Stochastic calculus

Results: 270



#Item
61Mathematical finance / Financial risk / Martingale / Local martingale / Itō calculus / Wiener process / Random variable / Superhedging price / Stopping time / Statistics / Stochastic processes / Martingale theory

Superhedging and Dynamic Risk Measures under Volatility Uncertainty Marcel Nutz ∗

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Source URL: www.math.columbia.edu

Language: English - Date: 2012-06-19 13:31:57
62Equations / Stochastic processes / Differential equations / Dynamical systems / Statistical mechanics / Stochastic differential equation / Optimal control / Partial differential equation / Hamilton–Jacobi–Bellman equation / Mathematical analysis / Mathematics / Calculus

Stochastic Differential Equations: Models and Numerics 1 Jesper Carlsson Kyoung-Sook Moon Anders Szepessy Ra´

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Source URL: people.kth.se

Language: English - Date: 2010-02-02 10:04:51
63Quantum mechanics / Stochastic calculus / Statistical mechanics

Astro 305: Problem Set 6 Due NovemberCompton-y distortions

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Source URL: background.uchicago.edu

Language: English - Date: 2011-12-09 20:36:36
64Stochastic processes / Urn problem / Partial differential equations / Ordinary differential equation / Stochastic differential equation / Calculus / Mathematical analysis / Differential equations

January 20, 2003 Analytic Urns Philippe Flajolet, INRIA Rocquencourt, F. With Kim Gabarro and Helmut Pekari, Barcelona

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Source URL: algo.inria.fr

Language: English - Date: 2003-01-20 13:16:08
65Scientific modelling / Stochastic calculus / Epistemology / Mathematics / Science / Weinan E / Multiscale mathematics / Multiscale modeling / Dynamics / Applied mathematics

Stochastic Multiscale Modeling for Physical and Biological Problems Frontiers in Computational and Information Sciences Seminar Series Presented by…

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Source URL: computerlectures.pnnl.gov

Language: English - Date: 2012-02-21 14:24:33
66Neural networks / Optimal control / Stochastic control / Spectral theory / Holomorphic functional calculus / Cellular neural network / Statistics / Control theory / Cybernetics

On Dynamical Properties of Neural Networks

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Source URL: www.complex-systems.com

Language: English - Date: 2013-03-26 14:31:28
67Partial differential equations / Differential equations / Stochastic processes / Weinan E / Molecular dynamics / Navier–Stokes equations / Multigrid method / Multiscale modeling / Patch dynamics / Calculus / Mathematics / Mathematical analysis

Multiscale Modeling and Computation Weinan E and Bjorn Engquist M

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Source URL: croucher.math.ust.hk

Language: English - Date: 2005-05-02 21:37:15
68Martingale theory / Stochastic processes / Stochastic calculus / Mathematical finance / Integral calculus / Malliavin calculus / Martingale / Doléans-Dade exponential / Lévy process / Statistics / Probability theory / Mathematical analysis

Institute for Economic Studies, Keio University Keio-IES Discussion Paper Series Local risk-minimization for Barndorff-Nielsen and Shephard models Takuji Arai Ryoichi Suzuki

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Source URL: ies.keio.ac.jp

Language: English - Date: 2015-04-17 06:41:32
69Mathematical analysis / Stochastic processes / Stochastic calculus / Stochastic differential equation

Microsoft PowerPoint - CSS100526.ppt [互換モード]

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Source URL: daweb.ism.ac.jp

Language: English - Date: 2010-05-30 12:11:44
70Numerical analysis / Partial differential equations / Stochastic processes / Differential equations / Computational science / Polynomial chaos / Spectral method / Monte Carlo method / Galerkin method / Calculus / Mathematics / Mathematical analysis

Generalized Polynomial Chaos Decomposition for the Stokes Equations with stochastic inputs

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-16 21:25:32
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