FeynmanKac formula

Results: 7



#Item
1Probability theory / Stochastic processes / Mathematical analysis / Probability / Brownian motion / It calculus / FeynmanKac formula / Stochastic calculus / Quadratic variation / Lvy process / It diffusion / Wiener process

8 Brownian motion and Itô calculus Brownian motion is a continuous analogue of simple random walks (as described in the previous part), which is very important in many practical applications. This importance has its ori

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Source URL: www.cmap.polytechnique.fr

Language: English - Date: 2012-10-05 03:43:56
2Mathematical analysis / Physics / Calculus / Functional analysis / Differential equations / Operator theory / Distribution / Work / Partial differential equation / FeynmanKac formula / Heat equation

Global stability for the prion equation with general incidence P. Gabriel ∗ January 19, 2015

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Source URL: pgabriel.perso.math.cnrs.fr

Language: English - Date: 2015-01-19 10:08:48
3Stochastic processes / Distribution / Functional analysis / Random walk / Differential topology / Substitution / FeynmanKac formula

Spectral Graph Theory and its Applications September 23, 2004 Lecture 7 Lecturer: Daniel A. Spielman

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Source URL: www.cs.yale.edu

Language: English - Date: 2005-06-30 12:02:46
4Stochastic processes / Stochastic calculus / FeynmanKac formula / Envelope / Partial differential equation / Stratonovich integral

Second Order Backward Stochastic Differential Equations and Fully Nonlinear Parabolic PDEs Patrick Cheridito ∗

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Source URL: www.princeton.edu

Language: English - Date: 2007-06-30 07:16:40
5Mathematics / Mathematical analysis / Incidence geometry / Oval / Projective geometry / Permutation polynomial / Operator theory / Heat equation / FeynmanKac formula

Finite Fourier Series and Ovals in PG(2, 2h) J. Chris Fisher Department of Mathematics University of Regina Regina, Canada S4S 0A2

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Source URL: www.ntu.edu.sg

Language: English - Date: 2014-03-06 20:54:30
6Statistical randomness / Stochastic processes / Stochastic calculus / Martingale theory / Stochastic differential equations / Lvy processes / Wiener process / FeynmanKac formula / Infinitesimal generator / Semimartingale / Brownian motion / Stratonovich integral

Stochastic Differential Equations Lecture notes for courses given at Humboldt University Berlin and University of Heidelberg Markus Reiß

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Source URL: math.uni-heidelberg.de

Language: English - Date: 2007-02-12 06:05:10
7Lemmas / FeynmanKac formula

SOLVING ONE-VARIABLE EQUATIONS IN FREE GROUPS DIMITRI BORMOTOV ROBERT GILMAN ALEXEI MYASNIKOV Abstract. Equations in free groups have become prominent recently in connection with the solution to the well known Tarski Con

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Source URL: www.math.stevens.edu

Language: English - Date: 2006-10-12 06:16:09
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