Taylor Expansions and Castell Estimates for Solutions of Stochastic Differential Equations Driven by Rough Paths

JOURNAL ARTICLE published 11 June 2020 in Journal of Stochastic Analysis

Authors: Qi Feng | Xuejing Zhang

An Improved Uniqueness Result for a System of SDE Related to the Stochastic Wave Equation

JOURNAL ARTICLE published 3 March 2020 in Journal of Stochastic Analysis

Authors: Carl Mueller | Eyal Neuman | Michael Salins | Giang Truong

Nonlinear Filtering of Classical and Quantum Spin Systems

JOURNAL ARTICLE published 15 January 2024 in Journal of Stochastic Analysis

Authors: Sivaguru S Sritharan | Saba Mudaliar

Two Non�*�Isomorphic *�Lie Algebra Structures on sl(2,R) and Their Physical Origins

JOURNAL ARTICLE published 7 February 2024 in Journal of Stochastic Analysis

Authors: Luigi Accardi | Irina Ya. Aref'eva | Yungang Lu | Igor' Vasil'evich Volovich

Rough Paths and Regularization

JOURNAL ARTICLE published 4 October 2021 in Journal of Stochastic Analysis

Authors: André O. Gomes | Alberto Ohashi | Francesco Russo | Alan Teixeira

Pauli Matrices: A Triple of Accardi Complementary Observables

JOURNAL ARTICLE published 6 November 2020 in Journal of Stochastic Analysis

Authors: Stephen Bruce Sontz

A Sharp Rate of Convergence in the Functional Central Limit Theorem with Gaussian Input

JOURNAL ARTICLE published 20 October 2022 in Journal of Stochastic Analysis

Authors: S.V. Lototsky

Quantization of the Free Poisson Central Limit Theorem

JOURNAL ARTICLE published 10 October 2022 in Journal of Stochastic Analysis

Authors: Yungang Lu

The Construction and Estimation of Hidden Semi-Markov Models

JOURNAL ARTICLE published 27 July 2022 in Journal of Stochastic Analysis

Authors: Kurdstan Abdullah | John van der Hoek

Runge-Kutta Methods for Rough Differential Equations

JOURNAL ARTICLE published 23 December 2022 in Journal of Stochastic Analysis

Authors: Martin Redmann | Sebastian Riedel

Linear Decomposition and Anticipating Integral for Certain Random Variables

JOURNAL ARTICLE published 1 March 2021 in Journal of Stochastic Analysis

Authors: Ching-Tang Wu | Ju-Yi Yen

An Asymptotic Formula for Integrals of Products of Jacobi Polynomials

JOURNAL ARTICLE published 2 December 2020 in Journal of Stochastic Analysis

Authors: Maxim Derevyagin | Nicholas Juricic

The Edwards Model for Fractional Brownian Loops and Starbursts

JOURNAL ARTICLE published 15 May 2021 in Journal of Stochastic Analysis

Authors: Wolfgang Bock | Torben Fattler | Ludwig Streit

Martingales and Cocycles in Quantum Probability

JOURNAL ARTICLE published 11 December 2020 in Journal of Stochastic Analysis

Authors: Kalyan B. Sinha

On an Asset Model of Hobson-Rogers Type

JOURNAL ARTICLE published 1 September 2020 in Journal of Stochastic Analysis

Authors: Narn-Rueih Shieh

An Intrinsic Proof of an Extension of Itô’s Isometry for Anticipating Stochastic Integrals

JOURNAL ARTICLE published 14 December 2021 in Journal of Stochastic Analysis

Authors: Hui-Hsiung Kuo | Pujan Shrestha | Sudip Sinha

First Exit-Time Analysis for an Approximate Barndorff-Nielsen and Shephard Model with Stationary Self-Decomposable Variance Process

JOURNAL ARTICLE published 20 February 2021 in Journal of Stochastic Analysis

Authors: Shantanu Awasthi | Indranil SenGupta

Some Exit Time Estimates for Super-Brownian Motion and Fleming-Viot Process

JOURNAL ARTICLE published 5 March 2020 in Journal of Stochastic Analysis

Authors: Parisa Fatheddin

Large and Moderate Deviation Principles for Recursive Kernel Estimators for Spatial Data

JOURNAL ARTICLE published 28 February 2020 in Journal of Stochastic Analysis

Authors: Salim Bouzebda | Yousri Slaoui

Continuous Dependence on the Coefficients for Mean-Field Fractional Stochastic Delay Evolution Equations

JOURNAL ARTICLE published 17 August 2020 in Journal of Stochastic Analysis

Authors: Brahim Boufoussi | Salah Hajji