Stochastic partial differential equation

Results: 109



#Item
61Options / Stochastic calculus / Equations / Stochastic differential equation / Black–Scholes / Brownian motion / Statistics / Stochastic processes / Mathematical finance

Contents: 1. Dynamic Programming Model for the Valuation of the Bermudan and American Options (with T. Sz´ antai). 2. Bounds on the Values of Financial Derivatives under Partial Information of the Asset Price Distribut

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2007-11-23 14:06:09
62Ordinary differential equations / Differential equations / Partial differential equation / Variation of parameters / Reduction of order / Linear differential equation / Stochastic partial differential equation / Integrating factor / Calculus / Differential calculus / Mathematical analysis

[removed]Nadia Marie Ott* ([removed]), 5787 College Ave. Apt 46, San Diego, CA 92120, and Timothy Mark Dunster. Reduction of Order for Higher Order Linear Ordinary Differential Equations. Preliminary report.

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Source URL: www.ams.org

Language: English - Date: 2013-03-01 00:33:12
63Differential equations / Stochastic processes / Multivariable calculus / Partial differential equation / Stochastic differential equation / Initial value problem / Mathematical optimization / Hindawi Publishing Corporation / Hilbert space / Calculus / Statistics / Mathematical analysis

Hindawi Publishing Corporation Advances in Mathematical Physics Volume 2013, Article ID[removed], 6 pages http://dx.doi.org[removed][removed]Research Article

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Source URL: downloads.hindawi.com

Language: English - Date: 2014-08-28 16:15:09
64Operations research / Mathematical optimization / Optimal control / Attractor / Partial differential equation / Path integral formulation / Dynamical system / Hamilton–Jacobi–Bellman equation / Nonlinear system / Physics / Calculus / Control theory

An Iterative Path Integral Stochastic Optimal Control Approach for Learning Robotic Tasks Evangelos Theodorou ∗ Freek Stulp ∗ Jonas Buchli ∗∗ Stefan Schaal ∗,∗∗∗ ∗

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Source URL: www-clmc.usc.edu

Language: English - Date: 2011-04-13 00:25:59
65Differential equations / Partial differential equations / Mathematical optimization / Ordinary differential equation / Nonlinear system / Mathematical model / Finite element method / Least squares / Stochastic differential equation / Calculus / Mathematics / Mathematical analysis

The Nature of Mathematical Modeling Neil Gershenfeld PUBLISHED BY THE PRESS SYNDICATE OF THE UNIVERSITY OF CAMBRIDGE The Pitt Building, Trumpington Street, Cambridge CB2 1RP, United Kingdom

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Source URL: fab.cba.mit.edu

Language: English - Date: 2014-02-03 21:39:33
66Lyapunov stability / Stability theory / Partial differential equation / Markov chain / Aleksandr Lyapunov / Stability / Fluid queue / Scale invariance / Mathematical optimization / Statistics / Statistical models / Stochastic processes

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 57, NO. 3, MARCH[removed]Network Stability Under Alpha Fair Bandwidth Allocation With General File Size Distribution

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Source URL: people.ece.cornell.edu

Language: English - Date: 2012-02-28 10:48:59
67Partial differential equation / Mathematical finance / Calculus / Mathematics / Differential equation / Applied mathematics / Mathematical optimization / Stochastic process / Science / Discrete mathematics / Mathematical analysis / Mathematical and theoretical biology

APPLIED MATHEMATICS CURRICULUM Master of Science DEGREE REQUIREMENTS Master’s Thesis*

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Source URL: www.ryerson.ca

Language: English - Date: 2014-11-29 17:59:56
68Multivariable calculus / Magnetohydrodynamics / Korteweg–de Vries equation / Fluid dynamics / Differential equation / Nonlinear system / Nonlinear Schrödinger equation / Dynamics / Tosio Kato / Calculus / Physics / Partial differential equations

SPECIAL LECTURE SERIES Quasi-linear Partial Differential Equations of Fluid Dynamics and Physics Rigorous Solvability, Stochastic Analysis & Control

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Source URL: www.nps.edu

Language: English - Date: 2014-10-21 19:14:27
69Measurement / Multivariable calculus / Partial differential equation / Trigonometry / Normal distribution / Dimensional analysis / Coordinate systems / Polar coordinate system / Trigonometric functions / Mathematical analysis / Calculus / Mathematics

Communicated by Steven Zucker Local Parallel Computation of Stochastic Completion Fields Lance R. Williams David W. Jacobs NEC Research Institute, Princeton, NJ 08540, USA

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Source URL: www.cs.unm.edu

Language: English - Date: 2011-09-06 15:03:24
70Differential equations / Partial differential equations / Multivariable calculus / Stochastic differential equation / Martin Hairer / Ordinary differential equation / Nonlinear system / Kardar–Parisi–Zhang equation / Navier–Stokes equations / Calculus / Mathematical analysis / Mathematics

The Work of Martin Hairer Martin Hairer has made a major breakthrough in the study of stochastic partial differential equations by creating a new theory that provides tools for attacking problems that up to now had seeme

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Source URL: www.mathunion.org

Language: English - Date: 2014-08-16 15:21:46
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