PDF

New Representations for a Semi-Markov Chain and Related Filters
Robert J. Elliott and W. P. Malcolm

PDF

Rényi Entropy on C*-Algebras
Farrukh Mukhamedov, Kyouhei Ohmura, and Noboru Watanabe

PDF

Wild Randomness and the Application of Hyperbolic Diffusion in Financial Modelling
Will Hicks

PDF

Linear Decomposition and Anticipating Integral for Certain Random Variables
Ching-Tang Wu and Ju-Yi Yen

PDF

General Product Formula of Multiple Integrals of Lévy Process
Nishant Agrawal, Yaozhong Hu, and Neha Sharma

PDF

Noncentral Limit Theorem for Large Wishart Matrices with Hermite Entries
Charles-Philippe Diez and Ciprian A. Tudor

PDF

Rate of Convergence in the Central Limit Theorem for iid Pareto Variables
Claas Becker, Manuel Bohnet, and Sarah Kummert

PDF

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

PDF

Fuzzy p-Value of Hypotheses Tests with Crisp Data Using Non-Asymptotic Fuzzy Estimators
Nikos Mylonas and Basil K. Papadopoulos

PDF

Deformed Gaussian Operators on Weighted q-Fock Spaces
Nobuhiro Asai and Hiroaki Yoshida