A Representation For Positive Functionals Of A Brownian Motion And An Application,
2012
Louisiana State University
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,
2012
Louisiana State University
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,
2012
Louisiana State University
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,
2012
Louisiana State University
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,
2012
Louisiana State University
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,
2012
Louisiana State University
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,
2012
Louisiana State University
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,
2012
Louisiana State University
Numerical Methods For Optimal Insurance Demand Under Marked Point Processes Shocks, Mohamed Mnif
Communications on Stochastic Analysis
No abstract provided.
Preface,
2012
Louisiana State University
Clark-Ocone Formula By The S-Transform On The Poisson White Noise Space,
2012
Louisiana State University
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,
2012
Louisiana State University
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,
2012
Louisiana State University
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,
2012
Louisiana State University
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,
2012
Mugla University
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,
2012
Louisiana State University
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,
2012
Louisiana State University
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,
2012
Louisiana State University
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,
2012
Louisiana State University
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,
2012
Louisiana State University
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,
2012
Louisiana State University
Sde Solutions In The Space Of Smooth Random Variables, Yeliz Yolcu Okur, Frank Proske, Hassilah Binti Salleh
Communications on Stochastic Analysis
No abstract provided.
