An Analytic Approach to Secure Pseudo-Random Generation

Hiroshi Sugita
Additional contact information
Hiroshi Sugita: Department of Mathematics, Graduate school of Science, Osaka University, Japan

Chapter 17 in Stochastic Processes and Applications to Mathematical Finance, 2004, pp 355-368 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionPseudo-Random Generator by Means of Weyl Transformation and Related TheoremsReview: Secure Pseudo-Random GeneratorNext-Bit-Unpredictability of $\{X_n^{(m)} (\cdot;\alpha )\}_n$An Easy Proof of Theorem 2.3References

Keywords: Stochastic Processes; Stochastic Differential Equations; Malliavin Calculus; Stochastic Control and Optimization; Functionals of Brownian Motions and Lévy Processes; Stochastic Models of Financial Market; Derivative Pricing; Hedging Problem (search for similar items in EconPapers)
Date: 2004
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789812702852_0017 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789812702852_0017 (text/html)
Ebook Access is available upon purchase.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wschap:9789812702852_0017

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().