleming-Viot Process, Parisa Fatheddin
Some Exit Time Estimates For Super-Brownian Motion And Fleming-Viot Process, Parisa Fatheddin
Journal of Stochastic Analysis
No abstract provided.
An Improved Uniqueness Result For A System Of Sde Related To The Stochastic Wave Equation, Carl Mueller, Eyal Neuman, Michael Salins, Giang Truong
An Improved Uniqueness Result For A System Of Sde Related To The Stochastic Wave Equation, Carl Mueller, Eyal Neuman, Michael Salins, Giang Truong
Journal of Stochastic Analysis
No abstract provided.
Large And Moderate Deviation Principles For Recursive Kernel Estimators For Spatial Data, Salim Bouzebda, Yousri Slaoui
Large And Moderate Deviation Principles For Recursive Kernel Estimators For Spatial Data, Salim Bouzebda, Yousri Slaoui
Journal of Stochastic Analysis
No abstract provided.
Closed Quantum Black-Scholes: Quantum Drift And The Heisenberg Equation Of Motion, Will Hicks
Closed Quantum Black-Scholes: Quantum Drift And The Heisenberg Equation Of Motion, Will Hicks
Journal of Stochastic Analysis
No abstract provided.
Exit Problems For Jump-Diffusion Processes With Uniform Jumps, Mario Lefebvre
Exit Problems For Jump-Diffusion Processes With Uniform Jumps, Mario Lefebvre
Journal of Stochastic Analysis
No abstract provided.
Ogawa Integrability And A Condition For Convergence In The Multidimensional Case, Nicolò Cangiotti, Sonia Mazzucchi
Ogawa Integrability And A Condition For Convergence In The Multidimensional Case, Nicolò Cangiotti, Sonia Mazzucchi
Journal of Stochastic Analysis
No abstract provided.
Mixing Coefficient For Discrete-Time Stochastic Flow, E.V. Glinyanaya
Mixing Coefficient For Discrete-Time Stochastic Flow, E.V. Glinyanaya
Journal of Stochastic Analysis
No abstract provided.
On A Class Of Average Preserving Semi-Martingale Laws Optimization Problems, Rémi Lassalle
On A Class Of Average Preserving Semi-Martingale Laws Optimization Problems, Rémi Lassalle
Journal of Stochastic Analysis
No abstract provided.
The Semimartingale Dynamics And Generator Of A Continuous Time Semi-Markov Chain, Robert J. Elliott
The Semimartingale Dynamics And Generator Of A Continuous Time Semi-Markov Chain, Robert J. Elliott
Journal of Stochastic Analysis
No abstract provided.
Preface, Hui-Hsiung Kuo, George Yin
Preface, Hui-Hsiung Kuo, George Yin
Communications on Stochastic Analysis
No abstract provided.
Non-Nested Monte Carlo Dual Bounds For Multi-Exercisable Options, Xiang Cheng, Zhuo Jin
Non-Nested Monte Carlo Dual Bounds For Multi-Exercisable Options, Xiang Cheng, Zhuo Jin
Communications on Stochastic Analysis
No abstract provided.
Subdifferentials Of Value Functions In Nonconvex Dynamic Programming For Nonstationary Stochastic Processes, Boris S. Mordukhovich, Nobusumi Sagara
Subdifferentials Of Value Functions In Nonconvex Dynamic Programming For Nonstationary Stochastic Processes, Boris S. Mordukhovich, Nobusumi Sagara
Communications on Stochastic Analysis
No abstract provided.
Euler-Maruyama Method For Regime Switching Stochastic Differential Equations With Hölder Coefficients, Dung T. Nguyen, Son L. Nguyen
Euler-Maruyama Method For Regime Switching Stochastic Differential Equations With Hölder Coefficients, Dung T. Nguyen, Son L. Nguyen
Communications on Stochastic Analysis
No abstract provided.
Totalitarian Random Tug-Of-War Games In Graphs, Marcos Antón, Fernando Charro, Peiyong Wang
Totalitarian Random Tug-Of-War Games In Graphs, Marcos Antón, Fernando Charro, Peiyong Wang
Communications on Stochastic Analysis
No abstract provided.
Anticipating Exponential Processes And Stochastic Differential Equations, Chii Ruey Hwang, Hui-Hsiung Kuo, Kimiaki Saitô
Anticipating Exponential Processes And Stochastic Differential Equations, Chii Ruey Hwang, Hui-Hsiung Kuo, Kimiaki Saitô
Communications on Stochastic Analysis
No abstract provided.
Action Functionals For Stochastic Differential Equations With Lévy Noise, Shenglan Yuan, Jinqiao Duan
Action Functionals For Stochastic Differential Equations With Lévy Noise, Shenglan Yuan, Jinqiao Duan
Communications on Stochastic Analysis
No abstract provided.
Stochastic Process And Its Role In The Development Of The Financial Market: Celebrating Professor Chow's Long And Successful Career, Xisuo L. Liu
Communications on Stochastic Analysis
No abstract provided.
Hybrid Models And Switching Control With Constraints, Jose L. Menaldi, Maurice Robin
Hybrid Models And Switching Control With Constraints, Jose L. Menaldi, Maurice Robin
Communications on Stochastic Analysis
No abstract provided.
Stochastic Partial Differential Equation Sis Epidemic Models: Modeling And Analysis, Nhu N. Nguyen, George Yin
Stochastic Partial Differential Equation Sis Epidemic Models: Modeling And Analysis, Nhu N. Nguyen, George Yin
Communications on Stochastic Analysis
No abstract provided.
Increasing C-Additive Processes, Nadjib Bouzar
Increasing C-Additive Processes, Nadjib Bouzar
Communications on Stochastic Analysis
No abstract provided.
A Limiting Process To Invert The Gauss-Radon Transform, Jeremy J. Becnel
A Limiting Process To Invert The Gauss-Radon Transform, Jeremy J. Becnel
Communications on Stochastic Analysis
No abstract provided.
Spectral Theorem Approach To The Characteristic Function Of Quantum Observables, Andreas Boukas, Philip J. Feinsilver
Spectral Theorem Approach To The Characteristic Function Of Quantum Observables, Andreas Boukas, Philip J. Feinsilver
Communications on Stochastic Analysis
No abstract provided.
Smoothing Parameters For Recursive Kernel Density Estimators Under Censoring, Yousri Slaoui
Smoothing Parameters For Recursive Kernel Density Estimators Under Censoring, Yousri Slaoui
Communications on Stochastic Analysis
No abstract provided.
Strong Convergence Rate In Averaging Principle For The Heat Equation Driven By A General Stochastic Measure, Vadym Radchenko
Strong Convergence Rate In Averaging Principle For The Heat Equation Driven By A General Stochastic Measure, Vadym Radchenko
Communications on Stochastic Analysis
No abstract provided.
Reflection Positivity: A Quantum Field Theory Connection, Joseph W. Grenier
Reflection Positivity: A Quantum Field Theory Connection, Joseph W. Grenier
LSU Doctoral Dissertations
At the heart of constructive quantum field theory lies reflection positivity. Through its use one may extend results for a Euclidean field theory to a relativistic theory. In this dissertation we connect functorial and constructive quantum field theories through reflection positivity. In 2014 Santosh Kandel constructed examples of $d$-dimensional functorial QFTs when $d$ is even. We define functorial reflection positivity and show that this functorial theory is a reflection positive theory. We go on to show that every reflection positive theory produces a reflection positive Hilbert space. Iterated doubles are then introduced and used as a starting point to produce …
On The Adjoint Markov Policies In Stochastic Differential Games, Nicolai V. Krylov
On The Adjoint Markov Policies In Stochastic Differential Games, Nicolai V. Krylov
Communications on Stochastic Analysis
No abstract provided.
A Nonlocal Approach To The Quantum Kolmogorov Backward Equation And Links To Noncommutative Geometry, Will Hicks
A Nonlocal Approach To The Quantum Kolmogorov Backward Equation And Links To Noncommutative Geometry, Will Hicks
Communications on Stochastic Analysis
No abstract provided.
Regularity Of The Local Time Of Diffusions On The Positive Real Line With Reflection At Zero, Masafumi Hayashi
Regularity Of The Local Time Of Diffusions On The Positive Real Line With Reflection At Zero, Masafumi Hayashi
Communications on Stochastic Analysis
No abstract provided.
On The Spectrum Of Self-Adjoint Lévy Generators, David Applebaum
On The Spectrum Of Self-Adjoint Lévy Generators, David Applebaum
Communications on Stochastic Analysis
No abstract provided.