Results 41 to 50 of about 1,064 (85)
A white noise approach to insider trading
, 2015 We present a new approach to the optimal portfolio problem for an insider with logarithmic utility. Our method is based on white noise theory, stochastic forward integrals, Hida-Malliavin calculus and the Donsker delta function.Comment: arXiv admin note:
Røse, Elin, Øksendal, Bernt
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Optimal insider control of stochastic partial differential equations
, 2016 We study the problem of optimal inside control of an SPDE (a stochastic evolution equation) driven by a Brownian motion and a Poisson random measure. Our optimal control problem is new in two ways: (i) The controller has access to inside information, i.e.
Draouil, Olfa, Øksendal, Bernt
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, 2010 Let $T$ be an underlying space with a non-atomic measure $\sigma$ on it. In [{\it Comm.\ Math.\ Phys.}\ {\bf 292} (2009), 99--129] the Meixner class of non-commutative generalized stochastic processes with freely independent values, $\omega=(\omega(t))_ ...
Bozejko, M., Lytvynov, E.
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Stochastic Equivariant Cohomologies and Cyclic Cohomology
, 2005 We give two stochastic diffeologies on the free loop space which allow us to define stochastic equivariant cohomology theories in the Chen-Souriau sense and to establish a link with cyclic cohomology.
Rémi Léandre, Université De Bourgogne
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A Note on Generalized Malliavin Calculus [PDF]
, 2010 The Malliavin derivative, divergence operator, and the Ornstein-Uhlenbeck operator are extended from the traditional Gaussian setting to generalized processes from the higher-order chaos ...
Lototsky, S. V. +2 more
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A Cross-Talk about Radioresistance in Lung Cancer-How to Improve Radiosensitivity According to Chinese Medicine and Medicaments That Commonly Occur in Pharmacies. [PDF]
Int J Mol Sci, 2023 Nowak P +2 more
europepmc +1 more source
Emergence of oscillations in a simple epidemic model with demographic data. [PDF]
R Soc Open Sci, 2020 Greer M +4 more
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The false myth of "iodine allergy" also in nuclear medicine. [PDF]
Eur J Nucl Med Mol Imaging, 2021 Gómez-Perales JL, García-Mendoza A.
europepmc +1 more source
Operator differential-algebraic equations with noise arising in fluid dynamics. [PDF]
Mon Hefte Math, 2017 Altmann R, Levajković T, Mena H.
europepmc +1 more source
A stochastic modeling methodology based on weighted Wiener chaos and Malliavin calculus. [PDF]
Proc Natl Acad Sci U S A, 2009 Wan X, Rozovskii B, Karniadakis GE.
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