Stochastic calculus

Results: 270



#Item
101Mathematics / Stochastic differential equations / Operator theory / Wave equation / Heat equation / Mathematical analysis / Calculus / Area

2013 Math Wrangle Solutions MAA American Mathematics Competitions SIGMAA Math Circles for Students and Teachers January 12, 2013 1. Let T and B be the points where the circle meets PM and AP, re­

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Source URL: sigmaa.maa.org

Language: English - Date: 2013-07-30 15:43:13
102Quantum mechanics / Equations / Markov models / Statistics / Stochastic calculus / Stochastic process

Fock Space Techniques for Stochastic Physics John Baez, Jacob Biamonte, Brendan Fong A Petri net is a way of drawing a finite set S of species, a finite set T of transitions, and maps s, t : T → NS saying how many tim

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Source URL: math.ucr.edu

Language: English - Date: 2014-03-02 07:17:39
103Differential calculus / Ordinary differential equations / Numerical analysis / Dynamical systems / Differential algebraic equation / Numerical methods for ordinary differential equations / Partial differential equation / Stochastic differential equation / Backward differentiation formula / Calculus / Mathematical analysis / Differential equations

The Journal Volume 2/2, DecemberA peer-reviewed, open-access publication of the R Foundation

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Source URL: journal.r-project.org

Language: English - Date: 2010-12-30 17:20:09
104Ordinary differential equation / Differential equations / Finite difference / Logarithm / Crank–Nicolson method / Heat equation / Stochastic differential equation / Mathematical analysis / Calculus / Mathematics

AM 255: Problem Set 6 Douglas Lanman 5 December 2006 Problem 1 Consider the following initial value problem.

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Source URL: mesh.brown.edu

Language: English - Date: 2006-12-04 19:47:46
105Differential equations / Partial differential equations / Mathematical optimization / Ordinary differential equation / Nonlinear system / Mathematical model / Finite element method / Least squares / Stochastic differential equation / Calculus / Mathematics / Mathematical analysis

The Nature of Mathematical Modeling Neil Gershenfeld PUBLISHED BY THE PRESS SYNDICATE OF THE UNIVERSITY OF CAMBRIDGE The Pitt Building, Trumpington Street, Cambridge CB2 1RP, United Kingdom

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Source URL: fab.cba.mit.edu

Language: English - Date: 2014-02-03 21:39:33
106Mathematical finance / Equations / Black–Scholes / Options / Stock market / Forward contract / Poisson process / Holomorphic functional calculus / Heat equation / Statistics / Stochastic processes / Financial economics

ISSN[removed]Static versus dynamic longevity­risk hedging Clemente De Rosa Elisa Luciano

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Source URL: www.carloalberto.org

Language: English - Date: 2015-04-02 05:43:46
107Electronic engineering / Estimation theory / Linear filters / Bayesian statistics / Markov models / Kalman filter / Variational Bayesian methods / Calculus of variations / Robot control / Statistics / Control theory

A Filtering Approach to Stochastic Variational Inference David M. Blei Department of Statistics Department of Computer Science Colombia University

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Source URL: www.cs.columbia.edu

Language: English - Date: 2015-03-12 00:16:22
108Stochastic calculus / Differential equations / Stochastic differential equation / Cross-covariance / Statistics / Probability theory / Stochastic processes

EN 257: Applied Stochastic Processes Problem Set 8 Douglas Lanman [removed] 9 May 2007

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Source URL: mesh.brown.edu

Language: English - Date: 2007-05-08 23:10:39
109Financial economics / Options / Stochastic calculus / Equations / Black–Scholes / Stochastic differential equation / Binomial options pricing model / Geometric Brownian motion / Wiener process / Statistics / Stochastic processes / Mathematical finance

Business Education E BA & Accreditation

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Source URL: www.theibfr.com

Language: English - Date: 2013-09-06 02:45:26
110Systems theory / Estimation theory / Stochastic differential equations / Data assimilation / Weather prediction / Calculus of variations / Kalman filter / Differential operator / Control theory / Statistics / Cybernetics

Ocean Data Assimilation Robert N. Miller College of Oceanic and Atmospheric Sciences Oregon State University Corvallis, OR 97330

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Source URL: www.jcsda.noaa.gov

Language: English - Date: 2009-09-24 16:59:34
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