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Stochastic partial differential equation
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51	Forward equations for option prices A forward PIDE for option prices Exemples and Applications Forward equations for option prices in semimartingale models Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-26 09:00:10 Finance Equations Stochastic processes Differential equations Black–Scholes Partial differential equation Stochastic volatility Forward contract Volatility Financial economics Mathematical finance Options
52	Forward is backward for time-homogeneous diffusions or Why worry about boundary conditions? Johan Tysk ¨ Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-17 12:16:56 Statistics Equations Differential equations Feynman–Kac formula Heat equation Ordinary differential equations Partial differential equation Black–Scholes Itō diffusion Calculus Mathematical analysis Stochastic processes
53	American Option Pricing Under Two Stochastic Volatility Processes Jonathan Ziveyi Joint work with Prof. Carl Chiarella School of Finance and Economics University of Technology, Sydney Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 18:46:44 Multivariable calculus Partial differential equation
54	PDE for Finance Notes, Spring 2011 – Section 1. Notes by Robert V. Kohn, Courant Institute of Mathematical Sciences. For use in connection with the NYU course PDE for Finance, G63[removed]Prepared in 2003, minor updates Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2011-02-06 23:09:44 Stochastic processes Stochastic calculus Differential equations Stochastic differential equations Equations Partial differential equation Feynman–Kac formula Black–Scholes Infinitesimal generator Mathematical analysis Calculus Statistics
55	An Exact Connection between two Solvable SDEs and a Non Linear Utility Stochastic PDEs Mohamed M’RAD Joint work with Nicole El Karoui ´ Universit´ Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 10:58:42 Martingale theory Partial differential equation Mathematics Symbol Mathematical analysis Game theory Martingale
56	The model The HJB equation CRRA utility Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 13:04:52 Hamilton–Jacobi–Bellman equation Optimal control Differential equation Mathematical analysis Mathematics Stochastic control Partial differential equations Dynamic programming
57	Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness Lisa Beck1, Franco Flandoli2, Massimiliano Gubinelli3, Mario Maurelli4 Abstract Linear stochastic transport and continuit Add to Reading List Source URL: www.math.uni-augsburg.de Language: English - Date: 2014-01-20 09:55:27 Mathematical analysis Stochastic processes Stochastic calculus Equations Stochastic differential equation Partial differential equation Weak solution Fokker–Planck equation Uniqueness quantification Statistics Calculus Differential equations
58	This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution and shar Add to Reading List Source URL: www.physik.uni-augsburg.de Language: English - Date: 2009-02-13 01:53:56 Statistical mechanics Partial differential equations Quantum mechanics Equations Stochastic differential equation Langevin equation Path integral formulation Brownian motion Schrödinger equation Physics Statistics Stochastic processes
59	PII: [removed][removed] Add to Reading List Source URL: doc.utwente.nl Language: English - Date: 2011-08-28 13:46:20 Multivariable calculus Stochastic processes Differential equation Random walk Multiple integral Eigenvalues and eigenvectors Partial differential equation Heat equation Calculus Mathematics Mathematical analysis
60	The Annals of Probability 1996, Vol. 24, No. 4, 2024–2056 BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH REFLECTION AND DYNKIN GAMES1 By Jaksˇ a Cvitanic´ and Ioannis Karatzas Add to Reading List Source URL: authors.library.caltech.edu Language: English - Date: 2012-12-26 09:46:16 Stochastic processes Mathematics Stochastic calculus Stochastic differential equation Partial differential equation Envelope Itō diffusion Calculus Differential equations Mathematical analysis

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