Itō diffusion - PDFSEARCH.IO - Document Search Engine

Itō diffusion
Results: 160

#	Item
71	Forward is backward for time-homogeneous diffusions or Why worry about boundary conditions? Johan Tysk ¨ Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-17 12:16:56 Statistics Equations Differential equations Feynman–Kac formula Heat equation Ordinary differential equations Partial differential equation Black–Scholes Itō diffusion Calculus Mathematical analysis Stochastic processes
72	The integrated correlated variance as a statistical inverse problem Ruth Kaila Aalto University, Helsinki 6th World Congress of the Bachelier Finance Society June 2010, Toronto Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 11:38:24 Variance Inverse problem Regression analysis M-estimators Itō diffusion Fisher information Statistics Estimation theory Normal distribution
73	Thermal Forces and Brownian Motion Ju Li GEM4 Summer School 2006 Cell and Molecular Mechanics in BioMedicine Add to Reading List Source URL: www.openwetware.org Language: English - Date: 2006-08-21 09:21:11 Data analysis Variance Central limit theorem Independence Law of large numbers Normal distribution Itō diffusion Gaussian function Statistics Mathematics Probability theory
74	Mean-field approximation of stochastic population processes in games Michel Bena¨ım∗ Institut de Math´ ematique ˆtel, Switzerland Universit´ Add to Reading List Source URL: pzp.hhs.se Language: English - Date: 2011-04-14 08:18:35 Stochastic processes Stochastic calculus Differential topology Vector calculus Vector field Statistical theory Itō diffusion Dirac delta function Statistics Mathematical analysis Mathematics
75	Analyzing Reachability of Linear Dynamic Systems with Parametric Uncertainties Matthias Althoff (), Bruce H. Krogh, and Olaf Stursberg Abstract As an important approach to analyzing safety of a dynamic system, this pape Add to Reading List Source URL: www6.in.tum.de Language: English - Date: 2013-10-23 12:13:02 Systems theory Cybernetics Matrix State space Itō diffusion Linear map Mathematics Matrix theory Control theory
76	Coupled Brownian Motors C. Van den Broeck 1 , P. Reimann 2, R. Kawai 3, and P. H/inggi 2 1 Limburgs Universitair Centrum, B-3590 Diepenbeek, Belgium 2 Theoretische Physik I, Universit/it Augsburg, D[removed]Augsburg, Germa Add to Reading List Source URL: www.physik.uni-augsburg.de Language: English - Date: 2008-04-23 02:27:55 Brownian motion J. M. R. Parrondo Stochastic differential equation White noise File dynamics Itō diffusion Statistics Stochastic processes Probability and statistics
77	Linear response and fluctuation theorems for nonstationary stochastic processes Add to Reading List Source URL: www.physik.uni-augsburg.de Language: English - Date: 2006-07-07 04:39:52 Stochastic differential equation Wiener process Fokker–Planck equation Fluctuation theorem Itō diffusion Fluctuation-dissipation theorem Statistics Stochastic processes Gauss–Markov process
78	Bistable flow driven by coloured gaussian noise: A critical study Add to Reading List Source URL: www.physik.uni-augsburg.de Language: English - Date: 2006-07-07 04:57:16 Logical truth Statistical mechanics Probability and statistics Langevin equation Fokker–Planck equation Stochastic differential equation Itō diffusion Anthony E. Siegman Statistics Stochastic processes Equations
79	c Applied Mathematics E-Notes, [removed]), 61-69 Available free at mirror sites of http://www.math.nthu.edu.tw/∼amen/ ISSN[removed] Add to Reading List Source URL: www.math.nthu.edu.tw Language: English - Date: 2010-03-20 22:25:04 Ordinary differential equations Differential equation Linear differential equation Operator theory Spectral theory Theorems and definitions in linear algebra Itō diffusion Calculus Mathematical analysis Mathematics
80	fu ¨ r Mathematik in den Naturwissenschaften Leipzig Add to Reading List Source URL: www.mis.mpg.de Language: English - Date: 2003-11-05 07:44:42 Linear algebra Convex analysis Mathematical optimization Quasiconvex function Real analysis Ordinal number Derivative Vector space Itō diffusion Mathematics Algebra Mathematical analysis

UPDATE