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Stochastic differential equation
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11	Computational Finance: Opportunities and challenges for AD Mike Giles Oxford University Mathematical Institute Add to Reading List Source URL: www.autodiff.org Language: English - Date: 2008-08-29 02:28:58 Mathematical finance Stochastic processes Options Stochastic calculus Equations Stochastic differential equation Stochastic volatility BlackScholes model Quantitative analyst Volatility Geometric Brownian motion Computational finance
12	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
13	Essentials of fluctuation dominated kinetics: why bother? Zoran Konkoli, Chalmers University of Technology All chemical reactions are intrinsically stochastic and realistic in vivo descriptions of chemical reaction netwo Add to Reading List Source URL: www.hieratic.eu Language: English Mathematical and theoretical biology Chemical kinetics Differential equation Statistics Reactiondiffusion system Chemical reaction
14	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
15	Wavelets and Linear Algebra Wavelets and Linear Algebra http://wala.vru.ac.ir Vali-e-Asr University of Rafsanjan Add to Reading List Source URL: wala.vru.ac.ir Language: English - Date: 2016-08-19 05:51:18 Functional analysis Operator theory Signal processing Stochastic processes Timefrequency analysis Wavelet Distribution Operator Stochastic differential equation Legendre wavelet Integral equation Haar wavelet
16	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
17	History Dependent Stochastic Processes and Applications to Finance by NEEKO GARDNER Mihai Stoiciu, Advisor Add to Reading List Source URL: sites.williams.edu Language: English - Date: 2015-07-23 17:08:56 Stochastic processes BlackScholes model Random walk Brownian motion BlackScholes equation Stochastic Normal distribution Martingale Geometric Brownian motion Stochastic differential equation
18	Journal of EconomicsDOIs00712Journal of Economics Printed in Austria Add to Reading List Source URL: www.waelde.com Language: English - Date: 2013-09-04 06:04:48 Dynamic programming Stochastic calculus Equations Stochastic processes HamiltonJacobiBellman equation Optimal control Stochastic differential equation Thorn Bellman equation
19	Production technologies in stochastic continuous time models Add to Reading List Source URL: www.waelde.com Language: English - Date: 2013-09-04 06:04:52 Equations Economics Mathematical optimization Operations research Dynamic programming Stochastic calculus Mathematical analysis Bellman equation Differential equation Economic model Stochastic differential equation SolowSwan model
20	Modified PDEs Modified Partial Differential Equations Richie Burke November 13, 2015 Add to Reading List Source URL: www.maths.nuigalway.ie Language: English - Date: 2015-11-19 06:39:46 Calculus Mathematical analysis Mathematics Transport phenomena Diffusion Partial differential equations Stochastic differential equations Computational fluid dynamics Differential equation Convectiondiffusion equation Advection Finite difference method

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