Itō calculus

Results: 72



#Item
11Mathematics / Functional analysis / Symbol / Itō diffusion / Mathematical analysis / Calculus / Continuous function

Approximation schemes for solving disturbed control problems with non-terminal time and state constraints N. D. Botkin, K.-H. Hoffmann, N. Mayer, V. L. Turova Received: November 11, 2010

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Source URL: www-m6.ma.tum.de

Language: English - Date: 2011-12-01 09:22:45
12Mathematical finance / Financial risk / Martingale / Local martingale / Itō calculus / Wiener process / Random variable / Superhedging price / Stopping time / Statistics / Stochastic processes / Martingale theory

Superhedging and Dynamic Risk Measures under Volatility Uncertainty Marcel Nutz ∗

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Source URL: www.math.columbia.edu

Language: English - Date: 2012-06-19 13:31:57
13Calculus / Continuous function / Markov chain / Ergodic theory / Mathematics / Control theory / Itō diffusion / Μ operator / Mathematical analysis / Markov models / Stochastic differential equations

DOMINANCE THEOREMS AND ERGODIC PROPERTIES OF POLLING SYSTEMS1 S. G. Foss and N. I. Chernova We consider a class of polling systems with stationary ergodic input flow such that the control in a system obeys a certain rege

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Source URL: math.nsc.ru

Language: English - Date: 2005-09-16 03:23:50
14Differential calculus / Ordinary differential equations / Continuous function / Differential equation / Operator theory / Spectral theory / Itō diffusion / PROPT / Mathematical analysis / Calculus / Mathematics

What is the domain of a solution of an ODE? Jordan Bell Department of Mathematics, University of Toronto April 3, 2014

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Source URL: individual.utoronto.ca

Language: English - Date: 2014-04-03 12:20:05
15Differential topology / Group theory / Calculus / Continuous function / Operator theory / Group actions / Itō diffusion / Representation theory of finite groups / Abstract algebra / Mathematics / Algebra

The Gottschalk-Hedlund theorem, cocycles, and small divisors Jordan Bell Department of Mathematics, University of Toronto July 23, 2014

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Source URL: individual.utoronto.ca

Language: English - Date: 2014-07-23 21:53:24
16Stochastic processes / Differential equations / Normal distribution / Variance / Stochastic differential equation / Heat equation / Itō diffusion / Statistics / Calculus / Mathematical analysis

Punctuated Equilibria in Simple Genetic Algorithms for Functions of Unitation

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Source URL: www.complex-systems.com

Language: English - Date: 2012-09-20 14:36:17
17Markov models / Martingale theory / Stochastic calculus / Markov chain / Markov property / Itō calculus / Martingale / Continuous-time Markov process / Wiener process / Statistics / Stochastic processes / Markov processes

Summary of Stochastic Processes Kui Tang May 2013 Based on Lawler’s Introduction to Stochastic Processes, second edition, and course slides from Prof. Hongzhong Zhang.

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Source URL: kui-tang.com

Language: English
18Continuous function / Operator theory / Symbol / Itō diffusion / Mathematical analysis / Mathematics / Calculus

Mathematical appendix to “Paradoxical consumption behavior when economic activity has environmental effects” Geir B. Asheim∗ August 21, 2006

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Source URL: folk.uio.no

Language: English - Date: 2008-03-10 10:47:51
19Spectral theory / Calculus / Continuous function / Ordinary differential equations / Functional analysis / Holomorphic functional calculus / Itō diffusion / Mathematical analysis / Mathematics / Operator theory

CHENNAI MATHEMATICAL INSTITUTE Graduate Programme in Mathematics - M.Sc./Ph.D. Solutions to the Entrance Examination, 2012 Part A 1. True. Take δ = . Then k(x1 , x2 · · · xn ) − (y1 , y2 · · · yn )k2 < δ impli

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Source URL: www.cmi.ac.in

Language: English - Date: 2013-02-25 05:04:22
20Category theory / Calculus / Continuous function / Category / Topology / Concrete category / Morphism / Linear map / Itō diffusion / Mathematics / Mathematical analysis / Algebra

Now f is continuous (exercise!) Rob Arthan Lemma 1 Ltd. / Queen Mary, University of London ETAPS/AIPA 2012

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Source URL: www.lemma-one.com

Language: English - Date: 2012-04-01 14:33:54
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