Stochastic differential equation

Results: 319



#Item
211Statistical theory / Stochastic calculus / Estimation theory / Volatility / Stochastic volatility / Stochastic differential equation / Asymptotic theory / Quadratic variation / Brownian motion / Statistics / Stochastic processes / Mathematical finance

© Copyright, Princeton University Press. No part of this book may be distributed, posted, or reproduced in any form by digital or mechanical means without prior written permission of the publisher. Contents Preface

Add to Reading List

Source URL: press.princeton.edu

Language: English - Date: 2014-04-24 14:45:45
212Semimartingale / Wiener process / Brownian motion / Quadratic variation / Martingale / Stochastic differential equation / Stochastic calculus / Law / Local martingale / Statistics / Stochastic processes / Martingale theory

© Copyright, Princeton University Press. No part of this book may be distributed, posted, or reproduced in any form by digital or mechanical means without prior written permission of the publisher. Chapter 1

Add to Reading List

Source URL: press.princeton.edu

Language: English - Date: 2014-04-24 14:50:57
213Filtering problem / Brownian motion / Black–Scholes / Wiener process / Heston model / Girsanov theorem / Malliavin calculus / Martingale / Kalman filter / Statistics / Stochastic processes / Stochastic differential equation

Non linear filtering and optimal investment under partial information for stochastic volatility models Dalia Ibrahim; Frédéric Abergel∗; July 6, 2014 hal[removed], version[removed]Jul 2014

Add to Reading List

Source URL: hal.archives-ouvertes.fr

Language: English - Date: 2014-07-07 02:50:00
214Martingale / Markov chain / Optional stopping theorem / Continuous function / Wiener process / Stochastic differential equation / Itō diffusion / Harris chain / Statistics / Stochastic processes / Martingale theory

Finite-time Regional Verification of Stochastic Nonlinear Systems Jacob Steinhardt Department of Mathematics Massachusetts Institute of Technology Cambridge, Massachusetts[removed]Email: [removed]

Add to Reading List

Source URL: groups.csail.mit.edu

Language: English - Date: 2012-09-02 10:48:22
215Heat equation / Stochastic differential equations / Control theory / Classical cipher

Vital Statistics of the United States 1962

Add to Reading List

Source URL: www.cdc.gov

Language: English - Date: 2009-11-18 13:07:18
216Mathematics / Stochastic calculus / Integral calculus / Differential equation / Stochastic differential equation / Viscosity solution / Mathematical finance / Statistics / Mathematical analysis

Minerva Lectures Fall 2011 Details  September 7 9:00am,

Add to Reading List

Source URL: www.math.columbia.edu

Language: English - Date: 2011-08-30 16:24:10
217Financial economics / Econometrics / Regression analysis / Financial markets / Capital asset pricing model / Simultaneous equation methods / Beta / Instrumental variable / Stochastic differential equation / Mathematical finance / Statistics / Economics

Solving an Empirical Puzzle in the Capital Asset Pricing Model

Add to Reading List

Source URL: www.occ.gov

Language: English - Date: 2014-09-07 08:44:26
218Partial differential equation / Brownian motion / Finite difference method / Differential equation / Wiener process / Mathematical optimization / Statistics / Stochastic processes / Mathematical analysis

NOAA Technical Memorandum NMFS EN T OF CO M

Add to Reading List

Source URL: swfsc.noaa.gov

Language: English - Date: 2006-09-14 18:20:44
219Schrödinger equation / Symbol / Coherent control / Stochastic differential equations / Itō diffusion / Light dressed state / Physics / Quantum mechanics / Equations

i i Moshe Shapiro and Paul Brumer: Quantum Control of Molecular Processes — Chap. shapiro9044c01 — [removed] — page 1 — le-tex

Add to Reading List

Source URL: www.wiley-vch.de

Language: English - Date: 2011-09-28 21:04:14
220Robot control / Markov models / Control theory / Kalman filter / Gaussian process / Stochastic differential equation / Regression analysis / Statistics / Stochastic processes / Linear filters

State-Space Inference for Non-Linear Latent Force Models with Application to Satellite Orbit Prediction Jouni Hartikainen [removed] Aalto University, Dept. of Biomedical Engineering and Computational Sci

Add to Reading List

Source URL: icml.cc

Language: English - Date: 2012-06-07 13:20:08
UPDATE