Continuous stochastic process - PDFSEARCH.IO - Document Search Engine

Continuous stochastic process
Results: 97

#	Item
71	Air quality analysis via a continuous time dependent Bayesian nonparametric model Luis Guti´errez ∗ Add to Reading List Source URL: clatse.cl Language: English - Date: 2014-05-15 16:31:13 Stochastic processes Non-parametric statistics Dirichlet process Estimation theory Statistics Statistical inference Robust statistics
72	CONVERGENCE RATES FOR DIFFUSIONS ON CONTINUOUS-TIME LATTICES ´ CLAUDIO ALBANESE AND ALEKSANDAR MIJATOVIC IMPERIAL COLLEGE LONDON Abstract. In this paper we introduce a discretization scheme based on a continuous-time Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:16 Markov processes Digital signal processing Fourier analysis Markov chain Continuous-time Markov process Dirac delta function Stochastic process Kernel Discrete Fourier transform Mathematical analysis Statistics Mathematics
73	A stochastic monetary policy interest rate model Claudio Albanese Manlio Trovato [removed] Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:23 Options Markov models Stochastic processes Markov chain Continuous-time Markov process Volatility smile Local volatility Stochastic volatility Matrix Statistics Mathematical finance Markov processes
74	STOCHASTIC INTEGRALS AND ABELIAN PROCESSES CLAUDIO ALBANESE Abstract. We study triangulation schemes for the joint kernel of a diffusion process with uniformly continuous coefficients and an adapted, non-resonant Abelian Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:23 Joseph Fourier Fourier analysis Fourier transform Lp space Mathematical analysis Functional analysis Integral transforms
75	Smoothing and occupation measures of stochastic processes. Mario Wschebor Centro de Matem´atica. Facultad de Ciencias. Universidad de la Rep´ ublica. Calle Igu´a[removed]Montevideo. Uruguay. Add to Reading List Source URL: www.math.univ-toulouse.fr Language: English - Date: 2009-01-07 04:54:53 Stochastic processes Wiener process Normal distribution Continuous function Stochastic differential equation Random walk Decomposition of spectrum Ε-quadratic form Statistics Mathematical analysis Mathematics
76	STATISTICS SEMINAR Sijia Davis Master’s Defense June 20, 2014 Leasure Hall 10, 1:00-3:00 p.m. Add to Reading List Source URL: www.k-state.edu Language: English - Date: 2014-05-20 10:32:17 Information Probability and statistics Markov chain Stochastic matrix Continuous-time Markov process Hidden Markov model Markov models Statistics Markov processes
77	6 Cycle Stealing, Threshold-Based Sharing, and Other 2D-Infinite Chains In the last section we saw an example of Markov chain that grows unboundedly in more than one dimension, and we introduced a technique, SQA, for sol Add to Reading List Source URL: www.cs.cmu.edu Language: English - Date: 2007-06-27 02:40:53 Stochastic processes Queueing theory Queueing model Markov chain Continuous-time Markov process Statistics Markov processes Markov models
78	1. Introduction The following notes aim to provide a very informal introduction to Stochastic Calculus, and especially to the Itˆ o integral and some of its applications. They owe a great deal to Dan Crisan’s Stochas Add to Reading List Source URL: www.chiark.greenend.org.uk Language: English - Date: 2006-03-07 17:35:45 Martingale Local martingale Semimartingale Quadratic variation Adapted process Continuous stochastic process Girsanov theorem Infinitesimal generator Stochastic differential equation Statistics Stochastic processes Probability theory
79	A CLT for empirical processes involving time-dependent data Add to Reading List Source URL: www.math.wisc.edu Language: English - Date: 2013-03-12 21:12:21 Stochastic processes Statistical theory Central limit theorem Normal distribution Convergence of random variables Wiener process Continuous function Sufficient statistic Itō diffusion Statistics Mathematical analysis Mathematics
80	Probab. Theory Relat. Fields[removed]:189–222 DOI[removed]s00440[removed]Macroscopic limits for stochastic partial differential equations of McKean–Vlasov type Peter M. Kotelenez · Thomas G. Kurtz Add to Reading List Source URL: www.math.wisc.edu Language: English - Date: 2010-02-12 12:32:02 Stochastic processes Measure theory Normal distribution Wiener process Brownian motion Heat equation Continuous function Support Statistics Mathematical analysis Probability and statistics