Itō diffusion

Results: 160



#Item
121Structure / Ring / Ring theory / Summation / Euclidean algorithm / Itō diffusion / Mathematics / Algebraic structures / Mathematical structures

Concept definitions from Elements of Programming Alexander Stepanov Paul McJones

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Source URL: www.elementsofprogramming.com

Language: English - Date: 2011-04-28 22:05:43
122Statistical mechanics / Metropolis–Hastings algorithm / Partition function / Integral / Path integral formulation / Itō diffusion / Physics / Markov chain Monte Carlo / Quantum field theory

Mollied Monte Carlo Part I Daniel Doro Ferrante∗ G. S. Guralnik, J. D. Doll and D. Sabo HET  Physics Dept, Brown University, USA†.

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Source URL: chep.het.brown.edu

Language: English - Date: 2003-07-25 10:48:41
123Fractional calculus / Fourier analysis / Multivariable calculus / Itō diffusion / Heat equation / Mathematical analysis / Calculus / Fractional Brownian motion

Wavelet Approximation of the Solutions of Some Stochastic Differential Equations Hannelore Lisei and Anna So´os Babe¸s-Bolyai University Faculty of Mathematics and Computer Science Str. Kog˘alniceanu Nr. 1

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Source URL: adatbank.transindex.ro

Language: English - Date: 2007-10-08 12:21:16
124Field theory / Computable number / Real closed field / Natural density / Recursively enumerable set / Limit superior and limit inferior / Itō diffusion / Mathematics / Theory of computation / Computability theory

ASYMPTOTIC DENSITY AND THE ERSHOV HIERARCHY ROD DOWNEY, CARL JOCKUSCH, TIMOTHY H. MCNICHOLL, AND PAUL SCHUPP Abstract. We classify the asymptotic densities of the ∆02 sets according to their level in the Ershov hierarc

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Source URL: www.math.uiuc.edu

Language: English - Date: 2014-02-03 11:22:38
125Operator theory / Probability space / Probability theory / Metric geometry / Differential geometry / Holomorphic functional calculus / Itō diffusion / Mathematical analysis / Mathematics / Geometry

STUDIA UNIV. “BABES ¸ –BOLYAI”, MATHEMATICA, Volume XLVI, Number 3, September 2001 INVARIANT SETS OF RANDOM VARIABLES IN COMPLETE METRIC SPACES ´

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Source URL: adatbank.transindex.ro

Language: English - Date: 2007-10-08 12:15:24
126Functional analysis / Semigroup theory / Stochastic differential equations / Hille–Yosida theorem / Infinitesimal generator / Quasicontraction semigroup / Itō diffusion / Ω-automaton / Mathematical analysis / Abstract algebra / Mathematics

Lester L. Helms DIFFUSIONS WITH REFLECTION AND ABSORPTION April 24, 2011

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Source URL: www.math.uiuc.edu

Language: English - Date: 2011-04-24 16:01:14
127Brownian motion / Law / Conditioning / Probability space / Hurst exponent / Contraction / Itō diffusion / Infinitesimal generator / Statistics / Stochastic processes / Fractional Brownian motion

STUDIA UNIV. “BABES ¸ –BOLYAI”, MATHEMATICA, Volume XLIX, Number 4, December 2004 FRACTIONAL BROWNIAN MOTION USING CONTRACTION METHOD IN PROBABILISTIC METRIC SPACES ´

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Source URL: adatbank.transindex.ro

Language: English - Date: 2007-10-08 12:24:26
128Philosophy of physics / Theoretical physics / Operator / Superoperator / Μ operator / Density matrix / Integral transform / Itō diffusion / Rotation operator / Physics / Quantum mechanics / Operator theory

Further relaxation 6.1 Introduction As presented so far, the theory is capable of predicting the rate of transitions between energy levels i.e. it is concerned with populations. The theory is thus perfectly acceptable fo

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Source URL: www-keeler.ch.cam.ac.uk

Language: English - Date: 2003-08-09 07:58:40
129Statistics / Stochastic calculus / Stochastic differential equation / Partial differential equation / Spectral theory / Radon–Nikodym theorem / Itō diffusion / Mathematical analysis / Calculus / Differential equations

Weak and strong solutions of general stochastic models Thomas G. Kurtz ∗ Departments of Mathematics and Statistics University of Wisconsin - Madison 480 Lincoln Drive Madison, WI[removed]

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Source URL: www.math.wisc.edu

Language: English - Date: 2013-12-29 15:12:08
130Stochastic processes / Statistical theory / Central limit theorem / Normal distribution / Convergence of random variables / Wiener process / Continuous function / Sufficient statistic / Itō diffusion / Statistics / Mathematical analysis / Mathematics

A CLT for empirical processes involving time-dependent data

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Source URL: www.math.wisc.edu

Language: English - Date: 2013-03-12 21:12:21
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