Itō calculus

Results: 72



#Item
51Fractional calculus / Fourier analysis / Multivariable calculus / Itō diffusion / Heat equation / Mathematical analysis / Calculus / Fractional Brownian motion

Wavelet Approximation of the Solutions of Some Stochastic Differential Equations Hannelore Lisei and Anna So´os Babe¸s-Bolyai University Faculty of Mathematics and Computer Science Str. Kog˘alniceanu Nr. 1

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Source URL: adatbank.transindex.ro

Language: English - Date: 2007-10-08 12:21:16
52Operator theory / Probability space / Probability theory / Metric geometry / Differential geometry / Holomorphic functional calculus / Itō diffusion / Mathematical analysis / Mathematics / Geometry

STUDIA UNIV. “BABES ¸ –BOLYAI”, MATHEMATICA, Volume XLVI, Number 3, September 2001 INVARIANT SETS OF RANDOM VARIABLES IN COMPLETE METRIC SPACES ´

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Source URL: adatbank.transindex.ro

Language: English - Date: 2007-10-08 12:15:24
53Statistics / Stochastic calculus / Stochastic differential equation / Partial differential equation / Spectral theory / Radon–Nikodym theorem / Itō diffusion / Mathematical analysis / Calculus / Differential equations

Weak and strong solutions of general stochastic models Thomas G. Kurtz ∗ Departments of Mathematics and Statistics University of Wisconsin - Madison 480 Lincoln Drive Madison, WI[removed]

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Source URL: www.math.wisc.edu

Language: English - Date: 2013-12-29 15:12:08
54Probability theory / Local martingale / Martingale / Stopping time / Filtering problem / Itō diffusion / Itō calculus / Statistics / Stochastic processes / Martingale theory

The filtered martingale problem Thomas G. Kurtz ∗ Departments of Mathematics and Statistics University of Wisconsin - Madison 480 Lincoln Drive Madison, WI[removed]

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Source URL: www.math.wisc.edu

Language: English - Date: 2010-05-24 14:36:18
55Lipschitz continuity / Combinatory logic / Martingale / Derivative / Differential equation / Itō diffusion / Theorems and definitions in linear algebra / Mathematical analysis / Mathematics / Calculus

Concentration of non-Lipschitz functions and applications V. H. Vu ∗ October 19, 2001

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Source URL: www.math.rutgers.edu

Language: English - Date: 2003-07-07 12:45:54
56General topology / Measure / Borel set / Baire set / Invariant measure / Borel functional calculus / Itō diffusion / Mathematical analysis / Measure theory / Dynamical systems

Commum math. Phys. 11, [removed]The Classical Mechanics of One-Dimensional Systems of Infinitely Many Particles II. Kinetic Theory 0 . E. LANFORD I I I *

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Source URL: www.math.harvard.edu

Language: English - Date: 2013-12-22 12:53:19
57Algebraic topology / Differential topology / Calculus of variations / Holonomic / Action / Dimensional analysis / Nonholonomic system / Centripetal force / Itō diffusion / Physics / Mathematical analysis / Classical mechanics

CARTAN’S PRINCIPLE OF DYNAMICS ´ ´ WŁADYSŁAW SLEBODZI NSKI[removed])

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Source URL: www.nonloco-physics.0catch.com

Language: English - Date: 2011-07-09 19:25:26
58Method of characteristics / Operator theory / Symbol / Probability theory / Holomorphic functional calculus / Itō diffusion / Partial differential equations / Mathematical analysis / Mathematics

A well-posedness framework for inpainting based on coherence transport by Thomas März

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Source URL: eprints.maths.ox.ac.uk

Language: English - Date: 2013-07-30 06:15:53
59Operator theory / Ordinary differential equations / Spectral theory / Heat equation / Heat transfer / Sturm–Liouville theory / Partial differential equation / Itō diffusion / Wave equation / Calculus / Mathematical analysis / Mathematics

M344 - ADVANCED ENGINEERING MATHEMATICS Lecture 23: A PDE Model Used in Cooking The following very interesting partial differential equation was brought to my attention by Steve Gifford. It appears in a paper found on t

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Source URL: uhaweb.hartford.edu

Language: English - Date: 2009-10-30 12:06:04
60Stochastic calculus / Markov models / Stochastic differential equations / Markov chain / Diffusion process / Infinitesimal generator / Itō calculus / Brownian motion / Continuous-time Markov process / Statistics / Stochastic processes / Markov processes

388 BOOK REVIEWS BULLETIN (New Series) O F THE AMERICAN MATHEMATICAL SOCIETY

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Source URL: www.ams.org

Language: English - Date: 2010-01-14 13:21:10
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