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Stochastic calculus
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31	Generalized Malliavin Calculus and Stochatstic PDEs B. L. Rozovski˘ı (Brown University) Abstract The origins of Malliavin Calculus can be traced to Malliavin’s work on hypoellipticity of PDEs. However, the Malliavin Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2010-10-18 22:16:20 Stochastic calculus Malliavin calculus Skorokhod integral OrnsteinUhlenbeck operator Partial differential equation Malliavin derivative Generalizations of the derivative Calculus
32	Modular Bisimulation Theory for Computations and Values Appendix A 17 Add to Reading List Source URL: plancomps.dreamhosters.com Language: English - Date: 2014-11-22 16:20:54 Automated theorem proving Logic programming Logical truth Propositional calculus Substitution Stochastic processes Stopping time Primitive recursive functional
33	Term Structure of Uncertainty in the Macroeconomy∗ Jaroslav Boroviˇcka Lars Peter Hansen New York University Add to Reading List Source URL: borovicka.org Language: English - Date: 2016-06-07 19:48:34 Mathematical finance Financial economics Actuarial science Financial risk Stochastic calculus Stochastic discount factor Economic model Shock Lars Peter Hansen Quantitative analyst Risk aversion Price elasticity of demand
34	Fiscal Calculus in a NK Model with Matching Frictions by Alessia Campolmi, Ester Faia and Roland C. Winkler Discussant’s Comments – Paul Levine page 1 of 5 Add to Reading List Source URL: www.monfispol.eu Language: English - Date: 2011-04-20 14:05:39 Keynesian economics Fiscal policy New Keynesian economics Fiscal multiplier Multiplier Dynamic stochastic general equilibrium Macroeconomic model John Maynard Keynes Stimulus Unemployment
35	Bio-PEPA for epidemiological models Jane Hillston. LFCS and CSBE, The University of Edinburgh 24th September 2009 Joint work with Federica Ciocchetta. Add to Reading List Source URL: homepages.inf.ed.ac.uk Language: English - Date: 2009-10-09 05:09:45 PEPA Process calculi Jane Hillston Process calculus Scientific modelling Stochastic
36	CONCURThe Benefits of Sometimes Not Being Discrete Jane Hillston LFCS, University of Edinburgh Add to Reading List Source URL: homepages.inf.ed.ac.uk Language: English - Date: 2014-09-02 12:04:09 Process calculus Model checking Stochastic processes Models of computation Markov models
37	Universit¨at Wien SS 2016 Fakult¨at f¨ ur Mathematik Christa Cuchiero Ludovic Tangpi Add to Reading List Source URL: www.mat.univie.ac.at Language: English - Date: 2016-05-09 02:56:08 Stochastic processes Martingale theory Martingale Local martingale Brownian motion It diffusion It calculus
38	Using stochastic process algebra to model biochemical pathways Using stochastic process algebra to model biochemical pathways Add to Reading List Source URL: homepages.inf.ed.ac.uk Language: English - Date: 2009-03-02 10:57:28 PEPA Process calculi Jane Hillston Process calculus Stochastic Scientific modelling Economic model Algebra over a field TAPAs model checker
39	Second Order Backward Stochastic Differential Equations and Fully Nonlinear Parabolic PDEs Patrick Cheridito ∗ Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2007-06-30 07:16:40 Stochastic processes Stochastic calculus FeynmanKac formula Envelope Partial differential equation Stratonovich integral
40	Data completion and stochastic algorithms for PDE inversion problems with many measurements Farbod Roosta-Khorasani, Kees van den Doel and Uri Ascher ∗ Add to Reading List Source URL: www.stat.berkeley.edu Language: English - Date: 2016-01-22 15:04:36 Multivariable calculus Partial differential equation Electrical resistivity and conductivity Sheaf

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