Stochastic differential equation

Results: 319



#Item
41Discharge / Rivers / Partial differential equation / Stochastic differential equation / Mathematics / Differential equations / Mathematical analysis / Hydrology

Hydrol. Earth Syst. Sci., 19, 2505–2511, 2015 www.hydrol-earth-syst-sci.netdoi:hess © Author(sCC Attribution 3.0 License. Variability of flow discharge in lateral

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Source URL: www.hydrol-earth-syst-sci.net

Language: English - Date: 2015-05-27 05:21:02
42Mathematics / Brownian motion / Eigenvalues and eigenvectors / Stochastic differential equation / Bessel process / Matrix / Statistics / Algebra / Stochastic processes

Department of Mathematics, University of California San Diego ******************************* Probability Seminar Piotr Grazcyk

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Source URL: www.math.ucsd.edu

Language: English - Date: 2015-03-30 14:49:05
43Stochastic calculus / Differential geometry / Stochastic differential equation / Beta function / Characteristic function / Moment-generating function / Mathematical analysis / Statistics / Mathematics

Online Appendix for Generalized Transform Analysis of Affine Processes and Applications in Finance. Hui Chen∗ Scott Joslin†

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Source URL: www.mit.edu

Language: English - Date: 2011-09-20 23:19:18
44Equations / Probability and statistics / Physics / Langevin equation / Fokker–Planck equation / Langevin dynamics / Stochastic differential equation / Leonid Yatsenko / Statistical mechanics / Stochastic processes / Statistics

VOLUME 93, N UMBER 4 week ending 23 JULYPHYSICA L R EVIEW LET T ERS

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Source URL: www.pct.espci.fr

Language: English - Date: 2008-09-09 04:14:35
45Mathematical finance / Actuarial science / Monte Carlo methods in finance / Stochastic processes / Statistical randomness / Monte Carlo method / Quasi-Monte Carlo methods in finance / Simulation / Stochastic differential equation / Statistics / Mathematical sciences / Probability and statistics

ADVANCED TUTORIAL Monte Carlo and Quasi-Monte Carlo Methods in Finance Jeremy Staum Department of Industrial Engineering and Management Sciences Northwestern University

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Source URL: www.crm.math.ca

Language: English - Date: 2008-03-03 11:45:20
46Asymptotic homogenization / Homogeneity / Elliptic curve / Partial differential equations / Mathematics / Asymptotic analysis

Quantitative results in stochastic homogenization In many applications, one has to solve an elliptic equation with coefficients a that vary on a length scale much smaller than the typical scale of the right hand side f (

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Source URL: www1.mat.uniroma1.it

Language: English - Date: 2013-05-02 04:46:27
47Equations / Stochastic processes / Differential equations / Dynamical systems / Statistical mechanics / Stochastic differential equation / Optimal control / Partial differential equation / Hamilton–Jacobi–Bellman equation / Mathematical analysis / Mathematics / Calculus

Stochastic Differential Equations: Models and Numerics 1 Jesper Carlsson Kyoung-Sook Moon Anders Szepessy Ra´

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Source URL: people.kth.se

Language: English - Date: 2010-02-02 10:04:51
48Mathematics / Constructible universe / Envelope / Partial differential equation / Local martingale / Stochastic differential equation / Itō diffusion / Heat equation / Statistics / Differential equations / Mathematical analysis

Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions∗ Bruno Bouchard† Marcel Nutz‡

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Source URL: www.math.columbia.edu

Language: English - Date: 2015-02-12 17:31:06
49Elementary mathematics / Boolean algebra / Statistical models / Randomness / Stochastic process / Qualitative comparative analysis / Implicant / Differential equation / Regression analysis / Statistics / Mathematics / Econometrics

Qualitative Comparative Analysis A Discussion of Interpretations G. Rohwer January 2008

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Source URL: www.stat.ruhr-uni-bochum.de

Language: English - Date: 2014-02-26 08:39:04
50Ordinary differential equations / Stochastic processes / Mathematics / Veracity / Method of undetermined coefficients / Equations / Differential equation / Logical truth

A Cellular Automaton for a Solvable Boltzmann Equation

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Source URL: www.complex-systems.com

Language: English - Date: 2013-03-26 14:30:37
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