Bessel process

Results: 6



#Item
1Mathematics / Brownian motion / Eigenvalues and eigenvectors / Stochastic differential equation / Bessel process / Matrix / Statistics / Algebra / Stochastic processes

Department of Mathematics, University of California San Diego ******************************* Probability Seminar Piotr Grazcyk

Add to Reading List

Source URL: www.math.ucsd.edu

Language: English - Date: 2015-03-30 14:49:05
2Abstract algebra / Mathematical series / Fourier analysis / Riemannian manifold / Embedding / Taylor series / Derivative / Bessel function / Mathematical analysis / Mathematics / Functions and mappings

The Nash-Kuiper process for curves Vincent Borrelli, Sa¨ıd Jabrane, Francis Lazarus and Boris Thibert January 18, 2013 An isometric immersion of a Riemannian manifold into an Euclidean space is a C 1 map f : (M m , g)

Add to Reading List

Source URL: hevea.imag.fr

Language: English - Date: 2013-04-08 05:15:43
3Abstract algebra / Mathematical series / Fourier analysis / Riemannian manifold / Embedding / Taylor series / Derivative / Bessel function / Mathematical analysis / Mathematics / Functions and mappings

The Nash-Kuiper process for curves Vincent Borrelli, Sa¨ıd Jabrane, Francis Lazarus and Boris Thibert January 18, 2013 An isometric immersion of a Riemannian manifold into an Euclidean space is a C 1 map f : (M m , g)

Add to Reading List

Source URL: www.gipsa-lab.grenoble-inp.fr

Language: English - Date: 2013-04-09 10:32:52
4Stochastic calculus / Differential equations / Bessel function / Symbol / Bessel process / Continuous function / Stochastic differential equation / Mathematical analysis / Stochastic processes / Fourier analysis

Banco de México Documentos de Investigación Banco de México Working Papers N° [removed]

Add to Reading List

Source URL: www.banxico.org.mx

Language: English - Date: 2014-12-19 20:58:34
5Dynamic programming / Markov decision process / Stochastic control / Bessel function / Statistics / Mathematical analysis / Markov processes

Control Improvement for Jump-Diffusion Processes Control Improvement for Jump-Diffusion Processes with Applications to Finance ¨ Nicole Bauerle

Add to Reading List

Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-17 10:41:36
6Volatility / Brownian motion / Wiener process / Cox–Ingersoll–Ross model / Bessel process / Statistics / Stochastic processes / Mathematical finance

Bessel and Volatility-Stabilized Processes Irina Goia Submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy

Add to Reading List

Source URL: www.math.columbia.edu

Language: English - Date: 2009-06-03 13:45:05
UPDATE