Generalized Grassmann algebras and applications to stochastic processes
نویسندگان
چکیده
In this paper we present the groundwork for an It\^o/Malliavin stochastic calculus and Hida's white noise analysis in context of a supersymmentry with Z3-graded algebras. To end establish ternary Fock space corresponding strong algebra distributions its application study processes context.
منابع مشابه
Clifford Algebras, Combinatorics, and Stochastic Processes
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . i Acknowledgements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . iii List of Figures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . viii
متن کاملOptimal Stochastic Control in Continuous Time with Wiener Processes: General Results and Applications to Optimal Wildlife Management
We present a stochastic optimal control approach to wildlife management. The objective value is the present value of hunting and meat, reduced by the present value of the costs of plant damages and traffic accidents caused by the wildlife population. First, general optimal control functions and value functions are derived. Then, numerically specified optimal control functions and value func...
متن کاملGeneralized fractional Lévy processes with fractional Brownian motion limit and applications to stochastic volatility models
Fractional Lévy processes generalize fractional Brownian motion in a natural way. We go a step further and extend the usual fractional Riemann-Liouville kernels to the more general class of regularly varying functions with the corresponding fractional integration parameter. The resulting stochastic processes are called generalized fractional Lévy processes (GFLP). Moreover, we define stochastic...
متن کاملGeneralized Matrix Algebras and Their Applications
The relations between the radicals of path algebras and connectivity of directed graphs are given. The relations between radicals of generalized matrix rings and Γrings are given. All the coquasitriangular structures of group algebra kG are found when G is a finitely generated abelian group. 2000 Mathematics subject Classification: 16w30, 05Cxx.
متن کاملStochastic Processes with Applications to Biology ,
[3] David F. Anderson, An efficient finite difference method for parameter sensitivities of continuous time markov chains, Submitted. Available on arxiv.org at Error analysis of tau-leap simulation methods, to appear in Annals of Applied Probability. [7] David F. Anderson and Masanori Koyama, Weak error analysis of numerical methods for stochastic models of population processes, Submitted. Avai...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Methods in The Applied Sciences
سال: 2021
ISSN: ['1099-1476', '0170-4214']
DOI: https://doi.org/10.1002/mma.7781