Open Access. Powered by Scholars. Published by Universities.®
- Discipline
- Keyword
-
- A Note on Time-Dependent Additive Functionals (1)
- Altruism (1)
- Arratia flow (1)
- Auto-regressive sequence (1)
- Blow up (1)
-
- Boltzmann-Enskog Equation (1)
- Category theory (1)
- Complex Hermite polynomials (1)
- Differential Equations (1)
- Euler numbers (1)
- Explosion time (1)
- Flows (1)
- Game theory (1)
- Hamilton-Jacobi-Bellman (1)
- Harris recurrence (1)
- Higher order approximation (1)
- Interacting Particle Systems (1)
- Kolmogorov widths (1)
- Koopman Lie-Generator (1)
- Lévy area (1)
- Market impact (1)
- Martingale Problems (1)
- Mathematical physics (1)
- Modular categories (1)
- Natural selection (1)
- Normal diffusion operator (1)
- Normal operator (1)
- Operator Spliting (1)
- Optimal Execution (1)
- Ornstein-Uhlenbeck semigroup (1)
- Publication Year
- Publication
- Publication Type
Articles 181 - 210 of 591
Full-Text Articles in Other Mathematics
On A Stochastic 2d Cahn-Hilliard-Navier-Stokes System Driven By Jump Noise, G. Deugoué, T. Tachim Medjo
On A Stochastic 2d Cahn-Hilliard-Navier-Stokes System Driven By Jump Noise, G. Deugoué, T. Tachim Medjo
Communications on Stochastic Analysis
No abstract provided.
Some Properties Of The Inhomogeneous Panjer Process, Ana María Beltrán Cortés, José Alfredo Jiménez Moscoso
Some Properties Of The Inhomogeneous Panjer Process, Ana María Beltrán Cortés, José Alfredo Jiménez Moscoso
Communications on Stochastic Analysis
No abstract provided.
Second Order Stochastic Partial Integro Differential Equations With Delay And Impulses, M.V.S.S.B.B.K. Sastry, G.V.S.R. Deekshitulu
Second Order Stochastic Partial Integro Differential Equations With Delay And Impulses, M.V.S.S.B.B.K. Sastry, G.V.S.R. Deekshitulu
Communications on Stochastic Analysis
No abstract provided.
Random Matrices, Continuous Circular Systems And The Triangular Operator, Romuald Lenczewski
Random Matrices, Continuous Circular Systems And The Triangular Operator, Romuald Lenczewski
Communications on Stochastic Analysis
No abstract provided.
Exponential Inequalities For Exit Times For Stochastic Navier-Stokes Equations And A Class Of Evolutions, Po-Han Hsu, Padamanbhan Sundar
Exponential Inequalities For Exit Times For Stochastic Navier-Stokes Equations And A Class Of Evolutions, Po-Han Hsu, Padamanbhan Sundar
Communications on Stochastic Analysis
No abstract provided.
Global Strong Solutions Of The Stochastic Three Dimensional Inviscid Simplified Bardina Turbulence Model, Manil T. Mohan
Global Strong Solutions Of The Stochastic Three Dimensional Inviscid Simplified Bardina Turbulence Model, Manil T. Mohan
Communications on Stochastic Analysis
No abstract provided.
Normally Ordered Disentanglement Of Multi-Dimensional Schrödinger Algebra Exponentials, Luigi Accardi, Andreas Boukas
Normally Ordered Disentanglement Of Multi-Dimensional Schrödinger Algebra Exponentials, Luigi Accardi, Andreas Boukas
Communications on Stochastic Analysis
No abstract provided.
Composition Of Gaussian Noises From Successive Convex Integrations, Amites Dasgupta
Composition Of Gaussian Noises From Successive Convex Integrations, Amites Dasgupta
Communications on Stochastic Analysis
No abstract provided.
Limiting Means For Spherical Slices, Amy Peterson, Ambar Sengupta
Limiting Means For Spherical Slices, Amy Peterson, Ambar Sengupta
Communications on Stochastic Analysis
No abstract provided.
Generalized Stochastic Burgers' Equation With Non-Lipschitz Diffusion Coefficient, Vivek Kumar, Ankik Kumar Giri
Generalized Stochastic Burgers' Equation With Non-Lipschitz Diffusion Coefficient, Vivek Kumar, Ankik Kumar Giri
Communications on Stochastic Analysis
No abstract provided.
Functional Central Limit Theorem For Additive Functionals Associated To The Generalized Nelson Hamiltonian, Soumaya Gheryani, Achref Majid, Habib Ouerdiane
Functional Central Limit Theorem For Additive Functionals Associated To The Generalized Nelson Hamiltonian, Soumaya Gheryani, Achref Majid, Habib Ouerdiane
Communications on Stochastic Analysis
No abstract provided.
Stochastic Differential Equations With Anticipating Initial Conditions, Hui-Hsiung Kuo, Sudip Sinha, Jiayu Zhai
Stochastic Differential Equations With Anticipating Initial Conditions, Hui-Hsiung Kuo, Sudip Sinha, Jiayu Zhai
Communications on Stochastic Analysis
No abstract provided.
Stochastic Lagrangian Formulations For Damped Navier-Stokes Equations And Boussinesq System, With Applications, Kazuo Yamazaki
Stochastic Lagrangian Formulations For Damped Navier-Stokes Equations And Boussinesq System, With Applications, Kazuo Yamazaki
Communications on Stochastic Analysis
No abstract provided.
Generalized Random Fields And Lévy's Continuity Theorem On The Space Of Tempered Distributions, Hermine Biermé, Olivier Durieu, Yizao Wang
Generalized Random Fields And Lévy's Continuity Theorem On The Space Of Tempered Distributions, Hermine Biermé, Olivier Durieu, Yizao Wang
Communications on Stochastic Analysis
No abstract provided.
On A Stochastic 2d Simplified Liquid Crystal Model Driven By Jump Noise, T. Tachim Medjo
On A Stochastic 2d Simplified Liquid Crystal Model Driven By Jump Noise, T. Tachim Medjo
Communications on Stochastic Analysis
No abstract provided.
New Filters For The Calibration Of Regime Switching Beta Dynamics, Robert J. Elliott, Carlton Osakwe
New Filters For The Calibration Of Regime Switching Beta Dynamics, Robert J. Elliott, Carlton Osakwe
Communications on Stochastic Analysis
No abstract provided.
Non-Continuous Double Barrier Reflected Bsdes With Jumps Under A Stochastic Lipschitz Coefficient, Mohamed Marzougue, Mohamed El Otmani
Non-Continuous Double Barrier Reflected Bsdes With Jumps Under A Stochastic Lipschitz Coefficient, Mohamed Marzougue, Mohamed El Otmani
Communications on Stochastic Analysis
No abstract provided.
Nonlocal Diffusions And The Quantum Black-Scholes Equation: Modelling The Market Fear Factor, Will Hicks
Nonlocal Diffusions And The Quantum Black-Scholes Equation: Modelling The Market Fear Factor, Will Hicks
Communications on Stochastic Analysis
No abstract provided.
A Decomposition Of A Space Of Multiple Wiener Integrals By The Difference Of Two Independent Lévy Processes In Terms Of The Lévy Laplacian, Atsushi Ishikawa
A Decomposition Of A Space Of Multiple Wiener Integrals By The Difference Of Two Independent Lévy Processes In Terms Of The Lévy Laplacian, Atsushi Ishikawa
Communications on Stochastic Analysis
No abstract provided.
An Asymptotic Comparison Of Two Time-Homogeneous Pam Models, Hyun-Jung Kim, Sergey Vladimir Lototsky
An Asymptotic Comparison Of Two Time-Homogeneous Pam Models, Hyun-Jung Kim, Sergey Vladimir Lototsky
Communications on Stochastic Analysis
No abstract provided.
Parametric Family Of Sdes Driven By Lévy Noise, Suprio Bhar, Barun Sarkar
Parametric Family Of Sdes Driven By Lévy Noise, Suprio Bhar, Barun Sarkar
Communications on Stochastic Analysis
No abstract provided.
Directional Malliavin Derivatives: A Characterisation Of Independence And A Generalised Chain Rule, Stefan Koch
Directional Malliavin Derivatives: A Characterisation Of Independence And A Generalised Chain Rule, Stefan Koch
Communications on Stochastic Analysis
No abstract provided.
Reversibility Checking For Markov Chains, P. H. Brill, Chi Ho Cheung, Myron Hlynka, Q. Jiang
Reversibility Checking For Markov Chains, P. H. Brill, Chi Ho Cheung, Myron Hlynka, Q. Jiang
Communications on Stochastic Analysis
No abstract provided.
A Stochastic Integral By A Near-Martingale, Shinya Hibino, Hui-Hsiung Kuo, Kimiaki Saitô
A Stochastic Integral By A Near-Martingale, Shinya Hibino, Hui-Hsiung Kuo, Kimiaki Saitô
Communications on Stochastic Analysis
No abstract provided.
A Triple Comparison Between Anticipating Stochastic Integrals In Financial Modeling, Joan Bastons, Carlos Escudero
A Triple Comparison Between Anticipating Stochastic Integrals In Financial Modeling, Joan Bastons, Carlos Escudero
Communications on Stochastic Analysis
No abstract provided.
Exit-Time Of Granular Media Equation Starting In A Local Minimum, Julian Tugaut
Exit-Time Of Granular Media Equation Starting In A Local Minimum, Julian Tugaut
Communications on Stochastic Analysis
No abstract provided.
Bsdes On Finite And Infinite Horizon With Time-Delayed Generators, Peng Luo, Ludovic Tangpi
Bsdes On Finite And Infinite Horizon With Time-Delayed Generators, Peng Luo, Ludovic Tangpi
Communications on Stochastic Analysis
No abstract provided.
Arratia Flow With Drift And Trotter Formula For Brownian Web, Andrey A. Dorogovtsev, M. B. Vovchanskii
Arratia Flow With Drift And Trotter Formula For Brownian Web, Andrey A. Dorogovtsev, M. B. Vovchanskii
Communications on Stochastic Analysis
No abstract provided.
A Discrete Time Approximations For Certain Class Of One-Dimensional Backward Stochastic Differential Equations Via Girsanov's Theorem, Aissa Sghir, Driss Seghir, Soukaina Hadiri
A Discrete Time Approximations For Certain Class Of One-Dimensional Backward Stochastic Differential Equations Via Girsanov's Theorem, Aissa Sghir, Driss Seghir, Soukaina Hadiri
Communications on Stochastic Analysis
No abstract provided.
Symmetric Weighted Odd-Power Variations Of Fractional Brownian Motion And Applications, David Nualart, Raghid Zeineddine
Symmetric Weighted Odd-Power Variations Of Fractional Brownian Motion And Applications, David Nualart, Raghid Zeineddine
Communications on Stochastic Analysis
No abstract provided.