Infinitesimal generator

Results: 17



#Item
11Partial differential equation / Feynman–Kac formula / Differential equation / Heat equation / Infinitesimal generator / Brownian motion / Wiener process / Martingale / Normal distribution / Statistics / Stochastic processes / Stochastic differential equation

Proceedings of the International Congress of Mathematicians Hyderabad, India, 2010

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Source URL: www.mathunion.org

Language: English - Date: 2013-04-24 07:33:10
12Stochastic processes / Differential equations / Stochastic differential equations / Generalized functions / Heat equation / Heat transfer / Infinitesimal generator / Partial differential equation / Normal distribution / Statistics / Mathematical analysis / Calculus

arXiv:math/0601035v2 [math.PR] 31 Dec[removed]G–Expectation, G–Brownian Motion and

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Source URL: arxiv.org

Language: English - Date: 2008-02-01 22:15:01
13Brownian motion / Wiener process / Infinitesimal generator / Laplace–Beltrami operator / Laplace operator / Heat equation / Manifold / Stochastic differential equation / Martingale / Statistics / Mathematical analysis / Stochastic processes

A Brief Introduction to Brownian Motion on a Riemannian Manifold Elton P. Hsu

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Source URL: www.math.kyoto-u.ac.jp

Language: English - Date: 2003-09-17 20:28:50
14Lévy process / Wiener process / Brownian motion / Lévy distribution / Normal distribution / Feller process / Semimartingale / Stable distribution / Infinitesimal generator / Statistics / Stochastic processes / Probability theory

Lévy Processes—From Probability to Finance and Quantum Groups

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Source URL: www.ams.org

Language: English - Date: 2004-11-03 13:21:03
15William Feller / Diffusion process / Markov chain / Chapman–Kolmogorov equation / Andrey Kolmogorov / Markov property / Random walk / Fokker–Planck equation / Infinitesimal generator / Statistics / Stochastic processes / Markov processes

PDF Document

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Source URL: www.nap.edu

Language: English - Date: 2007-10-19 10:59:59
16Stochastic processes / Stochastic differential equations / Poisson distribution / Mittag-Leffler function / Fractional calculus / Exponential distribution / Stable distribution / Infinitesimal generator / Lambda calculus / Statistics / Mathematical analysis / Poisson processes

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Source URL: www.emis.de

Language: English - Date: 2011-12-25 06:22:31
17Local martingale / Semimartingale / Quadratic variation / Adapted process / Continuous stochastic process / Infinitesimal generator / Stochastic differential equation / Girsanov theorem / Natural filtration / Statistics / Stochastic processes / Martingale

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

Language: English - Date: 2010-05-22 12:34:37
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