Itō calculus

Results: 72



#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
2Combinatory logic / Lambda calculus / Logic in computer science / Stochastic processes / Estimation theory / Heat equation / Itō diffusion / Statistics / Mathematics / Mathematical analysis

Decreasing energy functions for some cellular automata E. Goles * Department of Mathematics Engineering School University of Chile

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Source URL: www.dtc.umn.edu

Language: English - Date: 1998-04-13 22:11:03
3Differential geometry / Differential calculus / Spectral theory / Integral curve / Dynamical system / Theorems and definitions in linear algebra / Itō diffusion / Ordinary differential equations / Mathematical analysis / Calculus

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS Volume 33, Number 4, April 2013 doi:dcdspp. 1603–1614

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Source URL: www.ma.utexas.edu

Language: English - Date: 2014-08-14 13:40:39
4Calculus / Continuous function / Convolution / Itō diffusion / Arithmetic function / Mathematical analysis / Mathematics / Abstract algebra

The asymptotic behavior of a family of sequences .. P. Erdos Hungarian Academy of Sciences Budapest, Hungary A. Hildebrand *

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Source URL: www.dtc.umn.edu

Language: English - Date: 1998-04-13 22:12:59
5Lambda calculus / Logic in computer science / Holomorphic functional calculus / Itō diffusion / Mathematical analysis / Mathematics / Combinatory logic

On the periods of some graph transformations A. M. Odlyzko AT&T Bell Laboratories Murray Hill, NJD. J. Randall AT&T Bell Laboratories

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Source URL: www.dtc.umn.edu

Language: English - Date: 1998-04-13 22:13:34
6Operator theory / Ordinary differential equations / Spectral theory / Integral transforms / Wave mechanics / Sturm–Liouville theory / Itō diffusion / Mathematical analysis / Calculus / Mathematics

Periodic solutions for a kind of prescribed mean curvature Liénard equation with a singularity and a deviating argument

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Source URL: www.advancesindifferenceequations.com

Language: English
7Partial differential equation / Symbol / Differential equation / Operator theory / Ordinary differential equations / Spectral theory / Itō diffusion / Spectral theory of ordinary differential equations / Calculus / Mathematical analysis / Multivariable calculus

DELFT UNIVERSITY OF TECHNOLOGY REPORTNumerical Methods For Industrial Problems With Phase Changes Ibrahim,

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Source URL: www.ewi.tudelft.nl

Language: English - Date: 2011-05-11 08:17:11
8Mathematics / Itō diffusion / Orbifold / Symbol / Mathematical analysis / Electronic engineering

Power functions and essentials of fractional calculus on isolated time scales

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Source URL: www.advancesindifferenceequations.com

Language: English
9Smooth functions / Derivative / Differential calculus / Implicit function theorem / Differential geometry of surfaces / Generalizations of the derivative / Spectral theory of ordinary differential equations / Itō diffusion / Mathematical analysis / Calculus / Mathematics

QUALIFYING EXAMINATION Harvard University Department of Mathematics Tuesday September 21, 2004 (Day 1) Each of the six questions is worth 10 points. 1) Let H be a (real or complex) Hilbert space. We say that a set of vec

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Source URL: www.math.harvard.edu

Language: English - Date: 2004-09-27 17:21:05
10Mathematical finance / Martingale theory / Itō calculus / Stochastic calculus / Martingale / Lévy process / Heston model / Black–Scholes / Brownian motion / Statistics / Stochastic processes / Probability theory

Small-Time Asymptotics of Option Prices and First Absolute Moments ∗ Johannes Muhle-Karbe

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Source URL: www.math.columbia.edu

Language: English - Date: 2011-07-12 11:26:18
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