Other Mathematics Commons^™

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

Communications on Stochastic Analysis

No abstract provided.

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

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

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

Communications on Stochastic Analysis

No abstract provided.

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

Communications on Stochastic Analysis

No abstract provided.

Preface

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

Communications on Stochastic Analysis

No abstract provided.

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

Communications on Stochastic Analysis

No abstract provided.

The Itô Formula For A New Stochastic Integral, Hui-Hsiung Kuo, Anuwat Sae-Tang, Benedykt Szozda

Communications on Stochastic Analysis

No abstract provided.

On The Numerical Solution Of Linear Fredholm-Volterra İntegro Differential Difference Equations With Piecewise İntervals, Mustafa Gülsu, Yalçın Öztürk

Applications and Applied Mathematics: An International Journal (AAM)

The numerical solution of a mixed linear integro delay differential-difference equation with piecewise interval is presented using the Chebyshev collocation method. The aim of this article is to present an efficient numerical procedure for solving a mixed linear integro delay differential difference equations. Our method depends mainly on a Chebyshev expansion approach. This method transforms a mixed linear integro delay differential-difference equations and the given conditions into a matrix equation which corresponds to a system of linear algebraic equation. The reliability and efficiency of the proposed scheme are demonstrated by some numerical experiments and performed on the computer algebraic system …

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

Communications on Stochastic Analysis

No abstract provided.

Stochastic Calculus For Gaussian Processes And Application To Hitting Times, Pedro Lei, David Nualart

Communications on Stochastic Analysis

No abstract provided.

Krylov-Veretennikov Expansion For Coalescing Stochastic Flows, Andrey A Dorogovtsev

Communications on Stochastic Analysis

No abstract provided.

Qwn-Conservation Operator And Associated Wick Differential Equation, Habib Ouerdiane, Hafedh Rguigui

Communications on Stochastic Analysis

No abstract provided.

Sde Solutions In The Space Of Smooth Random Variables, Yeliz Yolcu Okur, Frank Proske, Hassilah Binti Salleh

Communications on Stochastic Analysis

No abstract provided.

Solutions Of Linear Elliptic Equations In Gauss-Sobolev Spaces, Pao-Liu Chow

Communications on Stochastic Analysis

No abstract provided.

Temporal Correlation Of Defaults In Subprime Securitization, Eric Hillebrand, Ambar N Sengupta, Junyue Xu

Communications on Stochastic Analysis

No abstract provided.

An Estimate For Bounded Solutions Of The Hermite Heat Equation, Bishnu Prasad Dhungana

Communications on Stochastic Analysis

No abstract provided.

Using Modeling And Simulation To Analyze Complex Aircraft, Kimberlee Margosian, Jason Lechniak

STAR Program Research Presentations

Modeling and Simulation (M&S) is used at the Air Force Flight Test Center (AFFTC) on Edwards Air Force Base (AFB) to better understand physical phenomena on aircraft. M&S allows for the reduction of cost and risk by providing a better understanding of required flight tests and the interactions between various forces and the aircraft (i.e. wind resistance, pressure change, and temperature change). Without this process, the lives of pilots would be at a much greater risk when testing their aircraft and there would be little to no funds to fly due to the cost to repair or modify the aircraft. …

Joanne Growney's Poetry-With-Mathematics Blog -- An Appreciation, Gregory E. Coxson

Journal of Humanistic Mathematics

Now is a good time to work on the boundaries of practice and theory, of art and science. We are seeing a rising tide of interest in these boundaries. Witness the growing Bridges movement, which has been exploring the connections between mathematics and the arts. Similarly, JoAnne Growney's blog, Intersections -- Poetry with Mathematics, explores the connections between mathematics and poetry. Through this review, I aim to give readers a taste of what can be found in Intersections as a way of encouraging others, be they mathematicians, poets, or neither, to visit the blog.

Extended Pcr Rules For Dynamic Frames, Florentin Smarandache, Jean Dezert

Branch Mathematics and Statistics Faculty and Staff Publications

In most of classical fusion problems modeled from belief functions, the frame of discernment is considered as static. This means that the set of elements in the frame and the underlying integrity constraints of the frame are fixed forever and they do not change with time. In some applications, like in target tracking for example, the use of such invariant frame is not very appropriate because it can truly change with time. So it is necessary to adapt the Proportional Conflict Redistribution fusion rules (PCR5 and PCR6) for working with dynamical frames. In this paper, we propose an extension of …

Adaptive Randomization Designs, Jenna Colavincenzo

Statistics

Adaptive design methodologies use prior information to develop a clinical trial design. The goal of an adaptive design is to maintain the integrity and validity of the study while giving the researcher flexibility in identifying the optimal treatment. An example of an adaptive design can be seen in a basic pharmaceutical trial. There are three phases of the overall trial to compare treatments and experimenters use the information from the previous phase to make changes to the subsequent phase before it begins.

Adaptive design methods have been in practice since the 1970s, but have become increasingly complex ever since. One …

Renormalized Square Of White Noise Quantum Time Shift, Luigi Accardi, Habib Ouerdiane, Habib Rebei

Communications on Stochastic Analysis

No abstract provided.

Integral Representations Of Some Functionals Of Fractional Brownian Motion, Heikki Tikanmäki

Communications on Stochastic Analysis

No abstract provided.

Construction Of The Paths Of Brownian Motions On Star Graphs I, Vadim Kostrykin, Jürgen Potthoff, Robert Schrader

Communications on Stochastic Analysis

No abstract provided.