Copertina

Probabilistic Cauchy Functional Equations

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Azmoodeh, Ehsan, Beelders, Noah, Mishura, Yuliya
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Probability
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Quasihelix properties of selected Volterra Gaussian processes
di: Mishura, Yuliya, et al.
Pubblicazione: (2026)

Differential Shannon and Rényi entropies revisited
di: Mishura, Yuliya, et al.
Pubblicazione: (2025)

Existence and uniqueness theorems for solutions of McKean--Vlasov stochastic equations
di: Mishura, Yuliya S., et al.
Pubblicazione: (2016)

Discrete-time weak approximation of a Black-Scholes model with drift and volatility Markov switching
di: Golomoziy, Vitaliy, et al.
Pubblicazione: (2025)

Driven by Brownian motion Cox-Ingersoll-Ross and squared Bessel processes: interaction and phase transition
di: Mishura, Yuliya, et al.
Pubblicazione: (2024)

Entropy of Wiener integrals with respect to fractional Brownian motion
di: Bodnarchuk, Iryna, et al.
Pubblicazione: (2025)

Lévy processes under level-dependent Poissonian switching
di: Beelders, Noah, et al.
Pubblicazione: (2025)

Lévy processes with partially stochastic resetting
di: Palmowski, Zbigniew, et al.
Pubblicazione: (2026)

Option pricing in Sandwiched Volterra Volatility model
di: Di Nunno, Giulia, et al.
Pubblicazione: (2022)

Properties of the Shannon, Rényi and other entropies: dependence in parameters, robustness in distributions and extremes
di: Bodnarchuk, Iryna, et al.
Pubblicazione: (2024)

Parameter estimation of integrated fractional Brownian motion
di: Mastrogiovanni, Marco, et al.
Pubblicazione: (2025)

Entropies of the Poisson distribution as functions of intensity: "normal" and "anomalous" behavior
di: Finkelshtein, Dmitri, et al.
Pubblicazione: (2024)

Fractional Gaussian noise: Projections, prediction, norms
di: Bodnarchuk, Iryna, et al.
Pubblicazione: (2024)

Polynomial Stein operators: a noncommutative algebra perspective
di: Azmoodeh, Ehsan, et al.
Pubblicazione: (2022)

Drift parameter estimation in the double mixed fractional Brownian model via solutions of Fredholm equations with singular kernels
di: Mishura, Yuliya, et al.
Pubblicazione: (2026)

Entropies of Cox-Ingersoll-Ross and Bessel processes as functions of time and of related parameters
di: Kucha, Ivan, et al.
Pubblicazione: (2025)

Gatheral double stochastic volatility model with Skorokhod reflection
di: Mishura, Yuliya, et al.
Pubblicazione: (2025)

Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion
di: Mishura, Yuliya, et al.
Pubblicazione: (2024)

Gaussian Volterra processes as models of electricity markets
di: Mishura, Yuliya, et al.
Pubblicazione: (2023)

Hadamard fractional Brownian motion: path properties and Wiener integration
di: Beghin, Luisa, et al.
Pubblicazione: (2025)

Properties of the entropic risk measure EVaR in relation to selected distributions
di: Mishura, Yuliya, et al.
Pubblicazione: (2024)

Properties of Shannon and Rényi entropies of the Poisson distribution as the functions of intensity parameter
di: Braiman, Volodymyr, et al.
Pubblicazione: (2024)

Functional limit theorems for a time-changed multidimensional Wiener process
di: Mishura, Yuliia, et al.
Pubblicazione: (2025)

From constant to rough: A survey of continuous volatility modeling
di: Di Nunno, Giulia, et al.
Pubblicazione: (2023)

Probabilistic $(m,n)$-Parking Functions
di: Harris, Pamela E., et al.
Pubblicazione: (2025)

Generalized Families of Fractional Stochastic Dominance
di: Azmoodeh, Ehsan, et al.
Pubblicazione: (2023)

Introduction to Quantum Groups and Yang-Baxter Equation For Probabilists
di: Kuan, Jeffrey
Pubblicazione: (2025)

The Donsker-Varadhan Action Functional for Probabilistic Cellular Automata
di: Eizenberg, Alex
Pubblicazione: (2025)

Probabilistic Correlation Functions of the Schwarzian Field Theory
di: Losev, Ilya
Pubblicazione: (2024)

Logarithmic Sobolev inequalities for generalised Cauchy measures
di: Huguet, Baptiste Nicolas
Pubblicazione: (2024)

Convergence rate of the diagonal-valued Cauchy-transform for permutation invariant random matrices
di: Imbert, Alexis
Pubblicazione: (2026)

A Probabilistic Interpretation of the Master Equation Arising from Mean Field Games with Jump Diffusion
di: Liu, Jiusheng, et al.
Pubblicazione: (2026)

Functional Stochastic Differential Equations with Positivity Constraints Driven by Fractional Brownian Motion
di: Monir, Chadad
Pubblicazione: (2024)

Cauchy-Born Rule from Microscopic Models with Non-convex Potentials
di: Adams, Stefan, et al.
Pubblicazione: (2019)

Proof of the Diaconis--Freedman Conjecture on partially-exchangeable processes
di: Halberstam, Noah, et al.
Pubblicazione: (2024)

Non symmetric Cauchy kernel, crystals and last passage percolation
di: Azenhas, Olga, et al.
Pubblicazione: (2022)

Kaminsky Type Functional Equations and Bivariate Residual Lifetimes Distributions
di: Mulinacci, Sabrina, et al.
Pubblicazione: (2025)

Cluster and statistical analysis of spatial earthquake patterns in the South Caucasus region
di: Skurativskyi, Sergii, et al.
Pubblicazione: (2025)

An asymptotic refinement of the Gauss-Lucas Theorem for random polynomials with i.i.d. roots
di: O'Rourke, Sean, et al.
Pubblicazione: (2024)

Cholesky decomposition and well-posedness of Cauchy problem for Fokker-Planck equations with unbounded coefficients
di: Lee, Haesung
Pubblicazione: (2025)