Spectral Representation of Transition Probability of Symmetric Lévy Processes on the Circle Killed at a Point

Invariant Measures and Ergodicity of Stochastic p(x)-Laplace Equations with Spatially Variable Exponents Driven by Nonlinear Noise

ON ANALYTIC EXTENSION OF THE RANDOM RIEMANN ZETA FUNCTION FOR PROBABILISTIC MODEL OF PRIMES

Generating Functions for the Values of Some Dirichlet Functions at Positive Integer Points

Spectral Statistics of the Laplacian on Random Covers of a Closed Negatively Curved Surface

Long-Time Dynamics of Nonlinear Dirac Equations with a Class of Large Data

Ergodic robust maximisation of asymptotic growth with stochastic factor processes

We consider a robust asymptotic growth problem under model uncertainty in the presence of stochastic factors. We fix two inputs representing the instantaneous covariance for the asset price process X\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepa...