Stochastic partial differential equation

Results: 109



#Item
31Differential 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
32Partial 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
33Stochastic 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
34Mathematics / Group processes / Positive psychology / Differential calculus / Nonlinear system / Ordinary differential equation / Partial differential equation / Stochastic differential equation / Lorenz attractor / Calculus / Mathematical analysis / Differential equations

The Complex Dynamics of Wishful Thinking: The Critical Positivity Ratio arXiv:1307.7006v1 [nlin.CD] 26 JulNicholas J. L. Brown

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Source URL: scottbarrykaufman.com

Language: English - Date: 2015-01-01 21:06:35
35Mathematical analysis / Mathematics / Stochastic processes / Random walk / Partial differential equation

59 Diffusing populations: Ghosts or folks? * MJ Simpson †, BD Hughes and KA Landman Department of Mathematics and Statistics, University of Melbourne, Victoria

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Source URL: www.engineersmedia.com.au

Language: English - Date: 2014-11-25 20:53:00
36Mathematical finance / Bernt Øksendal / Norwegian Academy of Science and Letters / Ole Barndorff-Nielsen / Stochastic volatility / Stochastic modelling / Statistics / Science / Mathematics

List of scientific publications for Fred Espen Benth August 6, 2014 In refereed journals 1. An Explicit Functional Process Solution to a Stochastic Partial Differential Equation with Applications to Non Linear Filtering.

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Source URL: folk.uio.no

Language: English - Date: 2014-08-06 03:00:33
37Multivariable calculus / Partial differential equation / Integral / Stochastic differential equations / Control theory / Wave equation / Heat equation / Mathematical analysis / Calculus / Mathematics

Land use dynamics and the environment Carmen Camacho CNRS, Universit´e Paris 1 Panth´eon-Sorbonne (France)∗ Agust´ın P´erez-Barahona ´

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Source URL: www.parisschoolofeconomics.eu

Language: English - Date: 2012-12-19 16:18:55
38Variance reduction / Stochastic differential equation / Statistics / Stochastic processes / Importance sampling

MINIMAL PARTIAL PROXY SIMULATION SCHEMES FOR GENERIC AND ROBUST MONTE-CARLO GREEKS JIUN HONG CHAN AND MARK JOSHI Abstract. In this paper, we present a generic framework known as the minimal partial proxy simulation schem

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:06:38
39Monte Carlo methods / Geostatistics / Computational statistics / Spatial data analysis / Markov chain Monte Carlo / Markov chain / Normal distribution / Markov random field / Covariance function / Statistics / Probability and statistics / Markov models

Discussion contribution: Lindgren, F., Rue, H. and Lindstr¨om, JAn explicit link between Gaussian fields and Gaussian Markov random fields: The stochastic partial differential equation approach. To appear in J

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Source URL: people.math.aau.dk

Language: English - Date: 2011-03-23 05:55:28
40Mathematical sciences / Stochastic processes / Game theory / General equilibrium theory / Chi-fu Huang / Mathematical optimization / Partial differential equation / Arrow–Debreu model / Black–Scholes / Statistics / Mathematical finance / Mathematics

Thirty Years from Research and Teaching to Practice

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Source URL: www.econ.ntu.edu.tw

Language: English - Date: 2014-11-23 21:01:02
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