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2008

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Articles 1 - 30 of 55

Full-Text Articles in Other Mathematics

Preface Dec 2008

Preface

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 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.


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.


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.


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.


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.


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.


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.


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.


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.


Absolute Continuity Of Laws For Semilinear Stochastic Equations With Additive Noise, Benedetta Ferrario Aug 2008

Absolute Continuity Of Laws For Semilinear Stochastic Equations With Additive Noise, Benedetta Ferrario

Communications on Stochastic Analysis

No abstract provided.


Properties Of Certain Lévy And Geometric Lévy Processes, Vladimir Vinogradov Aug 2008

Properties Of Certain Lévy And Geometric Lévy Processes, Vladimir Vinogradov

Communications on Stochastic Analysis

No abstract provided.


The Stochastic Heat Equation Driven By A Gaussian Noise: Germ Markov Property, Raluca Balan, Doyoon Kim Aug 2008

The Stochastic Heat Equation Driven By A Gaussian Noise: Germ Markov Property, Raluca Balan, Doyoon Kim

Communications on Stochastic Analysis

No abstract provided.


Solutions Of Backward Stochastic Differential Equations On Markov Chains, Samuel N Cohen, Robert J Elliott Aug 2008

Solutions Of Backward Stochastic Differential Equations On Markov Chains, Samuel N Cohen, Robert J Elliott

Communications on Stochastic Analysis

No abstract provided.


Generic Fock Quantum Markov Semigroups With Instantaneous States, A Ben Ghorbal, F Fagnola, S Hachicha, H Ouerdiane Aug 2008

Generic Fock Quantum Markov Semigroups With Instantaneous States, A Ben Ghorbal, F Fagnola, S Hachicha, H Ouerdiane

Communications on Stochastic Analysis

No abstract provided.


Singular Perturbation And Stationary Solutions Of Parabolic Equations In Gauss-Sobolev Spaces, Pao-Liu Chow Aug 2008

Singular Perturbation And Stationary Solutions Of Parabolic Equations In Gauss-Sobolev Spaces, Pao-Liu Chow

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.


Multilinear Function Series In Conditionally Free Probability With Amalgamation, Mihai Popa Aug 2008

Multilinear Function Series In Conditionally Free Probability With Amalgamation, Mihai Popa

Communications on Stochastic Analysis

No abstract provided.


Zeon Algebra, Fock Space, And Markov Chains, Philip Feinsilver Aug 2008

Zeon Algebra, Fock Space, And Markov Chains, Philip Feinsilver

Communications on Stochastic Analysis

No abstract provided.


Leonard Gross's Work In Infinite-Dimensional Analysis And Heat Kernel Analysis, Brian C Hall Apr 2008

Leonard Gross's Work In Infinite-Dimensional Analysis And Heat Kernel Analysis, Brian C Hall

Communications on Stochastic Analysis

No abstract provided.


Quadratic Wiener Functionals Of Square Norms On Measure Spaces, Setsuo Taniguchi Apr 2008

Quadratic Wiener Functionals Of Square Norms On Measure Spaces, Setsuo Taniguchi

Communications on Stochastic Analysis

No abstract provided.


Diffeomorphisms Of The Circle And Brownian Motions On An Infinite-Dimensional Symplectic Group, Maria Gordina, Mang Wu Apr 2008

Diffeomorphisms Of The Circle And Brownian Motions On An Infinite-Dimensional Symplectic Group, Maria Gordina, Mang Wu

Communications on Stochastic Analysis

No abstract provided.


Pricing Functionals And Pricing Measures, Eric Hillebrand, Ambar N Sengupta Apr 2008

Pricing Functionals And Pricing Measures, Eric Hillebrand, Ambar N Sengupta

Communications on Stochastic Analysis

No abstract provided.


Analysis Of Complex Brownian Motion, Yuh-Jia Lee, Kuang-Ghieh Yen Apr 2008

Analysis Of Complex Brownian Motion, Yuh-Jia Lee, Kuang-Ghieh Yen

Communications on Stochastic Analysis

No abstract provided.


Log-Sobolev Inequalities With Potential Functions On Pinned Path Groups, Shigeki Aida Apr 2008

Log-Sobolev Inequalities With Potential Functions On Pinned Path Groups, Shigeki Aida

Communications on Stochastic Analysis

No abstract provided.


Complex Hermite Polynomials: From The Semi-Circular Law To The Circular Law, Michel Ledoux Apr 2008

Complex Hermite Polynomials: From The Semi-Circular Law To The Circular Law, Michel Ledoux

Communications on Stochastic Analysis

No abstract provided.


An Infinite Dimensional Stochastic Analysis Approach To Local Volatility Dynamic Models, R Carmona, S Nadtochiy Apr 2008

An Infinite Dimensional Stochastic Analysis Approach To Local Volatility Dynamic Models, R Carmona, S Nadtochiy

Communications on Stochastic Analysis

No abstract provided.


Hedging Claims With Feedback Jumps In The Price Process, Kiseop Lee, Philip Protter Apr 2008

Hedging Claims With Feedback Jumps In The Price Process, Kiseop Lee, Philip Protter

Communications on Stochastic Analysis

No abstract provided.