Diffusion process - PDFSEARCH.IO - Document Search Engine

Diffusion process
Results: 89

#	Item
41	FRAGILITY OF ARBITRAGE AND BUBBLES IN DIFFUSION MODELS Paolo Guasoni, Dublin City University and Boston University ´ Mikl´os Rasonyi, University of Edinburgh Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-01-21 14:52:23 Probability theory Martingale Semimartingale Risk-neutral measure Local martingale Brownian motion Stopping time Wiener process Quadratic variation Statistics Stochastic processes Martingale theory
42	Power-like delay in time inhomogeneous Fisher-KPP equations James Nolen∗ Jean-Michel Roquejoffre† Lenya Ryzhik‡ Add to Reading List Source URL: math.duke.edu Language: English - Date: 2013-06-25 10:21:39 Heat equation Heat transfer Reaction–diffusion system Wiener process Spectral theory Leibniz integral rule Itō diffusion Calculus Mathematical analysis Stochastic processes
43	Mean-reverting market model: Novikov condition, speculative opportunities, and non-arbitrage ∗ Nikolai Dokuchaev Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2007-03-21 16:16:52 Stochastic differential equations Mathematical finance Normal distribution Wiener process Ornstein–Uhlenbeck process Risk-neutral measure Martingale Itō diffusion Heat equation Statistics Stochastic processes Martingale theory
44	Realized Jumps on Financial Markets and Predicting Credit Spreads Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2006-10-24 13:00:39 Finance Volatility Realized variance Jump diffusion Local volatility Autoregressive conditional heteroskedasticity Implied volatility Jump process Stochastic volatility Mathematical finance Statistics Financial economics
45	Tutkimusraportti Forskningsrapport Research report[removed] Add to Reading List Source URL: www.finanssivalvonta.fi Language: English - Date: 2009-05-13 07:48:40 Options Markov models Markov chain Random walk Beta Jump diffusion Autoregressive conditional heteroskedasticity Jump process Maximum likelihood Statistics Stochastic processes Mathematical finance
46	Proc. Indian Acad. Sci. (Math. Sci.) Vol. 116, No. 4, November 2006, pp. 489–505. © Printed in India Stochastic integral representations of quantum martingales on multiple Fock space UN CIG JI Add to Reading List Source URL: www.ias.ac.in Language: English - Date: 2007-03-06 06:00:26 Stochastic processes Wiener process Martingale Itō calculus Itō diffusion Statistics Martingale theory Probability theory
47	Reconstructing Patterns of Information Diffusion from Incomplete Observations Jon Kleinberg Department of Computer Science Cornell University Add to Reading List Source URL: www.cs.cornell.edu Language: English - Date: 2011-11-21 08:40:04 Branching process Tree B-tree Bridge Ternary tree Graph theory Mathematics Mathematical logic
48	HYDROLOGICAL PROCESSES Hydrol. Process. 22, 1713– [removed]Published online 24 July 2007 in Wiley InterScience (www.interscience.wiley.com) DOI: [removed]hyp[removed]Peat porewater chloride concentration profiles in th Add to Reading List Source URL: water.usgs.gov Language: English - Date: 2008-07-03 10:08:03 Inorganic solvents Ecoregions Everglades Magnesium in biology Water Supply (Water Quality) Regulations Peat Molecular diffusion Properties of water U3 Chemistry Matter Biology
49	Learning an Atlas of a Cognitive Process in its Functional Geometry Georg Langs1,3 , Danial Lashkari1 , Andrew Sweet1 , Yanmei Tie2 , Laura Rigolo2 , Alexandra J. Golby2 , and Polina Golland1 3 Add to Reading List Source URL: people.csail.mit.edu Language: English - Date: 2013-01-23 11:20:28 Magnetic resonance imaging Medicine Multivariate statistics Cognitive science Functional magnetic resonance imaging Cluster analysis Diffusion MRI Statistics Neuroimaging Neuroscience
50	An Analytical Characterization for an Optimal Change of Gaussian Measures Henry Schellhorn Abstract. We consider two Gaussian measures. In the "initial" measure the state variable is Gaussian, with zero drift, and time-v Add to Reading List Source URL: sites.cgu.edu Language: English - Date: 2014-01-28 14:43:18 Stochastic differential equations Probability theory Ornstein–Uhlenbeck process Gaussian measure Optimal control Normal distribution Itō diffusion Statistics Mathematical analysis Stochastic processes

UPDATE