Continuous stochastic process

Results: 97



#Item
71Stochastic processes / Non-parametric statistics / Dirichlet process / Estimation theory / Statistics / Statistical inference / Robust statistics

Air quality analysis via a continuous time dependent Bayesian nonparametric model Luis Guti´errez ∗

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Source URL: clatse.cl

Language: English - Date: 2014-05-15 16:31:13
72Markov processes / Digital signal processing / Fourier analysis / Markov chain / Continuous-time Markov process / Dirac delta function / Stochastic process / Kernel / Discrete Fourier transform / Mathematical analysis / Statistics / Mathematics

CONVERGENCE RATES FOR DIFFUSIONS ON CONTINUOUS-TIME LATTICES ´ CLAUDIO ALBANESE AND ALEKSANDAR MIJATOVIC IMPERIAL COLLEGE LONDON Abstract. In this paper we introduce a discretization scheme based on a continuous-time

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:16
73Options / Markov models / Stochastic processes / Markov chain / Continuous-time Markov process / Volatility smile / Local volatility / Stochastic volatility / Matrix / Statistics / Mathematical finance / Markov processes

A stochastic monetary policy interest rate model Claudio Albanese Manlio Trovato [removed]

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:23
74Joseph Fourier / Fourier analysis / Fourier transform / Lp space / Mathematical analysis / Functional analysis / Integral transforms

STOCHASTIC INTEGRALS AND ABELIAN PROCESSES CLAUDIO ALBANESE Abstract. We study triangulation schemes for the joint kernel of a diffusion process with uniformly continuous coefficients and an adapted, non-resonant Abelian

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:23
75Stochastic processes / Wiener process / Normal distribution / Continuous function / Stochastic differential equation / Random walk / Decomposition of spectrum / Ε-quadratic form / Statistics / Mathematical analysis / Mathematics

Smoothing and occupation measures of stochastic processes. Mario Wschebor Centro de Matem´atica. Facultad de Ciencias. Universidad de la Rep´ ublica. Calle Igu´a[removed]Montevideo. Uruguay.

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Source URL: www.math.univ-toulouse.fr

Language: English - Date: 2009-01-07 04:54:53
76Information / Probability and statistics / Markov chain / Stochastic matrix / Continuous-time Markov process / Hidden Markov model / Markov models / Statistics / Markov processes

STATISTICS SEMINAR Sijia Davis Master’s Defense June 20, 2014 Leasure Hall 10, 1:00-3:00 p.m.

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Source URL: www.k-state.edu

Language: English - Date: 2014-05-20 10:32:17
77Stochastic processes / Queueing theory / Queueing model / Markov chain / Continuous-time Markov process / Statistics / Markov processes / Markov models

6 Cycle Stealing, Threshold-Based Sharing, and Other 2D-Infinite Chains In the last section we saw an example of Markov chain that grows unboundedly in more than one dimension, and we introduced a technique, SQA, for sol

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Source URL: www.cs.cmu.edu

Language: English - Date: 2007-06-27 02:40:53
78Martingale / Local martingale / Semimartingale / Quadratic variation / Adapted process / Continuous stochastic process / Girsanov theorem / Infinitesimal generator / Stochastic differential equation / Statistics / Stochastic processes / Probability theory

1. Introduction The following notes aim to provide a very informal introduction to Stochastic Calculus, and especially to the Itˆ o integral and some of its applications. They owe a great deal to Dan Crisan’s Stochas

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Source URL: www.chiark.greenend.org.uk

Language: English - Date: 2006-03-07 17:35:45
79Stochastic processes / Statistical theory / Central limit theorem / Normal distribution / Convergence of random variables / Wiener process / Continuous function / Sufficient statistic / Itō diffusion / Statistics / Mathematical analysis / Mathematics

A CLT for empirical processes involving time-dependent data

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Source URL: www.math.wisc.edu

Language: English - Date: 2013-03-12 21:12:21
80Stochastic processes / Measure theory / Normal distribution / Wiener process / Brownian motion / Heat equation / Continuous function / Support / Statistics / Mathematical analysis / Probability and statistics

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

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Source URL: www.math.wisc.edu

Language: English - Date: 2010-02-12 12:32:02
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