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Stochastic differential equation
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231	academics.de[removed]Internet[removed]Fristende[removed]Technische Universität Berlin offers an open position of a Research Assistant Add to Reading List Source URL: www.matheon.de Language: English - Date: 2014-06-16 08:09:19 Stochastic differential equation Boris Galerkin Institute of Mathematics Differential equation Mathematics Finite element method Partial differential equations Calculus Mathematical analysis Stochastic calculus
232	SEMI-GLOBAL SOLUTIONS TO DSGE MODELS: PERTURBATION AROUND A DETERMINISTIC PATH CONTENTS ABSTRACT 3 Add to Reading List Source URL: www.macroeconomics.lv Language: English - Date: 2014-07-03 08:33:28 Quantum mechanics Dynamic stochastic general equilibrium Perturbation theory Economic model Macroeconomic model Differential equation Stochastic process Exact solutions in general relativity Nonlinear system Macroeconomics Mathematical analysis Physics
233	Comment on P. K. Clark’s Distribution of Lognormal-Normal Increments And the Lognormal Cascade Distribution Stephen H.-T. Lihn Piscataway, NJ[removed]removed] Add to Reading List Source URL: www.skew-lognormal-cascade-distribution.org Language: English - Date: 2010-01-18 10:56:16 Stochastic processes Log-normal distribution Lévy process Variable Differential equation Mathematics Statistics Normal distribution
234	Peter J¨ackel∗ and Christian Kahl† Hyp Hyp Hooray First version: This version: Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2010-01-04 18:59:06 Finance Volatility Implied volatility Local volatility Stochastic volatility Stochastic differential equation Heston model Variance swap Log-normal distribution Mathematical finance Statistics Financial economics
235	Logarithmic-type Scaling of the Collapse of Keller-Segel Equation Sergey A. Dyachenko, Pavel M. Lushnikov and Natalia Vladimirova Department of Mathematics and Statistics, University of New Mexico, Albuquerque, NM 87131, Add to Reading List Source URL: math.unm.edu Language: English - Date: 2011-09-28 13:39:47 Dimensional analysis Measurement Partial differential equation Random walk Differential equation Schrödinger equation Mathematical analysis Stochastic processes Mathematics
236	SIMULATION OF SQUARE-ROOT PROCESSES ¨ LEIF B.G. ANDERSEN, PETER JACKEL, AND CHRISTIAN KAHL Abstract. We discuss methods for time-discretization and simulation of squareroot SDEs, both in isolation (CIR process) and as Add to Reading List Source URL: www.awdz65.dsl.pipex.com Language: English - Date: 2009-03-14 14:09:43 Heston model Normal distribution Stochastic differential equation Stochastic volatility CIR process Autoregressive conditional heteroskedasticity Volatility Martingale Statistics Stochastic processes Mathematical finance
237	1 A Contraction Theory Approach to Stochastic Incremental Stability Quang-Cuong Pham, Nicolas Tabareau and Jean-Jacques Slotine Add to Reading List Source URL: web.mit.edu Language: English - Date: 2009-03-31 14:00:27 Stochastic differential equations Stochastic processes Differential equations Stochastic calculus Dynamical system Kalman filter Linear-quadratic-Gaussian control Langevin equation Statistics Systems theory Control theory
238	SEM modeling with singular moment matrices Part II: ML-Estimation of sampled stochastic differential equations Add to Reading List Source URL: www.fernuni-hagen.de Language: English - Date: 2011-11-29 06:50:39 Cybernetics Structural equation modeling Kalman filter Discretization Matrix exponential Normal distribution State space Differential equation Matrix Statistics Control theory Mathematics
239	An Alternative Derivation of the Black-Scholes Formula Max Zucker1 and Hermann Singer2 Lehrstuhl f¨ ur angewandte Statistik und Methoden der empirischen Sozialforschung, FernUniversit¨at Hagen, D[removed]Hagen, Germany. Add to Reading List Source URL: www.fernuni-hagen.de Language: English - Date: 2011-11-29 06:50:36 Equations Mathematical finance Differential equations Stochastic calculus Black–Scholes Normal distribution Stochastic differential equation Statistics Stochastic processes Mathematical analysis
240	Inflācijas gaidas Latvijā: patērētāju apsekojuma rezultāti Add to Reading List Source URL: www.macroeconomics.lv Language: English - Date: 2010-12-07 10:08:35 Mathematical finance Martingale theory Stochastic calculus Differential equations Wiener process Stochastic differential equation Risk-neutral measure Feynman–Kac formula Heat equation Statistics Mathematical analysis Stochastic processes

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