Itō calculus

Results: 72



#Item
41Sobolev spaces / Partial differential equations / Ordinary differential equations / Calculus of variations / Euler–Lagrange equation / Sobolev inequality / Elliptic boundary value problem / Itō diffusion / Calculus / Mathematical analysis / Mathematics

The Maximum principle for Beltrami color flow Lorina Dascal and Nir Sochen Department of Applied Mathematics University of Tel-Aviv, Ramat-Aviv, Tel-Aviv 69978, Israel {lorina,sochen}@post.tau.ac.il

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Source URL: www.math.tau.ac.il

Language: English - Date: 2004-12-26 09:00:38
42Stochastic processes / Wiener process / Martingale / Itō calculus / Itō diffusion / Statistics / Martingale theory / Probability theory

Proc. Indian Acad. Sci. (Math. Sci.) Vol. 116, No. 4, November 2006, pp. 489–505. © Printed in India Stochastic integral representations of quantum martingales on multiple Fock space UN CIG JI

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Source URL: www.ias.ac.in

Language: English - Date: 2007-03-06 06:00:26
43Calculus / Symbol / Continuous function / Vitali covering lemma / Support / Itō diffusion / Essential range / Mathematical analysis / Measure theory / Real analysis

INSTITUTE OF PHYSICS PUBLISHING Nonlinearity[removed]–2725 NONLINEARITY doi:[removed][removed]

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Source URL: www.mat.uc.cl

Language: English - Date: 2007-07-10 09:41:31
44Stochastic processes / Itō calculus / Quadratic variation / Wiener process / Semimartingale / Martingale / Local martingale / Girsanov theorem / Hardy space / Statistics / Probability theory / Martingale theory

Lecture Notes on Stochastic Calculus (Part II) Fabrizio Gelsomino, Olivier L´evˆeque, EPFL July 21, 2009 Contents 1 Stochastic integrals

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Source URL: lthiwww.epfl.ch

Language: English - Date: 2012-01-19 04:53:44
45Stochastic calculus / Infinite divisibility / Order theory / Technical terminology / Stability / Wiener process / Lévy process / Probability / Itō calculus / Statistics / Probability theory / Stochastic processes

JAN ROSINSKI Curriculum Vitae Degrees: M.S. in Mathematics, University of Wrocław, Poland, 1974. Ph.D. in Mathematics, University of Wrocław, Poland, 1975. Employment:

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Source URL: www.math.utk.edu

Language: English - Date: 2014-10-12 22:48:24
46Multiple integral / Multivariable calculus / Operator theory / Uniform space / Spectral theory / Spectral theory of ordinary differential equations / Itō diffusion / Calculus / Mathematical analysis / Integral calculus

Armenian Journal of Mathematics Volume 1, Number 1, 2008, 18-28 Boundedness of Maximal and Singular Operators in Morrey Spaces with Variable Exponent Vakhtang Kokilashvili* and Alexander Meskhi**

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Source URL: ajm.asj-oa.am

Language: English - Date: 2011-04-18 18:22:41
47Potential theory / Harmonic functions / Poisson kernel / Dirichlet problem / Spectral theory / Differential equation / Spectral theory of ordinary differential equations / Itō diffusion / Mathematical analysis / Calculus / Fourier analysis

PDF Document

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Source URL: www.ias.ac.in

Language: English - Date: 2013-12-02 07:05:51
48Potential theory / Harmonic functions / Operator theory / Poisson kernel / Dirichlet problem / Differential equation / Spectral theory of ordinary differential equations / Itō diffusion / Mathematical analysis / Calculus / Fourier analysis

Proc. Indian Acad. Sci. (Math. Sci.) Vol. 124, No. 2, May 2014, pp. 175–178. c Indian Academy of Sciences  Dirichlet problem on the upper half space DEWU YANG1 and YUDONG REN2

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Source URL: www.ias.ac.in

Language: English - Date: 2014-08-22 07:32:47
49Ordinary differential equations / Hypergeometric function / Differential equation / Schwarzian derivative / Heat equation / Partial differential equation / Itō diffusion / Spectral theory of ordinary differential equations / Mathematical analysis / Calculus / Mathematics

Transformations of Markov processes and classification scheme for solvable driftless diffusions C. Albanese 1 and A. Kuznetsov 2 ∗

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:17
50Mathematical optimization / Dynamic programming / Stochastic calculus / Optimal control / Stochastic control / Hamilton–Jacobi–Bellman equation / Itō calculus / Stochastic process / Bellman equation / Statistics / Calculus / Mathematical analysis

Stochastic Optimization in Finance[removed]Krastyu Gumnerov

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Source URL: www.math.bas.bg

Language: English - Date: 2009-01-04 14:40:37
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