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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
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
Generating Functions Of Jacobi Polynomials, Izumi Kubo
Communications on Stochastic Analysis
No abstract provided.
Generalized Cauchy-Stieltjes Transforms Of Some Beta Distributions, Nizar Demni
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
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
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
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
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
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
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
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
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
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
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
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
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
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
Sample Properties Of Random Fields. I. Separability And Measurability, Jürgen Potthoff
Communications on Stochastic Analysis
No abstract provided.
Applicability Of Multiplicative Renormalization Method For A Certain Function, Izumi Kubo, Hui-Hsiung Kuo, Suat Namli
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
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
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
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
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
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
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
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
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
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
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
Backward Stochastic Differential Equations Associated With Lévy Processes And Partial Integro-Differential Equations, Mohamed El Otmani
Communications on Stochastic Analysis
No abstract provided.