Stochastic differential equation - PDFSEARCH.IO - Document Search Engine

Stochastic differential equation
Results: 319

#	Item
281	Proceedings of the International Congress of Mathematicians Hyderabad, India, 2010 Add to Reading List Source URL: www.mathunion.org Language: English - Date: 2013-04-24 07:33:10 Partial differential equation Feynman–Kac formula Differential equation Heat equation Infinitesimal generator Brownian motion Wiener process Martingale Normal distribution Statistics Stochastic processes Stochastic differential equation
282	Proceedings of the International Congress of Mathematicians August 16-24, 1983, Warszawa Add to Reading List Source URL: www.mathunion.org Language: English - Date: 2012-04-18 10:41:41 Markov processes Optimal control Dynamic programming Bellman equation Markov chain Markov property Stochastic differential equation Feller process Semigroup Statistics Mathematical optimization Stochastic processes
283	Optimal investment with high-watermark performance fee Karel Janeˇcek Add to Reading List Source URL: www.ma.utexas.edu Language: English - Date: 2011-01-05 10:31:21 Dynamic programming Mathematical optimization Partial differential equations Stochastic control Hamilton–Jacobi–Bellman equation Optimal control Bellman equation Sturm–Liouville theory Calculus Mathematical analysis Control theory
284	OPERATIONS RESEARCH Vol. 61, No. 4, July–August 2013, pp. 1030–1045 ISSN 0030-364X (print) ISSN[removed]online) Add to Reading List Source URL: www.columbia.edu Language: English - Date: 2013-08-31 17:50:08 Econometrics Measurement Poisson process Confidence interval M-estimator Differential geometry of curves Exponential distribution Euler–Lagrange equation Statistics Stochastic processes Estimation theory
285	Written material for the course held in Autumn 2012 Version 1.0 (November 21, 2012) Copyright (C) Simo Särkkä, 2012. All rights reserved. Add to Reading List Source URL: becs.tkk.fi Language: English - Date: 2012-11-21 16:13:56 Mathematics Ordinary differential equations Stochastic processes Stochastic calculus Equations Stochastic differential equation Partial differential equation Nonlinear system Separation of variables Calculus Mathematical analysis Differential equations
286	The Monte Carlo Method Nicholas Metropolis; S. Ulam Journal of the American Statistical Association, Vol. 44, No[removed]Sep., 1949), pp[removed]. Add to Reading List Source URL: home.gwu.edu Language: English - Date: 2008-08-28 22:23:50 Quantum mechanics Computational physics Equations Schrödinger equation Partial differential equation Ordinary differential equation Parameter Stochastic process Expected value Statistics Mathematics Calculus
287	The Work of Kyosi Itô Philip Protter Add to Reading List Source URL: www.ams.org Language: English - Date: 2008-01-24 14:44:04 Martingale theory Integral calculus Mathematical finance Itō calculus Wiener process Norbert Wiener Integral Stochastic differential equation Kiyoshi Itō Statistics Stochastic processes Stochastic calculus
288	PHYSICAL REVIEW E 82, 011132 ͑2010͒ Stochastic models for relativistic diffusion Add to Reading List Source URL: www.stt.msu.edu Language: English - Date: 2010-08-07 01:44:57 Diffusion Fractals Transport phenomena Schrödinger equation Diffusion equation Anomalous diffusion Brownian motion Diffusion process Molecular diffusion Physics Quantum mechanics Partial differential equations
289	arXiv:math/0601035v2 [math.PR] 31 Dec[removed]G–Expectation, G–Brownian Motion and Add to Reading List Source URL: arxiv.org Language: English - Date: 2008-02-01 22:15:01 Stochastic processes Differential equations Stochastic differential equations Generalized functions Heat equation Heat transfer Infinitesimal generator Partial differential equation Normal distribution Statistics Mathematical analysis Calculus
290	Mathematical Work of Norbert Wiener Add to Reading List Source URL: www.ams.org Language: English - Date: 1999-03-08 15:14:12 Probability theory Norbert Wiener Wiener process Classical Wiener space Fourier transform Abstract Wiener space Normal distribution Brownian motion Stochastic differential equation Mathematical analysis Statistics Stochastic processes

UPDATE