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 361 - 390 of 591
Full-Text Articles in Other Mathematics
Linear Stochastic Differential Equations With Anticipating Initial Conditions, Narjess Khalifa, Hui-Hsiung Kuo, Habib Ouerdiane, Benedykt Szozda
Linear Stochastic Differential Equations With Anticipating Initial Conditions, Narjess Khalifa, Hui-Hsiung Kuo, Habib Ouerdiane, Benedykt Szozda
Communications on Stochastic Analysis
No abstract provided.
Crra Utility Maximization Under Dynamic Risk Constraints, Santiago Moreno-Bromberg, Traian A Pirvu, Anthony Reveillac
Crra Utility Maximization Under Dynamic Risk Constraints, Santiago Moreno-Bromberg, Traian A Pirvu, Anthony Reveillac
Communications on Stochastic Analysis
No abstract provided.
Anticipated Backward Stochastic Differential Equations With Continuous Coefficients, Zhe Yang, Robert J Elliott
Anticipated Backward Stochastic Differential Equations With Continuous Coefficients, Zhe Yang, Robert J Elliott
Communications on Stochastic Analysis
No abstract provided.
Asymptotic And Geometric Properties Of Compactly Perturbed Wiener Process And Self-Intersection Local Time, Andrey A Dorogovtsev, Olga L Izyumtseva
Asymptotic And Geometric Properties Of Compactly Perturbed Wiener Process And Self-Intersection Local Time, Andrey A Dorogovtsev, Olga L Izyumtseva
Communications on Stochastic Analysis
No abstract provided.
Nonparametric Regression With Non-Gaussian Long Memory, Mariela Sued, Soledad Torres, Ciprian A. Tudor
Nonparametric Regression With Non-Gaussian Long Memory, Mariela Sued, Soledad Torres, Ciprian A. Tudor
Communications on Stochastic Analysis
No abstract provided.
Moments For The Parabolic Anderson Model: On A Result By Hu And Nualart, Daniel Conus
Moments For The Parabolic Anderson Model: On A Result By Hu And Nualart, Daniel Conus
Communications on Stochastic Analysis
No abstract provided.
Differentiability Of Stochastic Reflecting Flow With Respect To Starting Point, Andrey Pilipenko
Differentiability Of Stochastic Reflecting Flow With Respect To Starting Point, Andrey Pilipenko
Communications on Stochastic Analysis
No abstract provided.
Proving Existence Results In Martingale Theory Using A Subsequence Principle, Alexander Sokol
Proving Existence Results In Martingale Theory Using A Subsequence Principle, Alexander Sokol
Communications on Stochastic Analysis
No abstract provided.
Parallel Mutation-Reproduction Processes In Random Environments, Ying Wang
Parallel Mutation-Reproduction Processes In Random Environments, Ying Wang
Communications on Stochastic Analysis
No abstract provided.
Large Deviations For The Shell Model Of Turbulence Perturbed By Lévy Noise, Utpal Manna, Manil T Mohan
Large Deviations For The Shell Model Of Turbulence Perturbed By Lévy Noise, Utpal Manna, Manil T Mohan
Communications on Stochastic Analysis
No abstract provided.
Characterization Theorems For Differential Operators On White Noise Spaces, Abdessatar Barhoumi, Alberto Lanconelli
Characterization Theorems For Differential Operators On White Noise Spaces, Abdessatar Barhoumi, Alberto Lanconelli
Communications on Stochastic Analysis
No abstract provided.
Stochastic Burgers Equation With Polynomial Nonlinearity Driven By Lévy Process, Erika Hausenblas, Ankik Kumar Giri
Stochastic Burgers Equation With Polynomial Nonlinearity Driven By Lévy Process, Erika Hausenblas, Ankik Kumar Giri
Communications on Stochastic Analysis
No abstract provided.
Two-Dimensional Magneto-Hydrodynamic System With Jump Processes: Well Posedness And Invariant Measures, Utpal Manna, Manil T Mohan
Two-Dimensional Magneto-Hydrodynamic System With Jump Processes: Well Posedness And Invariant Measures, Utpal Manna, Manil T Mohan
Communications on Stochastic Analysis
No abstract provided.
White Noise Representation Of Gaussian Random Fields, Zachary Gelbaum
White Noise Representation Of Gaussian Random Fields, Zachary Gelbaum
Communications on Stochastic Analysis
No abstract provided.
A Representation For Positive Functionals Of A Brownian Motion And An Application, P Sundar, Ming Tao
A Representation For Positive Functionals Of A Brownian Motion And An Application, P Sundar, Ming Tao
Communications on Stochastic Analysis
No abstract provided.
Lattice Modules Over Rings Of Bounded Random Variables, Karl-Theodor Eisele, Sonia Taieb
Lattice Modules Over Rings Of Bounded Random Variables, Karl-Theodor Eisele, Sonia Taieb
Communications on Stochastic Analysis
No abstract provided.
Spectral Multipliers For The Dunkl Laplacian, Sallam Hassani, Mohamed Sifi
Spectral Multipliers For The Dunkl Laplacian, Sallam Hassani, Mohamed Sifi
Communications on Stochastic Analysis
No abstract provided.
Bose-Einstein Condensation: A Transition To Chaos Result, Stefania Ugolini
Bose-Einstein Condensation: A Transition To Chaos Result, Stefania Ugolini
Communications on Stochastic Analysis
No abstract provided.
The Feynman Integrand For The Charged Particle In A Constant Magnetic Field As White Noise Distribution, Wolfgang Bock, Martin Grothaus, Sebastian Jung
The Feynman Integrand For The Charged Particle In A Constant Magnetic Field As White Noise Distribution, Wolfgang Bock, Martin Grothaus, Sebastian Jung
Communications on Stochastic Analysis
No abstract provided.
Cauchy Problem And Integral Representation Associated To The Power Of The Qwn-Euler Operator, Aymen Ettaieb, Habib Ouerdiane, Hafedh Rguigui
Cauchy Problem And Integral Representation Associated To The Power Of The Qwn-Euler Operator, Aymen Ettaieb, Habib Ouerdiane, Hafedh Rguigui
Communications on Stochastic Analysis
No abstract provided.
Generalized Field Operator Associated To The Fractional Lévy Processes, Mounir Dahwathi, Souheyl Jendoubi, Habib Ouerdiane, Anis Riahi
Generalized Field Operator Associated To The Fractional Lévy Processes, Mounir Dahwathi, Souheyl Jendoubi, Habib Ouerdiane, Anis Riahi
Communications on Stochastic Analysis
No abstract provided.
Numerical Methods For Optimal Insurance Demand Under Marked Point Processes Shocks, Mohamed Mnif
Numerical Methods For Optimal Insurance Demand Under Marked Point Processes Shocks, Mohamed Mnif
Communications on Stochastic Analysis
No abstract provided.
Clark-Ocone Formula By The S-Transform On The Poisson White Noise Space, Yuh-Jia Lee, Nicolas Privault, Hsin-Hung Shih
Clark-Ocone Formula By The S-Transform On The Poisson White Noise Space, Yuh-Jia Lee, Nicolas Privault, Hsin-Hung Shih
Communications on Stochastic Analysis
No abstract provided.
Lieb-Thirring Bound For Schrödinger Operators With Bernstein Functions Of The Laplacian, Fumio Hiroshima, József Lorinczi
Lieb-Thirring Bound For Schrödinger Operators With Bernstein Functions Of The Laplacian, Fumio Hiroshima, József Lorinczi
Communications on Stochastic Analysis
No abstract provided.
Backward Stochastic Differential Equations With Respect To General Filtrations And Applications To Insider Finance, Bernt Øksendal, Tusheng Zhang
Backward Stochastic Differential Equations With Respect To General Filtrations And Applications To Insider Finance, Bernt Øksendal, Tusheng Zhang
Communications on Stochastic Analysis
No abstract provided.
The Itô Formula For A New Stochastic Integral, Hui-Hsiung Kuo, Anuwat Sae-Tang, Benedykt Szozda
The Itô Formula For A New Stochastic Integral, Hui-Hsiung Kuo, Anuwat Sae-Tang, Benedykt Szozda
Communications on Stochastic Analysis
No abstract provided.
Sample Path Properties Of Volterra Processes, Leonid Mytnik, Eyal Neuman
Sample Path Properties Of Volterra Processes, Leonid Mytnik, Eyal Neuman
Communications on Stochastic Analysis
No abstract provided.
Feynman-Kac Formula For The Solution Of Cauchy's Problem With Time Dependent Lévy Generator, Aroldo Pérez
Feynman-Kac Formula For The Solution Of Cauchy's Problem With Time Dependent Lévy Generator, Aroldo Pérez
Communications on Stochastic Analysis
No abstract provided.
Stochastic Calculus For Gaussian Processes And Application To Hitting Times, Pedro Lei, David Nualart
Stochastic Calculus For Gaussian Processes And Application To Hitting Times, Pedro Lei, David Nualart
Communications on Stochastic Analysis
No abstract provided.