Continuous-time stochastic process

Results: 59



#Item
1Options / Stochastic processes / Mathematical finance / Asian option / BlackScholes model / Continuous-time Markov chain / Barrier option / Stochastic volatility / Markov process / Jump process

A General Framework for Pricing Asian Options Under Markov Processes

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Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2015-07-02 21:04:44
2Stochastic processes / Markov chain / FokkerPlanck equation / Markov process / Markov kernel / Probability distribution / Brownian motion / It diffusion / Bellman equation

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

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Source URL: www.waelde.com

Language: English - Date: 2015-11-27 06:04:16
3Statistics / Probability theory / Probability / Markov processes / Stochastic processes / Markov models / Markov chain Monte Carlo / Gibbs sampling / Bayesian network / Monte Carlo method / Markov chain / Poisson point process

Markov chain Monte Carlo for continuous-time discrete-state systems Vinayak A. P. Rao Gatsby Computational Neuroscience Unit

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Source URL: www.stat.purdue.edu

Language: English - Date: 2014-08-30 13:43:20
4Differential equations / Geostatistics / Markov models / Variogram / Galerkin method / Markov chain / Continuous-time Markov process / Random walk / Stochastic differential equation / Statistics / Markov processes / Stochastic processes

On the Second-Order Random Walk Model for Irregular Locations

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Source URL: www.math.ntnu.no

Language: English - Date: 2008-07-16 16:09:35
5Stochastic processes / Markov models / Markov chain / Continuous-time Markov process / PEPA / Product form solution / M/M/1 queue / Statistics / Markov processes / Queueing theory

LINEAR ALGEBRA and ITS APPLICATIONS, pp. 1–20 Reversed processes, product forms and a non-product form ∗ Peter G. Harrison

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Source URL: pubs.doc.ic.ac.uk

Language: English - Date: 2007-02-25 16:10:57
6Markov chain / Semi-Markov process / Markov property / Laplace transform / Continuous-time Markov process / Stochastic matrix / Uniformization / Stochastic process / Finite-state machine / Statistics / Markov processes / Markov models

RESPONSE TIME DENSITIES AND QUANTILES IN LARGE MARKOV AND SEMI-MARKOV MODELS JEREMY T. BRADLEY NICHOLAS J. DINGLE ULI HARDER

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Source URL: pubs.doc.ic.ac.uk

Language: English - Date: 2008-12-01 10:04:22
7Stochastic processes / Markov chain / Continuous-time Markov process / Markov property / Hidden Markov model / Poisson process / Uniformization / Stochastic matrix / Discretization / Statistics / Markov processes / Markov models

Journal of Artificial Intelligence Research–778 Submitted 04/14; publishedTutorial on Structured Continuous-Time Markov Processes Christian R. Shelton

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Source URL: jair.org

Language: English - Date: 2014-12-23 19:06:41
8Markov chain / Markov property / Stochastic matrix / Chapman–Kolmogorov equation / Hidden Markov model / Stochastic process / Kolmogorov equations / Continuous-time Markov process / Markov switching multifractal / Statistics / Markov processes / Markov models

Chronic traumatic encephalopathy: the dangers of getting "dinged"

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Source URL: www.springerplus.com

Language: English
9Stochastic processes / Markov models / Equations / Markov chain / Dynamic programming / Optimal control / Continuous-time Markov process / Poisson process / Statistics / Markov processes / Mathematical optimization

Optimal Reinsurance Strategies in Regime-switching Jump Diffusion Models: Stochastic Differential Game Formulation and Numerical Methods Zhuo Jin,∗ G. Yin,†

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2014-04-02 01:29:50
10Markov models / Markov chain / Continuous-time Markov process / Poisson process / Queueing theory / Statistics / Markov processes / Stochastic processes

PHYSICAL REVIEW E 89, Approximating spatially exclusive invasion processes Joshua V. Ross* and Benjamin J. Binder School of Mathematical Sciences, University of Adelaide, South Australia, 5005 Australia (R

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Source URL: www.maths.adelaide.edu.au

Language: English - Date: 2014-05-15 20:00:45
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