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Stochastic differential equation
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251	Nonlinear inhomogeneous Fokker-Planck equation within a generalized Stratonovich prescription Zochil Gonz´ alez Arenas,1 Daniel G. Barci,2 and Constantino Tsallis1 arXiv:1406.2733v1 [cond-mat.stat-mech] 10 Jun 2014 Add to Reading List Source URL: cbpfindex.cbpf.br Language: English - Date: 2014-06-13 10:02:09 Logical truth Stochastic processes Fokker–Planck equation Constitutive equation Differential equations Fourier analysis Partial differential equation Heat equation Equations Calculus Mathematical analysis
252	Solving Schrödinger equation via Tartaglia/Pascal triangle: A possible link between stochastic processing and quantum mechanics A. Farina, M . Frasca°, M. Sedehi () SELEX Sistemi Integrati, Rome, Italy, {afarina, ms Add to Reading List Source URL: marcofrasca.files.wordpress.com Language: English* - Date: 2014-02-09 09:46:49 Stochastic processes Quantum mechanics Equations Differential equations Statistical mechanics Stochastic differential equation Schrödinger equation Partial differential equation Wave packet Physics Statistics Calculus
253	2014 Barrett Lecture Schedule All talks will be in Ayres 405; lunches will be on the south lawn of Ayres Hall. Monday, June 16 8:30 – 9:20 Registration 9:20 – 9:30 Welcome 9:30 – 10:30 Gr´egory Miermont Random pla Add to Reading List Source URL: www.math.utk.edu Language: English - Date: 2014-06-04 11:54:39 Statistics Schramm–Loewner evolution Conformal map Gaussian free field Charles Loewner Conformal welding Loewner differential equation Planar graph Random walk Mathematical analysis Complex analysis Stochastic processes
254	NBER WORKING PAPER SERIES HOW TO SOLVE DYNAMIC STOCHASTIC MODELS COMPUTING EXPECTATIONS JUST ONCE Kenneth L. Judd Lilia Maliar Add to Reading List Source URL: stanford.edu Language: English - Date: 2011-10-06 13:26:04 Mathematical analysis Systems theory Bellman equation Control theory Dynamic programming Integral Differential equation Numerical integration Polynomial Mathematics Equations Mathematical optimization
255	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.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:11:37 Heston model Normal distribution Stochastic differential equation Stochastic volatility CIR process Autoregressive conditional heteroskedasticity Volatility Martingale Statistics Stochastic processes Mathematical finance
256	Peter J¨ackel∗ and Christian Kahl† Hyp Hyp Hooray First version: This version: Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:12:05 Finance Volatility Implied volatility Local volatility Stochastic volatility Stochastic differential equation Heston model Variance swap Log-normal distribution Mathematical finance Statistics Financial economics
257	L. Ingber, “Statistical mechanics of combat and extensions,” in Toward a Science of Command, Control, and Communications, ed. by C. Jones (American Institute of Aeronautics and Astronautics Washington, D.C., 1993, pp Add to Reading List Source URL: www.ingber.com Language: English - Date: 2002-01-14 20:39:05 Mathematical modeling Operations research Collective intelligence Mathematical model Economic model Stochastic differential equation Computer simulation Chaos theory Differential equation Mathematics Statistics Mathematical sciences
258	STATISTICAL MECHANICS OF COMBAT WITH HUMAN FACTORS Lester Ingber Science Transfer Corporation P.O. Box 857 McLean, VA[removed]and Add to Reading List Source URL: www.ingber.com Language: English - Date: 2002-01-14 20:39:05 Mathematical sciences Stochastic processes Differential equations Mathematical modeling Control theory Mathematical model Stochastic differential equation Economic model Kalman filter Statistics Mathematics Dynamical systems
259	1. Introduction The following notes aim to provide a very informal introduction to Stochastic Calculus, and especially to the Itˆ o integral and some of its applications. They owe a great deal to Dan Crisan’s Stochas Add to Reading List Source URL: www.chiark.greenend.org.uk Language: English - Date: 2006-03-07 17:35:45 Martingale Local martingale Semimartingale Quadratic variation Adapted process Continuous stochastic process Girsanov theorem Infinitesimal generator Stochastic differential equation Statistics Stochastic processes Probability theory
260	Wavelet Approximation of the Solutions of Some Stochastic Differential Equations Hannelore Lisei and Anna So´os Babe¸s-Bolyai University Faculty of Mathematics and Computer Science Str. Kog˘alniceanu Nr. 1 Add to Reading List Source URL: adatbank.transindex.ro Language: English - Date: 2007-10-08 12:21:16 Fractional calculus Fourier analysis Multivariable calculus Itō diffusion Heat equation Mathematical analysis Calculus Fractional Brownian motion