Itō calculus

Results: 72



#Item
61Convex analysis / Derivative / Differential calculus / Convex function / Convex cone / Heat equation / Itō diffusion / Mathematical analysis / Mathematics / Calculus

Computer methods in applied mechanics and

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Source URL: www.continuousphysics.com

Language: English - Date: 2014-02-10 18:55:02
62Operator theory / Symbol / Partial differential equation / Contraction / Greek romanization / Itō diffusion / Μ operator / Mathematical analysis / Calculus / Mathematics

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Source URL: www.nps.edu

Language: English - Date: 2013-06-21 18:15:55
63Martingale theory / Integral calculus / Mathematical finance / Itō calculus / Wiener process / Norbert Wiener / Integral / Stochastic differential equation / Kiyoshi Itō / Statistics / Stochastic processes / Stochastic calculus

The Work of Kyosi Itô Philip Protter

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Source URL: www.ams.org

Language: English - Date: 2008-01-24 14:44:04
64Probability theory / Semimartingale / Martingale / Local martingale / Lévy process / Integral / Stochastic calculus / Continuous function / Itō calculus / Statistics / Stochastic processes / Martingale theory

Proceedings of the International Congress of Mathematicians Helsinki, 1978

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Source URL: www.mathunion.org

Language: English - Date: 2012-04-18 10:39:40
65Mathematical finance / Martingale theory / Stochastic calculus / Options / Risk-neutral measure / Black–Scholes / Girsanov theorem / Martingale representation theorem / Itō calculus / Statistics / Stochastic processes / Probability theory

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Source URL: www.stanford.edu

Language: English - Date: 2008-07-03 13:44:30
66Operator theory / Ordinary differential equations / Coding theory / Cryptography / Factorization of polynomials over a finite field and irreducibility tests / Polynomials / Itō diffusion / Mathematical analysis / Mathematics / Calculus

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Source URL: www.math.ucsd.edu

Language: English - Date: 2005-05-30 15:49:43
67Stochastic calculus / Stochastic processes / Integral calculus / Mathematical finance / Kiyoshi Itō / Stochastic differential equation / Itō calculus / Calculus / Brownian motion / Statistics / Mathematical analysis / Mathematics

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Source URL: www.ams.org

Language: English - Date: 1999-03-08 15:16:55
68Stochastic calculus / Itō calculus / Wiener process / Mathematical finance / Stochastic differential equation / Semimartingale / Girsanov theorem / Quadratic variation / Albert Shiryaev / Statistics / Stochastic processes / Martingale theory

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Source URL: statmath.wu-wien.ac.at

Language: English - Date: 2006-01-29 11:19:11
69Continuous function / Ordinary differential equations / Operator theory / Spectral theory / Itō diffusion / Wave equation / Mathematical analysis / Mathematics / Calculus

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Source URL: pessoal.utfpr.edu.br

Language: English - Date: 2008-07-30 20:59:55
70Calculus / Continuous function / Formal power series / Subbase / Spectral theory of ordinary differential equations / Itō diffusion / Mathematics / Mathematical analysis / Algebra

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Source URL: math.usask.ca

Language: English - Date: 2009-11-22 17:40:34
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