micronutrients 发表于 2025-3-28 17:43:24

State-Space Models of the Term Structure of Interest RatesThis is a survey of models of the term structure of interest rates, concentrating on models in which the term structure has a Markov state-space representation.

Decimate 发表于 2025-3-28 22:24:59

http://reply.papertrans.cn/88/8779/877832/877832_42.png

Coronary-Spasm 发表于 2025-3-29 01:00:08

A Note On Population Growth In A Crowded Stochastic EnvironmentWe find an explicit unique solution in the space of Kondratiev distributions, (.)., to a stochastic differential equation modelling population growth in a crowded stochastic environment.

fluffy 发表于 2025-3-29 06:57:09

A Generalized Feynman-Kac Formula for the Stochastic Heat Problem with Anticipating Initial ConditioUsing White Noise Analysis, we construct a Feynman-Kac formula for the stochastic heat equation with anticipating initial conditions. The obtained solution has applications to nonlinear filtering and heat transport with noise.

反感 发表于 2025-3-29 08:46:03

http://reply.papertrans.cn/88/8779/877832/877832_45.png

记忆 发表于 2025-3-29 13:19:33

The Circle as a Fermionic DistributionLet us consider the free loop space of a manifold. It is very well known that the equivariant cohomology of the free loop spce is related to the index theorem for a finite dimensional Dirac operator. The reader can see , , , for instance.

concubine 发表于 2025-3-29 17:22:41

http://reply.papertrans.cn/88/8779/877832/877832_47.png

震惊 发表于 2025-3-29 20:06:16

http://reply.papertrans.cn/88/8779/877832/877832_48.png

网络添麻烦 发表于 2025-3-30 00:59:36

Absolute Continuity of Monotone Shifts on the Wiener SpaceIn this work we study the absolute continuity of the image of the Wiener measure under the shifts of the form .. + ., where . is a random variable with values in the Cameron-Martin space H, with the property that the linear operator (on .) .. + ▽.(.) has almost surely a positive spectrum.

Conflict 发表于 2025-3-30 08:04:38

http://reply.papertrans.cn/88/8779/877832/877832_50.png
页: 1 2 3 4 [5] 6
查看完整版本: Titlebook: Stochastic Analysis and Related Topics V; The Silivri Workshop H. Körezlioğlu,B. Øksendal,A. S. Üstünel Conference proceedings 1996 Birkhäu