Stochastic calculus

Results: 270



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41Markov models / Graph theory / Markov processes / Stochastic process / Stochastic / PEPA / Markov chain / Scientific modelling / Process calculus

Introduction Motivation Syntax and semantics

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Source URL: www.cs.stir.ac.uk

Language: English - Date: 2010-06-17 03:44:24
42Probability theory / Calculus / Statistical theory / Operations research / Continuous function / Limit of a function / Big O in probability notation / Limit superior and limit inferior / Mathematical optimization / Evolutionary game theory

Stochastic Imitative Game Dynamics with Committed Agents∗ William H. Sandholm† January 16, 2012 Abstract We consider models of stochastic evolution in two-strategy games in which agents

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Source URL: www.ssc.wisc.edu

Language: English - Date: 2012-02-08 16:00:47
43Dynamic programming / Stochastic calculus / Equations / Stochastic processes / HamiltonJacobiBellman equation / Optimal control / Stochastic differential equation / Thorn / Bellman equation

Journal of EconomicsDOIs00712Journal of Economics Printed in Austria

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Source URL: www.waelde.com

Language: English - Date: 2013-09-04 06:04:48
44Mathematical finance / Stochastic processes / Stochastic calculus / Financial economics / Markov chain / Girsanov theorem / Stochastic discount factor / Economic model / Price elasticity of demand

Risk Price Dynamics∗ Jaroslav Boroviˇcka Lars Peter Hansen† Mark Hendricks

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Source URL: borovicka.org

Language: English - Date: 2015-05-14 19:50:54
45Equations / Economics / Mathematical optimization / Operations research / Dynamic programming / Stochastic calculus / Mathematical analysis / Bellman equation / Differential equation / Economic model / Stochastic differential equation / SolowSwan model

Production technologies in stochastic continuous time models

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Source URL: www.waelde.com

Language: English - Date: 2013-09-04 06:04:52
46Calculus / Mathematical analysis / Mathematics / Transport phenomena / Diffusion / Partial differential equations / Stochastic differential equations / Computational fluid dynamics / Differential equation / Convectiondiffusion equation / Advection / Finite difference method

Modified PDEs Modified Partial Differential Equations Richie Burke November 13, 2015

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Source URL: www.maths.nuigalway.ie

Language: English - Date: 2015-11-19 06:39:46
47Process calculi / Systems biology / Bioinformatics / Theoretical computer science / Process calculus / Gene regulatory network / Systems science / Differential equation / Academia / -calculus / Stochastic / Calculus

Genome Informatics 16(2): 215–Toward Integration of Systems Biology Formalism: The Gene Regulatory Networks Case

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Source URL: www.jsbi.org

Language: English - Date: 2005-12-28 06:18:59
48Statistical randomness / Stochastic processes / Stochastic calculus / Martingale theory / Stochastic differential equations / Lvy processes / Wiener process / FeynmanKac formula / Infinitesimal generator / Semimartingale / Brownian motion / Stratonovich integral

Stochastic Differential Equations Lecture notes for courses given at Humboldt University Berlin and University of Heidelberg Markus Reiß

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Source URL: math.uni-heidelberg.de

Language: English - Date: 2007-02-12 06:05:10
49Combinatory logic / Lambda calculus / Logic in computer science / Stochastic processes / Estimation theory / Heat equation / Itō diffusion / Statistics / Mathematics / Mathematical analysis

Decreasing energy functions for some cellular automata E. Goles * Department of Mathematics Engineering School University of Chile

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Source URL: www.dtc.umn.edu

Language: English - Date: 1998-04-13 22:11:03
50Differential equations / Mathematical optimization / Optimal control / Differential calculus / Multivariable calculus / Partial differential equation / Bellman equation / Stochastic differential equation / Ordinary differential equation / Calculus / Mathematical analysis / Mathematics

Numerical solution of dynamic equilibrium models under Poisson uncertainty∗ Olaf Posch(a) and Timo Trimborn(b) (a) Hamburg University and CREATES, (b) University of G¨ottingen February 2013

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Source URL: www.oposch.com

Language: English - Date: 2013-06-26 07:49:14
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