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Brownian motion
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41	A NNALES DE L’I. H. P., SECTION B A MIR D EMBO Y UVAL P ERES JAY ROSEN O FER Z EITOUNI Add to Reading List Source URL: www.math.csi.cuny.edu Language: English - Date: 2009-05-03 17:58:27 Stochastic processes Fractals Dimension theory Metric geometry Statistical mechanics Brownian motion Hausdorff dimension Hitting time
42	History Dependent Stochastic Processes and Applications to Finance by NEEKO GARDNER Mihai Stoiciu, Advisor Add to Reading List Source URL: sites.williams.edu Language: English - Date: 2015-07-23 17:08:56 Stochastic processes BlackScholes model Random walk Brownian motion BlackScholes equation Stochastic Normal distribution Martingale Geometric Brownian motion Stochastic differential equation
43	Multil-level Weiner-Hopf Monte-Carlo simulation for Lévy processes Add to Reading List Source URL: www.ccfz.ch Language: English - Date: 2012-09-16 09:45:23 Stochastic processes Lvy processes Statistical mechanics Markov processes Sampling techniques Brownian motion Poisson point process Stochastic Monte Carlo method
44	CASE STUDY III EVALUATING MODEL RISK WITHIN THE BLACK–SCHOLES FRAMEWORK Limiting Model Risk by Add to Reading List Source URL: www.fam.tuwien.ac.at Language: English - Date: 2011-06-28 04:09:58 Mathematical finance Options Statistics Economy Applied mathematics Stochastic processes BlackScholes model Equations Stock market Volatility Normal distribution Brownian motion
45	MATHEMATISCHES FORSCHUNGSINSTITUT OBEFRWOLFACH T a g u n g s b e r i c h t Add to Reading List Source URL: www.fam.tuwien.ac.at Language: English - Date: 2003-06-14 17:14:35 Mathematical finance Applied mathematics Economy Finance BlackScholes model Implied volatility Stochastic volatility Risk-neutral measure Volatility Option Quantitative analyst Brownian motion
46	c 2002 Nonlinear Phenomena in Complex Systems ° Canonical Dissipative Systems and Applications to Active Brownian Motion W. Ebeling Add to Reading List Source URL: www.j-npcs.org Language: English - Date: 2012-03-30 09:38:44
47	Shock Elasticities and Impulse Responses∗ Jaroslav Boroviˇcka Lars Peter Hansen New York University Add to Reading List Source URL: borovicka.org Language: English - Date: 2015-05-14 19:51:02 Mathematical analysis Stochastic processes Digital signal processing Dirac delta function Fourier analysis Measure theory Normal distribution Brownian motion
48	The Dynamics of Distributions in Continuous-Time Stochastic Models (a) Christian Bayer(a) and Klaus Wälde(b) WeierstraßInstitute Berlin and (b) Johannes-Gutenberg University Mainz1 Add to Reading List Source URL: www.waelde.com Language: English - Date: 2015-11-27 06:04:16 Stochastic processes Markov chain FokkerPlanck equation Markov process Markov kernel Probability distribution Brownian motion It diffusion Bellman equation
49	10. Wiener process. Gaussian white noise Brownian motion (Bt )t≥0 , described by the botanist Brown, is known also as the Wiener process (Wt )t≥0 , called in a honor of the mathematician Wiener who gave its mathemati Add to Reading List Source URL: www.eng.tau.ac.il Language: English - Date: 2002-03-14 04:43:12
50	Mike O’Neill* (). Winding,twisting and separation properties of exiting Brownian motion. Preliminary report. We will discuss the almost sure winding, speparation and twisting properties of Add to Reading List Source URL: jointmathematicsmeetings.org - Date: 2012-09-26 02:13:28