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Itō diffusion
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#	Item
91	Mean-reverting market model: Novikov condition, speculative opportunities, and non-arbitrage ∗ Nikolai Dokuchaev Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2007-03-21 16:16:52 Stochastic differential equations Mathematical finance Normal distribution Wiener process Ornstein–Uhlenbeck process Risk-neutral measure Martingale Itō diffusion Heat equation Statistics Stochastic processes Martingale theory
92	VARIATIONAL BELTRAMI FLOWS OVER MANIFOLDS Nir Sochen ∗ Rachid Deriche and Lucero Lopez-Perez Dept. of Applied Mathematics Add to Reading List Source URL: www.math.tau.ac.il Language: English - Date: 2004-12-26 08:20:28 Differential geometry Topology Manifold Tangent space Gradient Orbifold Itō diffusion Mathematical analysis Differential topology Mathematics
93	The Maximum principle for Beltrami color flow Lorina Dascal and Nir Sochen Department of Applied Mathematics University of Tel-Aviv, Ramat-Aviv, Tel-Aviv 69978, Israel {lorina,sochen}@post.tau.ac.il Add to Reading List Source URL: www.math.tau.ac.il Language: English - Date: 2004-12-26 09:00:38 Sobolev spaces Partial differential equations Ordinary differential equations Calculus of variations Euler–Lagrange equation Sobolev inequality Elliptic boundary value problem Itō diffusion Calculus Mathematical analysis Mathematics
94	Proc. Indian Acad. Sci. (Math. Sci.) Vol. 112, No. 1, February 2002, pp. 55–70. © Printed in India Energy transfer in scattering by rotating potentials VOLKER ENSS1 , VADIM KOSTRYKIN2 and ROBERT SCHRADER3 Add to Reading List Source URL: www.ias.ac.in Language: English - Date: 2012-12-05 01:41:08 Quantum mechanics Distribution Convolution Hamiltonian Bounded operator Spectral theory of ordinary differential equations Itō diffusion Mathematical analysis Operator theory Functional analysis
95	Stochastic Processes in Vision: From Langevin to Beltrami Nir A. Sochen Department of Applied Mathematics University of Tel-Aviv Tel-Aviv 69978 Add to Reading List Source URL: www.math.tau.ac.il Language: English - Date: 2004-12-26 09:13:47 Probability theory Normal distribution Heat equation Brownian motion Lp space Laplace operator Independence Dirac delta function Itō diffusion Mathematical analysis Fourier analysis Stochastic processes
96	Proc. Indian Acad. Sci. (Math. Sci.) Vol. 116, No. 4, November 2006, pp. 489–505. © Printed in India Stochastic integral representations of quantum martingales on multiple Fock space UN CIG JI Add to Reading List Source URL: www.ias.ac.in Language: English - Date: 2007-03-06 06:00:26 Stochastic processes Wiener process Martingale Itō calculus Itō diffusion Statistics Martingale theory Probability theory
97	arXiv:1302.3320v3 [math.DS] 16 Feb[removed]INVARIANT AND STATIONARY MEASURES FOR THE SL(2, R) ACTION ON MODULI SPACE ALEX ESKIN AND MARYAM MIRZAKHANI Abstract. We prove some ergodic-theoretic rigidity properties of the act Add to Reading List Source URL: arxiv.org Language: English - Date: 2014-02-17 20:36:53 Support Lebesgue measure Measure Topological groups Itō diffusion Strictly positive measure Mathematical analysis Measure theory Invariant measure
98	INSTITUTE OF PHYSICS PUBLISHING Nonlinearity[removed]–2725 NONLINEARITY doi:[removed][removed] Add to Reading List Source URL: www.mat.uc.cl Language: English - Date: 2007-07-10 09:41:31 Calculus Symbol Continuous function Vitali covering lemma Support Itō diffusion Essential range Mathematical analysis Measure theory Real analysis
99	Global optimization of robust chance constrained problems Panos Parpas∗, Ber¸c Rustem∗ , Efstratios N. Pistikopoulos† March 30, 2007 Abstract Add to Reading List Source URL: www.doc.ic.ac.uk Language: English - Date: 2009-08-13 13:43:50 Mathematical analysis Stochastic differential equation Linear programming Convex optimization Nonlinear programming Optimization problem Itō diffusion Firefly algorithm Mathematical optimization Operations research Mathematics
100	An Analytical Characterization for an Optimal Change of Gaussian Measures Henry Schellhorn Abstract. We consider two Gaussian measures. In the "initial" measure the state variable is Gaussian, with zero drift, and time-v Add to Reading List Source URL: sites.cgu.edu Language: English - Date: 2014-01-28 14:43:18 Stochastic differential equations Probability theory Ornstein–Uhlenbeck process Gaussian measure Optimal control Normal distribution Itō diffusion Statistics Mathematical analysis Stochastic processes

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