Stochastic differential equation

Results: 319



#Item
271Mathematical optimization / Markov models / Markov processes / Control theory / Differential equations / Markov chain / Stochastic differential equation / State space / Optimal control / Statistics / Mathematical analysis / Mathematics

Optimization and Control J.R. Norris November 22, 2007

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Source URL: www.statslab.cam.ac.uk

Language: English - Date: 2007-11-22 11:32:42
272Wiener process / Random walk / Stochastic differential equation / Statistics / Stochastic processes / Brownian motion

arXiv:math.PR[removed]v1 8 Apr[removed]The Brownian Web: Characterization and Convergence L. R. G. Fontes∗

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Source URL: www.ima.umn.edu

Language: English - Date: 2003-06-23 13:02:13
273Brownian motion / Stochastic differential equation / Random walk / Convergence of random variables / Continuous function / Statistics / Stochastic processes / Wiener process

The Brownian Web arXiv:math.PR[removed]v2 23 Apr 2002 L. R. G. Fontes ∗

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Source URL: www.ima.umn.edu

Language: English - Date: 2003-06-23 12:58:50
274Probability theory / Monte Carlo methods in finance / Statistical inference / Measurement / Normal distribution / Variance / Sampling distribution / Stochastic differential equation / Risk-neutral measure / Statistics / Mathematical finance / Stochastic processes

Monte Carlo Derivative valuation:

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Source URL: spears.okstate.edu

Language: English - Date: 2007-07-18 11:08:30
275Partial differential equation / Calculus of variations / Calculus / Mathematical analysis / Multivariable calculus

STOCHASTIC ANALYSIS OF TIDAL DYNAMICS EQUATION U. MANNA*, J.L. MENALDI, AND S.S. SRITHARAN* Abstract. In this paper the deterministic and stochastic tidal equation in 2-D

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Source URL: www.math.wayne.edu

Language: English - Date: 2013-04-18 09:33:38
276Optimal control / Stochastic control / Linear-quadratic-Gaussian control / Stochastic differential equations / Kalman filter / Algebraic Riccati equation / Mathematical optimization / Optimal projection equations / H-infinity methods in control theory / Control theory / Systems theory / Cybernetics

Systems & Control Letters[removed]172 North-Holland

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Source URL: saba.kntu.ac.ir

Language: English - Date: 2005-11-09 18:34:04
277Science / Knowledge / Decision field theory / Neural networks / Econometrics / Artificial neural network / Preference / Stochastic differential equation / Neuroeconomics / Statistics / Computational neuroscience / Cognitive science

doi:[removed]j.neunet[removed]

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Source URL: mypage.iu.edu

Language: English - Date: 2013-12-29 09:37:44
278Finance / Economics / Binomial options pricing model / Trinomial tree / Black–Scholes / Stochastic differential equation / Asian option / Rainbow option / Lookback option / Financial economics / Options / Mathematical finance

Author manuscript, published in "Encyclopedia of Quantitative Finance[removed]pages" DOI : [removed][removed]eqf12017

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Source URL: hal.archives-ouvertes.fr

Language: English - Date: 2013-05-22 05:06:50
279Epidemic model / Public health / Stochastic processes / Compartmental models in epidemiology / Economic model / Markov chain / Differential equation / Markov process / Mathematical model / Statistics / Epidemiology / Medical statistics

University of Oxford The SEIR Epidemic Model

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

Language: English - Date: 2004-11-11 06:38:01
280Partial differential equations / Stochastic differential equations / Dynamical systems / Heat equation / Differential equation / Hamiltonian mechanics / Probability current / Infinitesimal generator / Boltzmann equation / Physics / Quantum mechanics / Statistical mechanics

Entropy Methods in Hydrodynamic Scaling S. R. S. VARADHAN*

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Source URL: www.mathunion.org

Language: English - Date: 2012-04-18 10:52:10
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