Itō calculus

Results: 72



#Item
31Mathematics / Itō diffusion / Semigroup / Mathematical analysis / Calculus / Continuous function

STAT 655 Extra Homework Exercise due 21 Mar 2006 with 7.1, 7.2, 7.8 from book Let CB (IRn ) = {f : f is bounded and continuous from IRn −→ IR}.

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Source URL: www.stat.rice.edu

Language: English - Date: 2006-03-11 18:13:54
32Euclidean algorithm / Derivative / Operator theory / Continuous function / Itō diffusion / Heat equation / Mathematical analysis / Mathematics / Calculus

Honors Algorithms (CSCI-GA[removed]Professor Yap – Fall[removed]HOMEWORK FILE December 15, 2012

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Source URL: cs.nyu.edu

Language: English - Date: 2012-12-15 22:13:11
33Calculus / Continuous function / Itō diffusion

An Approximation of Ultra-Parabolic Equations

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Source URL: downloads.hindawi.com

Language: English - Date: 2014-08-28 17:32:14
34Statistics / Equations / Differential equations / Feynman–Kac formula / Heat equation / Ordinary differential equations / Partial differential equation / Black–Scholes / Itō diffusion / Calculus / Mathematical analysis / Stochastic processes

Forward is backward for time-homogeneous diffusions or Why worry about boundary conditions? Johan Tysk ¨

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-17 12:16:56
35Mathematical analysis / Stochastic processes / Differential equations / Equations / Stochastic differential equation / Cumulant / Itō calculus / Fokker–Planck equation / Control theory / Statistics / Stochastic calculus / Probability theory

Langevin description of Markov master equations II: Noise correlations

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Source URL: www.physik.uni-augsburg.de

Language: English - Date: 2006-07-07 04:54:14
36Stochastic processes / Stochastic calculus / Differential topology / Vector calculus / Vector field / Statistical theory / Itō diffusion / Dirac delta function / Statistics / Mathematical analysis / Mathematics

Mean-field approximation of stochastic population processes in games Michel Bena¨ım∗ Institut de Math´ ematique ˆtel, Switzerland Universit´

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Source URL: pzp.hhs.se

Language: English - Date: 2011-04-14 08:18:35
37Ordinary differential equations / Differential equation / Linear differential equation / Operator theory / Spectral theory / Theorems and definitions in linear algebra / Itō diffusion / Calculus / Mathematical analysis / Mathematics

c Applied Mathematics E-Notes, [removed]), 61-69 Available free at mirror sites of http://www.math.nthu.edu.tw/∼amen/ ISSN[removed]

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Source URL: www.math.nthu.edu.tw

Language: English - Date: 2010-03-20 22:25:04
38Stochastic processes / Mathematics / Stochastic calculus / Stochastic differential equation / Partial differential equation / Envelope / Itō diffusion / Calculus / Differential equations / Mathematical analysis

The Annals of Probability 1996, Vol. 24, No. 4, 2024–2056 BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH REFLECTION AND DYNKIN GAMES1 By Jaksˇ a Cvitanic´ and Ioannis Karatzas

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Source URL: authors.library.caltech.edu

Language: English - Date: 2012-12-26 09:46:16
39Itō diffusion / Calculus / Continuous function / Fourier analysis

Perverse consequences of infrequently culling a pest Alan J. Terry† and Stephen A. Gourley‡ † ‡

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Source URL: epubs.surrey.ac.uk

Language: English - Date: 2013-09-23 15:18:57
40Heat equation / Heat transfer / Reaction–diffusion system / Wiener process / Spectral theory / Leibniz integral rule / Itō diffusion / Calculus / Mathematical analysis / Stochastic processes

Power-like delay in time inhomogeneous Fisher-KPP equations James Nolen∗ Jean-Michel Roquejoffre† Lenya Ryzhik‡

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Source URL: math.duke.edu

Language: English - Date: 2013-06-25 10:21:39
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