Other Mathematics Commons^™

On An Asset Model Of Merton Type: Long-Term Observations In Financial Time-Series, Shuya Kanagawa, Narn-Rueih Shieh

Journal of Stochastic Analysis

No abstract provided.

Malliavin Calculus On The Clifford Algebra, Takayoshi Watanabe

Journal of Stochastic Analysis

No abstract provided.

Modelling Uncertain Volatility Using Quantum Stochastic Calculus: Unitary Vs Non-Unitary Time Evolution, Will Hicks

Journal of Stochastic Analysis

No abstract provided.

Pricing Variance Swaps For The Discrete Bn-S Model, Semere Gebresilasie

Journal of Stochastic Analysis

No abstract provided.

Errata: 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 Saito

Journal of Stochastic Analysis

No abstract provided.

Bernoulli Convolution Of The Depth Of Nodes In Recursive Trees With General Affinities, Toshio Nakata, Hosam Mahmoud

Journal of Stochastic Analysis

No abstract provided.

Stochastic Solutions For Hyperbolic Pde, Abdol-Reza Mansouri, Zachary Selk

Journal of Stochastic Analysis

No abstract provided.

Limit Theorems For Increments Of Branching Particle Systems With Linear Rates And Poisson Initial Condition, Alexander Kreinin, Vladimir V. Vinogradov

Journal of Stochastic Analysis

No abstract provided.

Higher Order Operator Splitting Schemes With Complex Coefficients And Applications, Arun Banjara

LSU Doctoral Dissertations

The goal of this dissertation is to apply the concept of Lie generators for linear semigroups induced by nonlinear flows, originally developed by J. R. Dorroh and J. W. Neuberger in the 1990’s [15], to approximate solutions of initial value problems like

x′(t) = F(x(t)), x(0) = x₀, (1)

where F = (F₁,··· ,F_N), and F_i : R^N ⊃ Ω -> R^N. The method, sometimes referred to as ``Bernard Koopman’s Global Linearization Method,” traces its origins back to the works of Sophus Lie in the 1890’s [30], Gerhard Kowalewski in …

Holomorphic Functional Calculus Approach To The Characteristic Function Of Quantum Observables, Andreas Boukas

Journal of Stochastic Analysis

No abstract provided.

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

No abstract provided.

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

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

Journal of Stochastic Analysis

No abstract provided.

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

Journal of Stochastic Analysis

No abstract provided.

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

Journal of Stochastic Analysis

No abstract provided.

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

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

Journal of Stochastic Analysis

No abstract provided.

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

Journal of Stochastic Analysis

No abstract provided.

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

Journal of Stochastic Analysis

No abstract provided.

Sl(2,Z) Representations And 2-Semiregular Modular Categories, Samuel Nathan Wilson

LSU Doctoral Dissertations

We address the open question of which representations of the modular group SL(2,Z) can be realized by a modular category. In order to investigate this problem, we introduce the concept of a symmetrizable representation of SL(2,Z) and show that this property is necessary for the representation to be realized. We then prove that all congruence representations of SL(2,Z) are symmetrizable. The proof involves constructing a symmetric basis, which greatly aids in further calculation. We apply this result to the reconstruction of modular category data from representations, as well as to the classification of semiregular categories, which are defined via an …

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

Journal of Stochastic Analysis

No abstract provided.

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

Journal of Stochastic Analysis

No abstract provided.