Stochastic differential equation

Results: 319



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301Control theory / Markov chain / State space / Differential equation / Stochastic process / Optimal control / Statistics / Markov processes / Markov models

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Source URL: www.nt.ntnu.no

Language: English - Date: 2010-07-13 23:59:24
302Mathematics / Complex analysis / Schramm–Loewner evolution / Oded Schramm / Loewner differential equation / Loop-erased random walk / Self-avoiding walk / Brownian motion / Random walk / Statistics / Mathematical analysis / Stochastic processes

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Source URL: www.iamp.org

Language: English - Date: 2006-05-08 02:07:18
303Finance / Statistics / Stochastic processes / Equations / Differential equations / Black–Scholes / Stochastic differential equation / Merton Model / Capital asset pricing model / Financial economics / Mathematical finance / Options

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Source URL: www.bus.lsu.edu

Language: English - Date: 2011-06-03 14:11:03
304Local martingale / Semimartingale / Quadratic variation / Adapted process / Continuous stochastic process / Infinitesimal generator / Stochastic differential equation / Girsanov theorem / Natural filtration / Statistics / Stochastic processes / Martingale

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Source URL: www.chiark.greenend.org.uk

Language: English - Date: 2010-05-22 12:34:37
305Stochastic calculus / Stochastic processes / Integral calculus / Mathematical finance / Kiyoshi Itō / Stochastic differential equation / Itō calculus / Calculus / Brownian motion / Statistics / Mathematical analysis / Mathematics

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Source URL: www.ams.org

Language: English - Date: 1999-03-08 15:16:55
306Stochastic calculus / Itō calculus / Wiener process / Mathematical finance / Stochastic differential equation / Semimartingale / Girsanov theorem / Quadratic variation / Albert Shiryaev / Statistics / Stochastic processes / Martingale theory

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Source URL: statmath.wu-wien.ac.at

Language: English - Date: 2006-01-29 11:19:11
307Stochastic processes / Martingale theory / Differential equations / Statistical mechanics / Martingale / Stochastic differential equation / Conditional expectation / Random variable / Expected value / Statistics / Probability and statistics / Probability theory

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Source URL: sisla06.samsi.info

Language: English - Date: 2005-12-01 14:46:04
308Measure theory / Integral calculus / Stochastic differential equation / Semimartingale / Differential equation / Support / Integration by substitution / Σ-finite measure / Mathematical analysis / Stochastic processes / Stochastic calculus

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Source URL: sankhya.isical.ac.in

Language: English - Date: 2005-08-09 14:13:18
309Martingale theory / Differential equations / Options / Stochastic volatility / Volatility / Forward price / Economic model / Stochastic differential equation / Ornstein–Uhlenbeck process / Statistics / Stochastic processes / Mathematical finance

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Source URL: pure.au.dk

Language: English - Date: 2010-08-23 03:07:56
310Mathematical analysis / Mathematical finance / Stochastic differential equation / Lawrence C. Evans / Partial differential equation / Michael Röckner / Jeremy Quastel / Calculus / Differential equations / Statistics

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Source URL: math.berkeley.edu

Language: English - Date: 2013-08-16 14:49:39
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