Stochastic differential equation

Results: 319



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261Statistics / Stochastic calculus / Stochastic differential equation / Partial differential equation / Spectral theory / Radon–Nikodym theorem / Itō diffusion / Mathematical analysis / Calculus / Differential equations

Weak and strong solutions of general stochastic models Thomas G. Kurtz ∗ Departments of Mathematics and Statistics University of Wisconsin - Madison 480 Lincoln Drive Madison, WI[removed]

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Source URL: www.math.wisc.edu

Language: English - Date: 2013-12-29 15:12:08
262Mathematical analysis / Systems theory / Bellman equation / Control theory / Dynamic programming / Integral / Differential equation / Numerical integration / Polynomial / Mathematics / Equations / Mathematical optimization

NBER WORKING PAPER SERIES HOW TO SOLVE DYNAMIC STOCHASTIC MODELS COMPUTING EXPECTATIONS JUST ONCE Kenneth L. Judd Lilia Maliar

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Source URL: stanford.edu

Language: English - Date: 2011-10-06 13:25:52
263Martingale theory / Stochastic processes / Operator theory / Game theory / Martingale / Wiener process / Differential equation / Spectral theory / Method of characteristics / Statistics / Mathematical analysis / Calculus

Equivalence of stochastic equations and martingale problems Thomas G. Kurtz ∗ Departments of Mathematics and Statistics University of Wisconsin - Madison 480 Lincoln Drive

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Source URL: www.math.wisc.edu

Language: English - Date: 2010-07-03 15:20:47
264Filtering problem / Wiener process / Stochastic differential equation / Model theory / Probability space / Martingale / Valuation / Normal distribution / Statistics / Stochastic processes / Independence

Conditional distributions, exchangeable particle systems, and stochastic partial differential equations Dan Crisan∗, Thomas G. Kurtz,† Yoonjung Lee‡ 10 September[removed]Abstract

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Source URL: www.math.wisc.edu

Language: English - Date: 2012-09-12 05:55:03
265Stochastic processes / Measure theory / Normal distribution / Wiener process / Brownian motion / Heat equation / Continuous function / Support / Statistics / Mathematical analysis / Probability and statistics

Probab. Theory Relat. Fields[removed]:189–222 DOI[removed]s00440[removed]Macroscopic limits for stochastic partial differential equations of McKean–Vlasov type Peter M. Kotelenez · Thomas G. Kurtz

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Source URL: www.math.wisc.edu

Language: English - Date: 2010-02-12 12:32:02
266Stochastic processes / Random variable / Conditional expectation / Probability space / Independence / Martingale / Moment / Probability density function / Stochastic differential equation / Statistics / Probability theory / Probability and statistics

Probability and Stochastic Processes with Applications Oliver Knill Contents Preface

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Source URL: www.math.harvard.edu

Language: English - Date: 2013-11-12 09:01:08
267Quantum mechanics / Probability and statistics / Equations / Statistical mechanics / Fokker–Planck equation / Wave packet / Wiener process / Brownian motion / Differential equation / Statistics / Stochastic processes / Physics

Appeared in: Phys. Rev. D, 10 (4), [removed]Comment on: Derivation of the Schr¨odinger equation from Newtonian mechanics Aloysius F. Kracklauer Department of Physics, University of Houston, Houston, Texas[removed]Da

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Source URL: www.nonloco-physics.0catch.com

Language: English - Date: 2011-07-09 19:49:42
268Differential equations / Markov models / Monte Carlo methods / Radon–Nikodym theorem / Stochastic differential equation / Markov chain / Random walk / Metropolis–Hastings algorithm / Gaussian measure / Statistics / Mathematical analysis / Stochastic processes

The Bayesian Approach to Inverse Problems Andrew M. Stuart, Mathematics Institute

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Source URL: www.stats.ox.ac.uk

Language: English - Date: 2011-04-07 16:02:52
269Rigid bodies / Computational chemistry / Differential equation / Rigid body dynamics / Verlet integration / Molecular dynamics / Maxwell–Boltzmann distribution / Vector space / Integral / Algebra / Mathematics / Linear algebra

The Classical Lennard-Jones Fluid Stochastic or Probabilistic Methods Stochastic or probabilistic methods are useful in simulating • classical dynamical systems that are too complicated to study using deterministic met

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Source URL: www.physics.buffalo.edu

Language: English - Date: 2014-03-25 12:09:35
270Partial differential equations / Stochastic processes / Stochastic differential equations / Linear differential equation / Calculus of variations / Method of characteristics / Elliptic operator / Optimal control / Infinitesimal generator / Calculus / Mathematical analysis / Differential equations

Faculty of Mathematics University “Al. I. Cuza” of Ias¸i Institute “Octav Mayer” of the Romanian Academy, Ias¸i, Romania

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Source URL: www.math.uaic.ro

Language: English - Date: 2007-02-11 14:26:31
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