Assessing the temporal clustering of coastal storm tide hazards under natural variability in a near 500-year model run. [PDF]
Jenkins LJ +6 more
europepmc +1 more source
Complex Time Approach to the Hamiltonian and the Entropy Production of the Damped Harmonic Oscillator. [PDF]
Aslani KE.
europepmc +1 more source
LED array-based multi-angle light scattering for aspirating smoke detection and classification. [PDF]
Kim S +6 more
europepmc +1 more source
Prognostic value of 1D, 2D, and volumetric tumor size increases in recurrent WHO grade 2 and 3 meningiomas: Radiological post-hoc analysis of the EORTC-BTG-1320 trial. [PDF]
Furtner J +16 more
europepmc +1 more source
A Complex Structure for Two-Typed Tangent Spaces. [PDF]
Naudts J.
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Wick products of complex valued random variables
Benth, Fred Espen +3 more
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Contractivity of Gamma Wick products
Journal of Mathematical Analysis and Applications, 2018zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Aurel Stan
exaly +3 more sources
Wick Product and Backward Heat Equation
Mediterranean Journal of Mathematics, 2005In the present paper the Wick version of analytic functions with respect to a one dimensional Brownian motion is shown to be closely related to the backward heat equation. This fact provides representation theorems for a certain class of random variables in terms of Wick powers.
Alberto Lanconelli
exaly +4 more sources
Some Norm Inequalities for Gaussian Wick Products
Stochastic Analysis and Applications, 2010We provide several inequalities for the ℒ q (𝒫)-norm of the Wick product of random variables. These estimates are based on a Jensen's type inequality for the Wick multiplication, which we derive via a positivity argument. As an application we study a certain type of anticipating stochastic differential equation whose solution is shown to be an ...
Alberto Lanconelli, Aurel Stan
exaly +4 more sources
Translated Brownian Motions and Associated Wick Products
Stochastic Analysis and Applications, 2006The concept of Wick product is strongly related to the underlying Brownian motion we have fixed on the probability space. Via the Girsanov's theorem we construct a family of new Brownian motions, obtained as translations of the original one, and to each of them we associate a Wick product. This produces a family of Wick products, named γ-Wick products,
Alberto Lanconelli
exaly +4 more sources

