Itō diffusion

Results: 160



#Item
111Normal distribution / Quantile function / Symbol / Itō diffusion / Stable distribution / Statistics / Mathematical analysis / Probability theory

C ONTRIBUTED R ESEARCH A RTICLES 49 The RWiener Package: an R Package Providing Distribution Functions for the

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Source URL: journal.r-project.org

Language: English - Date: 2014-07-29 04:20:02
112Markov chain / Continuous-time Markov process / Normal distribution / Poisson process / Poisson distribution / Theorems and definitions in linear algebra / Itō diffusion / Statistics / Markov processes / Central limit theorem

A FUNCTIONAL CENTRAL LIMIT THEOREM FOR A MARKOV-MODULATED INFINITE-SERVER QUEUE D. ANDERSONa , J. BLOM c , M. MANDJES b,c , H. THORSDOTTIR c,b,? , K. DE TURCKd A BSTRACT. The production of molecules in a chemical reactio

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Source URL: www.math.wisc.edu

Language: English - Date: 2013-09-16 10:54:47
113Probability density function / Normal distribution / Expected value / Sturm–Liouville theory / Itō diffusion / Probability theory / Mathematical analysis / Statistics

PDF Document

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Source URL: www.utstat.utoronto.ca

Language: English - Date: 2010-01-05 15:57:53
114Algebraic number theory / Frobenius endomorphism / Galois theory / Constructible universe / Integration by substitution / Spectral theory of ordinary differential equations / Itō diffusion / Abstract algebra / Mathematics / Algebra

Understanding Coleman’s Theory of Integration Marc Masdeu-Sabat´e April 28, [removed]

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Source URL: homepages.warwick.ac.uk

Language: English - Date: 2014-01-10 05:48:33
115Control theory / Normal distribution / Filtering problem / Itō diffusion / Kalman filter / Statistics / Stochastic differential equations / Estimation theory

Fast Continuous-Discrete DAF-Filters Thomas Mazzoni Diskussionsbeitrag Nr. 445 November[removed]Diskussionsbeiträge der Fakultät für Wirtschaftswissenschaft

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Source URL: www.fernuni-hagen.de

Language: English - Date: 2011-11-29 06:50:39
116Ordinary differential equations / Hypergeometric function / Differential equation / Schwarzian derivative / Heat equation / Partial differential equation / Itō diffusion / Spectral theory of ordinary differential equations / Mathematical analysis / Calculus / Mathematics

Transformations of Markov processes and classification scheme for solvable driftless diffusions C. Albanese 1 and A. Kuznetsov 2 ∗

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:17
117Stochastic processes / Markov chain / Fourier transform / Martingale / Itō diffusion / Spectral theory of ordinary differential equations / Statistics / Mathematical analysis / Markov processes

DISCRETIZATION SCHEMES FOR SUBORDINATED PROCESSES CLAUDIO ALBANESE AND ALEXEY KUZNETSOV A BSTRACT. We introduce a new class of continuous time lattices which are suitable for local Levy and stochastic volatility processe

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:24
118Spectral theory / Support / Metric space / Function / Orbifold / Itō diffusion / Mathematics / Mathematical analysis / Measure theory

ANY METRIC IS NEARLY EXPRESSIBLE AS A SCORING METRIC

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Source URL: arxiv.org

Language: English - Date: 2007-03-16 10:39:18
119Chemical engineering / Dynamics / Virial theorem / Equation of state / Virial coefficient / Radial distribution function / Virial expansion / Van der Waals equation / Itō diffusion / Physics / Statistical mechanics / Mechanics

1 Lecture #19 Lecture 19 Objectives:

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Source URL: puccini.che.pitt.edu

Language: English - Date: 2013-10-18 15:53:42
120Differential geometry / Differential topology / Tangent space / Diffeomorphism / Differential equation / Manifold / Frobenius theorem / Itō diffusion / Mathematical analysis / Mathematics / Theoretical physics

Geometric Singular Perturbation Theory Christopher K.R.T. Jones Division of A p p l i e d M a t h e m a t i c s Brown University P r o v i d e n c e , R I 02912

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Source URL: gorbankarlin.narod.ru

Language: English - Date: 2013-04-04 00:34:12
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