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Articles 241 - 270 of 429
Full-Text Articles in Other Mathematics
Generalised Clark-Ocone Formulae For Differential Forms, Y Yang
Generalised Clark-Ocone Formulae For Differential Forms, Y Yang
Communications on Stochastic Analysis
No abstract provided.
Functional Itô'S Calculus And Dynamic Convex Risk Measures For Derivative Securities, Tak Kuen Siu
Functional Itô'S Calculus And Dynamic Convex Risk Measures For Derivative Securities, Tak Kuen Siu
Communications on Stochastic Analysis
No abstract provided.
Chaos Representations For Marked Point Processes, Samuel N Cohen
Chaos Representations For Marked Point Processes, Samuel N Cohen
Communications on Stochastic Analysis
No abstract provided.
Construction Of The Paths Of Brownian Motions On Star Graphs Ii, Vadim Kostrykin, Jürgen Potthoff, Robert Schrader
Construction Of The Paths Of Brownian Motions On Star Graphs Ii, Vadim Kostrykin, Jürgen Potthoff, Robert Schrader
Communications on Stochastic Analysis
No abstract provided.
Asymptotic Spectral Analysis Of A Distance K-Graph Of N-Fold Direct Product Of A Graph, Jun Kurihara
Asymptotic Spectral Analysis Of A Distance K-Graph Of N-Fold Direct Product Of A Graph, Jun Kurihara
Communications on Stochastic Analysis
No abstract provided.
A Multidimensional Ruin Problem, S Ramasubramanian
A Multidimensional Ruin Problem, S Ramasubramanian
Communications on Stochastic Analysis
No abstract provided.
Roots Of States, B V Rajarama Bhat
Roots Of States, B V Rajarama Bhat
Communications on Stochastic Analysis
No abstract provided.
Lévy Processes Through Time Shift On Oscillator Weyl Algebra, Luigi Accardi, Habib Ouerdiane, Habib Rebei
Lévy Processes Through Time Shift On Oscillator Weyl Algebra, Luigi Accardi, Habib Ouerdiane, Habib Rebei
Communications on Stochastic Analysis
No abstract provided.
A Vacuum-Adapted Approach To Quantum Feynman-Kac Formulae, Alexander C R Belton, J Martin Lindsay, Adam G Skalski
A Vacuum-Adapted Approach To Quantum Feynman-Kac Formulae, Alexander C R Belton, J Martin Lindsay, Adam G Skalski
Communications on Stochastic Analysis
No abstract provided.
Multiple Q-Adapted Integrals And Itô Formula Of Noncommutative Stochastic Calculus In Fock Space, V P Belavkin, M F Brown
Multiple Q-Adapted Integrals And Itô Formula Of Noncommutative Stochastic Calculus In Fock Space, V P Belavkin, M F Brown
Communications on Stochastic Analysis
No abstract provided.
The Early Years Of Quantum Stochastic Calculus, R L Hudson
The Early Years Of Quantum Stochastic Calculus, R L Hudson
Communications on Stochastic Analysis
No abstract provided.
Large Deviations For Random Matrices, Sourav Chatterjee, S R S Varadhan
Large Deviations For Random Matrices, Sourav Chatterjee, S R S Varadhan
Communications on Stochastic Analysis
No abstract provided.
Some Problems Involving Airy Functions, V S Varadarajan
Some Problems Involving Airy Functions, V S Varadarajan
Communications on Stochastic Analysis
No abstract provided.
An Interpolating Family Of Means, Rajendra Bhatia, Ren-Cang Li
An Interpolating Family Of Means, Rajendra Bhatia, Ren-Cang Li
Communications on Stochastic Analysis
No abstract provided.
Hilbert Von Neumann Modules, Panchugopal Bikram, Kunal Mukherjee, R. Srinivasan, V S Sunder
Hilbert Von Neumann Modules, Panchugopal Bikram, Kunal Mukherjee, R. Srinivasan, V S Sunder
Communications on Stochastic Analysis
No abstract provided.
Bell's Inequality Violations: Relation With De Finetti's Coherence Principle And Inferential Analysis Of Experimental Data, Franco Fagnola, Matteo Gregoratti
Bell's Inequality Violations: Relation With De Finetti's Coherence Principle And Inferential Analysis Of Experimental Data, Franco Fagnola, Matteo Gregoratti
Communications on Stochastic Analysis
No abstract provided.
Density Dependent Utilities With Transaction Costs, Eriyoti Chikodza, Julius N Esunge
Density Dependent Utilities With Transaction Costs, Eriyoti Chikodza, Julius N Esunge
Communications on Stochastic Analysis
No abstract provided.
Consistent Price Systems For Bounded Processes, Florian Maris, Eric Mbakop, Hasanjan Sayit
Consistent Price Systems For Bounded Processes, Florian Maris, Eric Mbakop, Hasanjan Sayit
Communications on Stochastic Analysis
No abstract provided.
A Martingale Representation For The Maximum Of A Lévy Process, Bruno Rémillard, Jean-François Renaud
A Martingale Representation For The Maximum Of A Lévy Process, Bruno Rémillard, Jean-François Renaud
Communications on Stochastic Analysis
No abstract provided.
Changes Of Measure And Representations Of The First Hitting Time Of A Bessel Process, Gerardo Hernandez-Del-Valle
Changes Of Measure And Representations Of The First Hitting Time Of A Bessel Process, Gerardo Hernandez-Del-Valle
Communications on Stochastic Analysis
No abstract provided.
A Connection Between The Poissonian Wick Product And The Discrete Convolution, Alberto Lanconelli, Luigi Sportelli
A Connection Between The Poissonian Wick Product And The Discrete Convolution, Alberto Lanconelli, Luigi Sportelli
Communications on Stochastic Analysis
No abstract provided.
Stochastic Analysis Of Backward Tidal Dynamics Equation, Hong Yin
Stochastic Analysis Of Backward Tidal Dynamics Equation, Hong Yin
Communications on Stochastic Analysis
No abstract provided.
Intraday Empirical Analysis Of Electricity Price Behaviour, Eckhard Platen, Jason West
Intraday Empirical Analysis Of Electricity Price Behaviour, Eckhard Platen, Jason West
Communications on Stochastic Analysis
No abstract provided.
The Minimal Martingale Measure For The Price Process With Poisson Shot Noise Jumps, Jun Yan
The Minimal Martingale Measure For The Price Process With Poisson Shot Noise Jumps, Jun Yan
Communications on Stochastic Analysis
No abstract provided.
Mrm-Applicable Measures For The Power Function Of The Second Order, Izumi Kubo, Hui-Hsiung Kuo, Suat Namli
Mrm-Applicable Measures For The Power Function Of The Second Order, Izumi Kubo, Hui-Hsiung Kuo, Suat Namli
Communications on Stochastic Analysis
No abstract provided.
Approximations Of Fractional Stochastic Differential Equations By Means Of Transport Processes, Johanna Garzón, Luis G Gorostiza, Jorge A León
Approximations Of Fractional Stochastic Differential Equations By Means Of Transport Processes, Johanna Garzón, Luis G Gorostiza, Jorge A León
Communications on Stochastic Analysis
No abstract provided.
Twin Mrm-Triples In Multiplicative Renormalization Method, Izumi Kubo, Hui-Hsiung Kuo
Twin Mrm-Triples In Multiplicative Renormalization Method, Izumi Kubo, Hui-Hsiung Kuo
Communications on Stochastic Analysis
No abstract provided.
Weak Convergence For Approximation Of American Option Prices, Weiping Li, Mei Xing
Weak Convergence For Approximation Of American Option Prices, Weiping Li, Mei Xing
Communications on Stochastic Analysis
No abstract provided.
Risk Indifference Pricing Of Functional Claims Of The Yield Surface In The Presence Of Partial Information, Ta Thi Kieu An, Frank Proske, Mark Rubtsov
Risk Indifference Pricing Of Functional Claims Of The Yield Surface In The Presence Of Partial Information, Ta Thi Kieu An, Frank Proske, Mark Rubtsov
Communications on Stochastic Analysis
No abstract provided.
A Stochastic Lagrangian Particle Model And Nonlinear Filtering For Three Dimensional Euler Flow With Jumps, Sivaguru S Sritharan, Meng Xu
A Stochastic Lagrangian Particle Model And Nonlinear Filtering For Three Dimensional Euler Flow With Jumps, Sivaguru S Sritharan, Meng Xu
Communications on Stochastic Analysis
No abstract provided.