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Articles 511 - 540 of 591

Full-Text Articles in Other Mathematics

Using Weights For The Description Of States Of Boson Systems, Volkmar Liebscher Aug 2009

Using Weights For The Description Of States Of Boson Systems, Volkmar Liebscher

Communications on Stochastic Analysis

No abstract provided.


Generating Functions Of Jacobi Polynomials, Izumi Kubo Aug 2009

Generating Functions Of Jacobi Polynomials, Izumi Kubo

Communications on Stochastic Analysis

No abstract provided.


Generalized Cauchy-Stieltjes Transforms Of Some Beta Distributions, Nizar Demni Aug 2009

Generalized Cauchy-Stieltjes Transforms Of Some Beta Distributions, Nizar Demni

Communications on Stochastic Analysis

No abstract provided.


Unbounded Positive Solutions Of Nonlinear Parabolic Itô Equations, Pao-Liu Chow Aug 2009

Unbounded Positive Solutions Of Nonlinear Parabolic Itô Equations, Pao-Liu Chow

Communications on Stochastic Analysis

No abstract provided.


Markovian Properties Of The Pauli-Fierz Model, Ameur Dhahri Aug 2009

Markovian Properties Of The Pauli-Fierz Model, Ameur Dhahri

Communications on Stochastic Analysis

No abstract provided.


Representations Of The Gegenbauer Oscillator Algebra And The Overcompleteness Of Sequences Of Nonlinear Coherent States, Abdessatar Barhoumi Aug 2009

Representations Of The Gegenbauer Oscillator Algebra And The Overcompleteness Of Sequences Of Nonlinear Coherent States, Abdessatar Barhoumi

Communications on Stochastic Analysis

No abstract provided.


Local Time For Gaussian Processes As An Element Of Sobolev Space, Alexey Rudenko Aug 2009

Local Time For Gaussian Processes As An Element Of Sobolev Space, Alexey Rudenko

Communications on Stochastic Analysis

No abstract provided.


On The Distributions Of The Sup And Inf Of The Classical Risk Process With Exponential Claim, Jorge A León, José Villa Apr 2009

On The Distributions Of The Sup And Inf Of The Classical Risk Process With Exponential Claim, Jorge A León, José Villa

Communications on Stochastic Analysis

No abstract provided.


Optimal Consumption And Portfolio For An Insider In A Market With Jumps, Delphine David, Yeliz Yolcu Okur Apr 2009

Optimal Consumption And Portfolio For An Insider In A Market With Jumps, Delphine David, Yeliz Yolcu Okur

Communications on Stochastic Analysis

No abstract provided.


Pac Commutators And The R-Transform, Aurel I Stan Apr 2009

Pac Commutators And The R-Transform, Aurel I Stan

Communications on Stochastic Analysis

No abstract provided.


A Stochastic Process Associated With The Weighted White Noise Differentiation, Issei Kitagawa Apr 2009

A Stochastic Process Associated With The Weighted White Noise Differentiation, Issei Kitagawa

Communications on Stochastic Analysis

No abstract provided.


Stochastic Heat Equation With Infinite Dimensional Fractional Noise: L_{2}-Theory, Raluca Balan Apr 2009

Stochastic Heat Equation With Infinite Dimensional Fractional Noise: L_{2}-Theory, Raluca Balan

Communications on Stochastic Analysis

No abstract provided.


Universal Malliavin Calculus In Fock And Lévy-Itô Spaces, David Applebaum Apr 2009

Universal Malliavin Calculus In Fock And Lévy-Itô Spaces, David Applebaum

Communications on Stochastic Analysis

No abstract provided.


Convergence To Weighted Fractional Brownian Sheets, Johanna Garzón Apr 2009

Convergence To Weighted Fractional Brownian Sheets, Johanna Garzón

Communications on Stochastic Analysis

No abstract provided.


An Interacting Fock Space Characterization Of Probability Measures, Luigi Accardi, Hui-Hsiung Kuo, Aurel I Stan Apr 2009

An Interacting Fock Space Characterization Of Probability Measures, Luigi Accardi, Hui-Hsiung Kuo, Aurel I Stan

Communications on Stochastic Analysis

No abstract provided.


A Class Of Anticipating Linear Stochastic Differential Equations, Julius Esunge Apr 2009

A Class Of Anticipating Linear Stochastic Differential Equations, Julius Esunge

Communications on Stochastic Analysis

No abstract provided.


Sample Properties Of Random Fields. I. Separability And Measurability, Jürgen Potthoff Apr 2009

Sample Properties Of Random Fields. I. Separability And Measurability, Jürgen Potthoff

Communications on Stochastic Analysis

No abstract provided.


Preface Dec 2008

Preface

Communications on Stochastic Analysis

No abstract provided.


Applicability Of Multiplicative Renormalization Method For A Certain Function, Izumi Kubo, Hui-Hsiung Kuo, Suat Namli Dec 2008

Applicability Of Multiplicative Renormalization Method For A Certain Function, Izumi Kubo, Hui-Hsiung Kuo, Suat Namli

Communications on Stochastic Analysis

No abstract provided.


General Equilibrium Asset Pricing Under Regime Switching, Robert J Elliott, Hong Miao, Jin Yu Dec 2008

General Equilibrium Asset Pricing Under Regime Switching, Robert J Elliott, Hong Miao, Jin Yu

Communications on Stochastic Analysis

No abstract provided.


A Class Of Extreme X-Harmonic Functions, John Verzani Dec 2008

A Class Of Extreme X-Harmonic Functions, John Verzani

Communications on Stochastic Analysis

No abstract provided.


Interacting Fock Space Versus Full Fock Module, Luigi Accardi, Michael Skeide Dec 2008

Interacting Fock Space Versus Full Fock Module, Luigi Accardi, Michael Skeide

Communications on Stochastic Analysis

No abstract provided.


Distribution And Propagation Properties Of Superprocesses With General Branching Mechanisms, Zenghu Li, Xiaowen Zhou Dec 2008

Distribution And Propagation Properties Of Superprocesses With General Branching Mechanisms, Zenghu Li, Xiaowen Zhou

Communications on Stochastic Analysis

No abstract provided.


Locally Integrable Processes With Respect To Locally Additive Summable Processes, Oana Mocioalca Dec 2008

Locally Integrable Processes With Respect To Locally Additive Summable Processes, Oana Mocioalca

Communications on Stochastic Analysis

No abstract provided.


A Decomposition Of Multiple Wiener Integrals By The Lévy Process And Lévy Laplacian, Atsushi Ishikawa Dec 2008

A Decomposition Of Multiple Wiener Integrals By The Lévy Process And Lévy Laplacian, Atsushi Ishikawa

Communications on Stochastic Analysis

No abstract provided.


Limits Of Bifractional Brownian Noises, Makoto Maejima, Ciprian A Tudor Dec 2008

Limits Of Bifractional Brownian Noises, Makoto Maejima, Ciprian A Tudor

Communications on Stochastic Analysis

No abstract provided.


Errata: Existence And Uniqueness Of Solutions To The Backward Stochastic Lorenz System (Cosa, Vol. 1, No. 3 (2007) 473–483) [Mr2403863], P Sundar, Hong Yin Dec 2008

Errata: Existence And Uniqueness Of Solutions To The Backward Stochastic Lorenz System (Cosa, Vol. 1, No. 3 (2007) 473–483) [Mr2403863], P Sundar, Hong Yin

Communications on Stochastic Analysis

No abstract provided.


An Extension Of The Itô Integral, Wided Ayed, Hui-Hsiung Kuo Dec 2008

An Extension Of The Itô Integral, Wided Ayed, Hui-Hsiung Kuo

Communications on Stochastic Analysis

No abstract provided.


Optimal Hedging Of Path-Dependent Options In Discrete Time Incomplete Market, Norman Josephy, Lucy Kimball, Victoria Steblovskaya Dec 2008

Optimal Hedging Of Path-Dependent Options In Discrete Time Incomplete Market, Norman Josephy, Lucy Kimball, Victoria Steblovskaya

Communications on Stochastic Analysis

No abstract provided.


Backward Stochastic Differential Equations Associated With Lévy Processes And Partial Integro-Differential Equations, Mohamed El Otmani Aug 2008

Backward Stochastic Differential Equations Associated With Lévy Processes And Partial Integro-Differential Equations, Mohamed El Otmani

Communications on Stochastic Analysis

No abstract provided.