Infinitesimal generator - PDFSEARCH.IO - Document Search Engine

Infinitesimal generator
Results: 17

#	Item
1	PDF Document Add to Reading List Source URL: www.math.csi.cuny.edu Language: English - Date: 2009-05-03 17:58:38 Mathematical analysis Mathematics Stochastic differential equations Analysis Infinitesimal generator Limit of a function Limit superior and limit inferior Table of stars with Bayer designations It diffusion
2	Stochastic Differential Equations Lecture notes for courses given at Humboldt University Berlin and University of Heidelberg Markus Reiß Add to Reading List Source URL: math.uni-heidelberg.de Language: English - Date: 2007-02-12 06:05:10 Statistical randomness Stochastic processes Stochastic calculus Martingale theory Stochastic differential equations Lvy processes Wiener process FeynmanKac formula Infinitesimal generator Semimartingale Brownian motion Stratonovich integral
3	PDE for Finance Notes, Spring 2011 – Section 1. Notes by Robert V. Kohn, Courant Institute of Mathematical Sciences. For use in connection with the NYU course PDE for Finance, G63[removed]Prepared in 2003, minor updates Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2011-02-06 23:09:44 Stochastic processes Stochastic calculus Differential equations Stochastic differential equations Equations Partial differential equation Feynman–Kac formula Black–Scholes Infinitesimal generator Mathematical analysis Calculus Statistics
4	Proceedings of the 2006 American Control Conference Minneapolis, Minnesota, USA, June 14-16, 2006 FrA16.5 Stochastic Reachability Analysis in Complex Biological Networks Add to Reading List Source URL: sysos.eng.ox.ac.uk Language: English - Date: 2012-03-04 12:58:45 Markov chain Langevin equation Martingale Infinitesimal generator Markov process Statistics Stochastic processes Stochastic differential equation
5	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 Add to Reading List Source URL: www.chiark.greenend.org.uk Language: English - Date: 2006-03-07 17:35:45 Martingale Local martingale Semimartingale Quadratic variation Adapted process Continuous stochastic process Girsanov theorem Infinitesimal generator Stochastic differential equation Statistics Stochastic processes Probability theory
6	Lester L. Helms DIFFUSIONS WITH REFLECTION AND ABSORPTION April 24, 2011 Add to Reading List Source URL: www.math.uiuc.edu Language: English - Date: 2011-04-24 16:01:14 Functional analysis Semigroup theory Stochastic differential equations Hille–Yosida theorem Infinitesimal generator Quasicontraction semigroup Itō diffusion Ω-automaton Mathematical analysis Abstract algebra Mathematics
7	STUDIA UNIV. “BABES ¸ –BOLYAI”, MATHEMATICA, Volume XLIX, Number 4, December 2004 FRACTIONAL BROWNIAN MOTION USING CONTRACTION METHOD IN PROBABILISTIC METRIC SPACES ´ Add to Reading List Source URL: adatbank.transindex.ro Language: English - Date: 2007-10-08 12:24:26 Brownian motion Law Conditioning Probability space Hurst exponent Contraction Itō diffusion Infinitesimal generator Statistics Stochastic processes Fractional Brownian motion
8	Faculty of Mathematics University “Al. I. Cuza” of Ias¸i Institute “Octav Mayer” of the Romanian Academy, Ias¸i, Romania Add to Reading List Source URL: www.math.uaic.ro Language: English - Date: 2007-02-11 14:26:31 Partial differential equations Stochastic processes Stochastic differential equations Linear differential equation Calculus of variations Method of characteristics Elliptic operator Optimal control Infinitesimal generator Calculus Mathematical analysis Differential equations
9	388 BOOK REVIEWS BULLETIN (New Series) O F THE AMERICAN MATHEMATICAL SOCIETY Add to Reading List Source URL: www.ams.org Language: English - Date: 2010-01-14 13:21:10 Stochastic calculus Markov models Stochastic differential equations Markov chain Diffusion process Infinitesimal generator Itō calculus Brownian motion Continuous-time Markov process Statistics Stochastic processes Markov processes
10	Entropy Methods in Hydrodynamic Scaling S. R. S. VARADHAN* Add to Reading List Source URL: www.mathunion.org Language: English - Date: 2012-04-18 10:52:10 Partial differential equations Stochastic differential equations Dynamical systems Heat equation Differential equation Hamiltonian mechanics Probability current Infinitesimal generator Boltzmann equation Physics Quantum mechanics Statistical mechanics

UPDATE