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Stochastic partial differential equation
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91	Solving Schrödinger equation via Tartaglia/Pascal triangle: A possible link between stochastic processing and quantum mechanics A. Farina, M . Frasca°, M. Sedehi () SELEX Sistemi Integrati, Rome, Italy, {afarina, ms Add to Reading List Source URL: marcofrasca.files.wordpress.com Language: English* - Date: 2014-02-09 09:46:49 Stochastic processes Quantum mechanics Equations Differential equations Statistical mechanics Stochastic differential equation Schrödinger equation Partial differential equation Wave packet Physics Statistics Calculus
92	Weak and strong solutions of general stochastic models Thomas G. Kurtz ∗ Departments of Mathematics and Statistics University of Wisconsin - Madison 480 Lincoln Drive Madison, WI[removed] Add to Reading List Source URL: www.math.wisc.edu Language: English - Date: 2013-12-29 15:12:08 Statistics Stochastic calculus Stochastic differential equation Partial differential equation Spectral theory Radon–Nikodym theorem Itō diffusion Mathematical analysis Calculus Differential equations
93	Conditional distributions, exchangeable particle systems, and stochastic partial differential equations Dan Crisan∗, Thomas G. Kurtz,† Yoonjung Lee‡ 10 September[removed]Abstract Add to Reading List Source URL: www.math.wisc.edu Language: English - Date: 2012-09-12 05:55:03 Filtering problem Wiener process Stochastic differential equation Model theory Probability space Martingale Valuation Normal distribution Statistics Stochastic processes Independence
94	Probab. Theory Relat. Fields[removed]:189–222 DOI[removed]s00440[removed]Macroscopic limits for stochastic partial differential equations of McKean–Vlasov type Peter M. Kotelenez · Thomas G. Kurtz Add to Reading List Source URL: www.math.wisc.edu Language: English - Date: 2010-02-12 12:32:02 Stochastic processes Measure theory Normal distribution Wiener process Brownian motion Heat equation Continuous function Support Statistics Mathematical analysis Probability and statistics
95	Faculty of Mathematics University “Al. I. Cuza” of Ias¸i Institute “Octav Mayer” of the Romanian Academy, Ias¸i, Romania Add to Reading List Source URL: www.math.uaic.ro Language: English - Date: 2007-02-11 14:26:31 Partial differential equations Stochastic processes Stochastic differential equations Linear differential equation Calculus of variations Method of characteristics Elliptic operator Optimal control Infinitesimal generator Calculus Mathematical analysis Differential equations
96	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 Add to Reading List Source URL: www.math.wayne.edu Language: English - Date: 2013-04-18 09:33:38 Partial differential equation Calculus of variations Calculus Mathematical analysis Multivariable calculus
97	Entropy Methods in Hydrodynamic Scaling S. R. S. VARADHAN* Add to Reading List Source URL: www.mathunion.org Language: English - Date: 2012-04-18 10:52:10 Partial differential equations Stochastic differential equations Dynamical systems Heat equation Differential equation Hamiltonian mechanics Probability current Infinitesimal generator Boltzmann equation Physics Quantum mechanics Statistical mechanics
98	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
99	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
100	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

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