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Stochastic calculus
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#	Item
111	Presentation to Caltech Student Investment Fund March 1, 2004 “Introduction to Mathematical Finance for Science Students” Alan L. Lewis Overheads to be Add to Reading List Source URL: www.optioncity.net Language: English - Date: 2004-03-02 15:31:00 Mathematical finance Differential equations Stochastic calculus Options Black–Scholes Stochastic differential equation Heat equation Normal distribution Brownian motion Statistics Stochastic processes Probability theory
112	Applications of Eigenfunction Expansions in Continuous-Time Finance by Alan L. Lewis August, 1997 Analytic TSA Global Asset Management, Inc. Add to Reading List Source URL: www.optioncity.net Language: English - Date: 2002-11-07 11:46:34 Stochastic processes Differential equations Equations Stochastic calculus Ordinary differential equations Heat equation Black–Scholes Stochastic differential equation Exponential function Mathematical analysis Calculus Mathematics
113	Kalman Filter Derivation Kalman Filter Derivation Add to Reading List Source URL: www.aticourses.com Language: English - Date: 2015-03-30 16:37:04 Systems theory Robot control Linear filters Stochastic differential equations Kalman filter Covariance Matrix calculus Kálmán Extended Kalman filter Control theory Statistics Cybernetics
114	BMETE15MF02 Atomic and molecular physics[removed]f/3) Add to Reading List Source URL: www.kth.bme.hu Language: English - Date: 2014-03-25 11:35:54 Stochastic processes Abstract algebra Linear algebra Partial differential equations Differential equations Matrix Markov chain Ordinary differential equation Itō calculus Statistics Algebra Mathematics
115	Accessible Parking South Melbourne St St Add to Reading List Source URL: www.portphillip.vic.gov.au Language: English - Date: 2014-08-14 22:14:14 Signal processing Control theory Stochastic processes Stochastic calculus
116	Journal of Machine Learning Research[removed]–∞ Submitted 0/00; Published 0/00 A Geometric View of Non-Linear On-Line Stochastic Gradient Descent Add to Reading List Source URL: users.cecs.anu.edu.au Language: English - Date: 2009-07-31 04:02:53 Differential topology Differential geometry Vector calculus Riemannian geometry Riemannian manifold Exponential map Differentiable manifold Vector field Tangent bundle Algebra Mathematics Mathematical analysis
117	Riemannian Structure of Some New Gradient Descent Learning Algorithms Robert E. Mahony MAHONY @ IEEE . ORG Department of Electrical and Computer Systems Engineering, Monash University, Clayton, Victoria, 3800, Australia Add to Reading List Source URL: users.cecs.anu.edu.au Language: English - Date: 2005-03-22 07:17:37 Vector calculus Stochastic optimization Computational statistics Riemannian manifold Gradient Vector Differentiable manifold Exponential map Stochastic gradient descent Mathematics Mathematical analysis Calculus
118	Minimizing CVaR, and Hedging Issues, for a Portfolio of Derivatives Add to Reading List Source URL: www.polyu.edu.hk Language: English - Date: 2014-12-09 05:12:27 Differential equation Mathematical and theoretical biology Stochastic calculus Partial differential equation Integral Mathematical analysis Mathematics Applied mathematics
119	Symbolic Dynamic Programming for First-order POMDPs Scott Sanner Kristian Kersting NICTA & ANU Add to Reading List Source URL: users.cecs.anu.edu.au Language: English - Date: 2010-04-14 03:16:52 Markov processes Stochastic control Mathematical sciences Mathematical optimization Logic programming Partially observable Markov decision process Markov decision process Situation calculus Optimal control Statistics Control theory Dynamic programming
120	Banco de México Documentos de Investigación Banco de México Working Papers N° [removed] Add to Reading List Source URL: www.banxico.org.mx Language: English - Date: 2014-12-19 20:58:34 Stochastic calculus Differential equations Bessel function Symbol Bessel process Continuous function Stochastic differential equation Mathematical analysis Stochastic processes Fourier analysis

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