Stochastic calculus

Results: 270



#Item
71Statistical randomness / Actuarial science / Stochastic modelling / Klaus Hasselmann / Scientific modelling / Stochastic differential equation / Stochastic calculus / Economic model / Stochastic / Statistics / Probability and statistics / Stochastic processes

Nonlin. Processes Geophys., 17, 421–422, 2010 www.nonlin-processes-geophys.netdoi:npg © Author(sCC Attribution 3.0 License. Nonlinear Processes

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Source URL: www.nonlin-processes-geophys.net

Language: English - Date: 2014-12-04 10:03:50
72Calculus / Continuous function / Markov chain / Ergodic theory / Mathematics / Control theory / Itō diffusion / Μ operator / Mathematical analysis / Markov models / Stochastic differential equations

DOMINANCE THEOREMS AND ERGODIC PROPERTIES OF POLLING SYSTEMS1 S. G. Foss and N. I. Chernova We consider a class of polling systems with stationary ergodic input flow such that the control in a system obeys a certain rege

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Source URL: math.nsc.ru

Language: English - Date: 2005-09-16 03:23:50
73Ordinary differential equation / Stochastic processes / Differential equations / Evolutionary dynamics / Wave mechanics / Calculus / Mathematical analysis / Differential calculus

A Method for Estimating Mean First-passage Time in Genetic Algorithms

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Source URL: www.complex-systems.com

Language: English - Date: 2012-09-20 14:36:16
74Stochastic calculus / Differential equations / Stochastic differential equation

Joint Statistics Seminar The Hong Kong University of Science and Technology Organized by Department of Information Systems, Business Statistics and Operations Management and

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Source URL: www.bm.ust.hk

Language: English - Date: 2014-03-24 02:56:49
75Stochastic processes / Differential equations / Equations / Multivariable calculus / Partial differential equation / Fokker–Planck equation / Maximum likelihood / Normal distribution / Finite difference method / Statistics / Calculus / Mathematical analysis

ML Estimation of the Parameters of SDEs by Numerical Solution of the Fokker-Planck Equation

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 18:12:12
76Options / Stochastic differential equations / Stochastic calculus / Volatility / Stochastic volatility / Gaussian process / Normal distribution / Black–Scholes / Long-range dependency / Statistics / Stochastic processes / Mathematical finance

Stochastic Volatility with Long�Range Dependence

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 17:47:44
77Control theory / Martin Hairer / Nonlinear filter / Partial differential equation / Data assimilation / Kalman filter / Stochastic / Mathematical analysis / University of Warwick / Mathematics / Statistics / Calculus

DAVID K ELLY Courant Institute of Mathematical Science, New York University, New York, NY, USA http://www.dtbkelly.com last updated.

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Source URL: www.dtbkelly.com

Language: English - Date: 2014-08-31 15:16:51
78Stochastic processes / Differential equations / Normal distribution / Variance / Stochastic differential equation / Heat equation / Itō diffusion / Statistics / Calculus / Mathematical analysis

Punctuated Equilibria in Simple Genetic Algorithms for Functions of Unitation

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Source URL: www.complex-systems.com

Language: English - Date: 2012-09-20 14:36:17
79Ordinary differential equations / Stochastic differential equations / Four-square cipher / Two-square cipher / Mathematical analysis / Calculus / Mathematics

Parallel Chip Firing on Digraphs

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Source URL: www.complex-systems.com

Language: English - Date: 2013-03-26 14:35:02
80Dynamical systems / Differential equations / Hamiltonian mechanics / Equations / Macroeconomics / Stochastic differential equation / Ordinary differential equation / Macroeconomic model / Nonlinear system / Calculus / Physics / Mathematics

From Collective Mind to Communication Michail Zak Jet Propulsion Laboratory and California Institute of Technology,

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Source URL: www.complex-systems.com

Language: English - Date: 2012-09-20 14:36:40
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