Stochastic differential equation

Results: 319



#Item
71Markov processes / Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis / Stochastic volatility / Markov chain / Stochastic differential equation / Markov switching multifractal / Statistics / Markov models / Mathematical finance

Weak diffusion limits of dynamic conditional correlation models Christian M. Hafner, Sebastien Laurent and Francesco Violante CREATES Research Paper

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Source URL: econ.au.dk

Language: English - Date: 2015-02-02 02:48:44
72Partial differential equations / Diffusion / Diffusion equation / Equations / Stochastic differential equations / Laplace operator / Neutron transport / Calculus / Mathematical analysis / Multivariable calculus

DIFFUSION EQUATION Vasily Arzhanov Reactor Physics, KTH Overview •

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Source URL: www.neutron.kth.se

Language: English
73Differential equations / Differential calculus / Stochastic differential equation / Quantitative analyst / Partial differential equation / Ordinary differential equation / Mathematical finance / Mathematical optimization / Finite difference method / Mathematical analysis / Calculus / Mathematics

Michael Page CITY Interview Preparation: Quantitative Analysis #include

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Source URL: www.nuclearphynance.com

Language: English - Date: 2004-10-21 09:00:20
74Finance / Stochastic processes / Options / Stochastic volatility / Black–Scholes / Stochastic differential equation / Heston model / Quantitative analyst / Volatility / Mathematical finance / Financial economics / Statistics

PDF Document

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Source URL: www.icms.polyu.edu.hk

Language: English - Date: 2012-12-14 04:30:33
75Stationary process / Stochastic differential equation / Statistics / Stochastic processes / Gamma distribution

Generating concentration time series for simulation studies of hazardous plumes

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 22:33:38
76Partial differential equation / Stochastic calculus / Stochastic processes / Statistics / Differential equations / Multivariable calculus

C:UME~1WEN~1ALS~1pcb55ee1_ac83_4108_a609_a9b944602f4e.ps

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Source URL: users.cms.caltech.edu

Language: English - Date: 2015-01-23 15:47:04
77Stochastic calculus / Differential equations / Integral calculus / Mathematical finance / Calculus of variations / Malliavin calculus / Partial differential equation / Stochastic differential equation / Maximum likelihood / Calculus / Statistics / Mathematical analysis

Density Estimates and Some Applications in Statistics Arturo Kohatsu-Higa Ritsumeikan University, Shiga, Japan In recent years the wide applicability of stochastic differential equations as model

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Source URL: www.statistics.gov.hk

Language: English - Date: 2013-08-22 04:39:21
78Mathematical analysis / Probability and statistics / Differential equations / Brownian motion / Colloidal chemistry / Fractals / Entropy / Weak solution / Vlasov / Statistics / Statistical mechanics / Stochastic processes

Generalized Dyson Brownian motion, McKean-Vlasov equation and eigenvalues of random matrices Xiang-Dong Li Chinese Academy of Sciences, Beijing, China, Abstract Using Itˆ

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Source URL: www.statistics.gov.hk

Language: English - Date: 2013-08-22 04:39:21
79Probability and statistics / Differential equations / Stochastic processes / Statistical dependence / Stochastic calculus / Normal distribution / Stochastic differential equation / Independence / Log-normal distribution / Statistics / Mathematical analysis / Probability theory

Ruined Moments in Your Life: How Good Are the Approximations? H. Huang, M. Milevsky and J. Wang York University1 , Toronto, Canada 1 October 2003

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Source URL: www.math.yorku.ca

Language: English - Date: 2004-01-05 15:39:00
80Covariance / Covariance and correlation / Stochastic differential equations / Heat equation / Classical cipher / Statistics / Probability theory / Algebra of random variables

BRIEF NOTES stationary response of (1) and the stationary response of the same system, to lie discussed here, has not been noted previously. Let. h(t) be the unit impulse response function satisfying L[h] = 5(1), where

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Source URL: esag.harvard.edu

Language: English - Date: 2012-05-29 01:33:06
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