Duodenitis 发表于 2025-3-25 06:47:22
Law of Iterated Logarithm for Parabolic SPDEs,We prove a version of Strassen’s functional law of iterated logarithm for a family of parabolic SPDEs. The lack of scaling due to the Green function makes it impossible to reduce the proof to the comparison of one single process at several times.Focus-Words 发表于 2025-3-25 11:18:43
Independence of a Class of Multiple Stochastic Integrals,We show that two multiple stochastic integrals ..(..), ..(..) with respect to the solution (..).∈R. of a deterministic structure equation are independent if and only if two contractions of .. and .., denoted as .. o..., . o... vanish almost everywhere.CANT 发表于 2025-3-25 14:50:33
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On a Semigroup Approach to No-arbitrage Pricing Theory,efining the no-arbitrage price of contingent claim contracts admits a solution. The conditions established in this paper are quite general, they encompass the sets of sufficient conditions already established in the literature. With this approach we are also able to give estimates to the derivatives of the no-arbitrage price.Angioplasty 发表于 2025-3-26 05:17:35
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Multiparameter Markov Processes and Capacity,d with them. This definition is the starting point of our study, but it is not sufficient to develop the whole theory. Rather than give explicitly the other assumptions which are used in the proofs, we shall present in the second section the . for which the . that we shall give in the third section, are valid.云状 发表于 2025-3-26 14:51:10
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