Itō diffusion

Results: 160



#Item
61Martingale / Brownian motion / Quadratic variation / Feynman–Kac formula / Stopping time / Risk-neutral measure / Local martingale / Wiener process / Itō diffusion / Statistics / Stochastic processes / Black–Scholes

Stochastic Calculus and Financial Applications Final Take Home Exam (Steele: Fall[removed]Instructions. You may consult any books or articles that you find useful. If you use a result that is not from our text, attach a co

Add to Reading List

Source URL: www-stat.wharton.upenn.edu

Language: English - Date: 2013-12-11 16:06:34
62Model theory / Structure / Logic / Physics / Holomorphic functional calculus / Itō diffusion / Mathematics / Linear temporal logic / Temporal logic

Deciding Safety and Liveness in TPTL David Basina , Carlos Cotrini Jim´eneza,∗, Felix Klaedtkeb,1 , Eugen Z˘alinescua a Institute of Information Security, ETH Zurich, Switzerland Europe Ltd., Heidelberg, Germany

Add to Reading List

Source URL: people.inf.ethz.ch

Language: English - Date: 2014-06-24 05:41:33
63Calculus of variations / Stochastic processes / Lagrangian mechanics / Brownian motion / Action / Lagrangian / Itō diffusion / Stochastic differential equation / Statistics / Physics / Mathematical analysis

数理解析研究所講究録 1317 巻 2003 年 [removed]Some Historical note on random fields Si Si

Add to Reading List

Source URL: www.kurims.kyoto-u.ac.jp

Language: English - Date: 2011-05-06 03:20:05
64Operator theory / Fourier analysis / Artificial intelligence / Learning / Mathematics / Itō diffusion / Hardy space / Machine learning / Decision theory / Rademacher complexity

Rademacher Complexity Ashish Rastogi 1 Introduction

Add to Reading List

Source URL: cs.nyu.edu

Language: English - Date: 2009-09-03 19:03:18
65Euclidean algorithm / Itō diffusion / Spectral theory of ordinary differential equations / Mathematics / Mathematical analysis / Calculus

Honors Algorithms (CSCI-GA[removed]Professor Yap – Fall[removed]HOMEWORK FILE December 13, 2012

Add to Reading List

Source URL: cs.nyu.edu

Language: English - Date: 2012-12-13 22:17:23
66Brownian motion / Martingale / Brownian bridge / Normal distribution / Continuous function / Wiener process / Itō diffusion / Heat equation / Statistics / Mathematical analysis / Stochastic processes

OPTIMAL STOPPING OF A BROWNIAN BRIDGE ¨ AND HENRIK WANNTORP ERIK EKSTROM Abstract. We study several optimal stopping problems in which the gains process is a Brownian bridge or a functional of a Brownian bridge. Our exa

Add to Reading List

Source URL: www2.math.uu.se

Language: English - Date: 2008-10-07 11:22:40
67Control theory / State space / Itō diffusion

1 FINAL VERSION Synchronization of Stochastic Genetic Oscillator Networks with Time Delays and

Add to Reading List

Source URL: bura.brunel.ac.uk

Language: English - Date: 2014-11-01 09:10:21
68Mathematics / 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}.

Add to Reading List

Source URL: www.stat.rice.edu

Language: English - Date: 2006-03-11 18:13:54
69Euclidean 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

Add to Reading List

Source URL: cs.nyu.edu

Language: English - Date: 2012-12-15 22:13:11
70Calculus / Continuous function / Itō diffusion

An Approximation of Ultra-Parabolic Equations

Add to Reading List

Source URL: downloads.hindawi.com

Language: English - Date: 2014-08-28 17:32:14
UPDATE