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Stochastic calculus
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131	An integrated RBFN-based macro-micro multi-scale method for computation of visco-elastic fluid flows C.-D. Tran1 , D.-A. An-Vo,1 N. Mai-Duy1 and T. Tran-Cong1 Abstract: This paper presents a numerical approach for macro- Add to Reading List Source URL: eprints.usq.edu.au Language: English - Date: 2013-07-02 21:07:44 Stochastic processes Multivariable calculus Partial differential equation Constitutive equation Collocation method Stochastic differential equation Differential equations Mathematical analysis Mathematics
132	Degenerate processes and degenerate parabolic PDEs Elliptic variational inequalities for the Heston operator Parabolic variational inequalities for the Heston operator American-style options, stochastic volatility, and d Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-23 10:04:20 Calculus of variations Differential equations Obstacle problem Parabolic partial differential equation Variational inequality Heston Stochastic volatility Calculus Mathematical analysis Partial differential equations
133	Amomalica, Vol. 25, No. 4, pp[removed], 1989 Pergamon Press ptc. Printed in Great Britain. International Federation of Automatic Control B o o k Reviews Add to Reading List Source URL: doc.utwente.nl Language: English - Date: 2011-08-28 14:05:40 Stochastic differential equations Differential equations Estimation theory Nonlinear filter Filtering problem Stochastic calculus Partial differential equation Stochastic Wiener process Statistics Stochastic processes Control theory
134	Stochastic Calculus and Financial Applications Final Take Home Exam (Steele: Fall[removed]Instructions. You may consult any books or articles that you find useful. If you use a result that is not from our text, attach a co Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2013-12-11 16:06:34 Martingale Brownian motion Quadratic variation Feynman–Kac formula Stopping time Risk-neutral measure Local martingale Wiener process Itō diffusion Statistics Stochastic processes Black–Scholes
135	数理解析研究所講究録 1317 巻 2003 年 [removed]Some Historical note on random fields Si Si Add to Reading List Source URL: www.kurims.kyoto-u.ac.jp Language: English - Date: 2011-05-06 03:20:05 Calculus of variations Stochastic processes Lagrangian mechanics Brownian motion Action Lagrangian Itō diffusion Stochastic differential equation Statistics Physics Mathematical analysis
136	STAT 650 Homework 2 Instructors: Drs. Dennis Cox and Rudolf Riedi Due date: Tuesday, Feb. 21, 2006 Bring to class or hand in to Dr. Riedi, Duncan Hall[removed]A sequence of random variables {Un }n is called a martingale Add to Reading List Source URL: www.stat.rice.edu Language: English - Date: 2006-02-16 13:25:00 Game theory Martingale Itō calculus Statistics Martingale theory Stochastic processes
137	Stochastic Calculus for Finance, AME, MT 1998, Problems 1 Stochastic Calculus for Finance Michaelmas Term 1998: Problems for solution Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2010-12-11 08:07:57 Wiener process Risk-neutral measure Black–Scholes Brownian motion Quadratic variation Martingale Ornstein–Uhlenbeck process Stochastic calculus Martingale representation theorem Statistics Stochastic processes Probability theory
138	Basic Facts about Brownian Motion, Stochastic Integration and Stochastic Differential Equations M.Yor(1),(2) July 5, [removed]) Add to Reading List Source URL: www.math.upatras.gr Language: English - Date: 2005-07-09 12:18:50 Martingale theory Itō calculus Semimartingale Quadratic variation Martingale representation theorem Girsanov theorem Martingale Local martingale Brownian motion Statistics Stochastic processes Probability theory
139	Existence of strong solutions for Stochastic porous media equation under general monotonicity conditions Viorel Barbu Add to Reading List Source URL: download.sns.it Language: English - Date: 2007-03-20 11:20:02 Linear temporal logic Spectral theory of ordinary differential equations Calculus of variations Mathematical analysis Mathematics
140	Real Options and Free-Boundary Problem: A Variational View Vadim Arkin, Alexander Slastnikov Central Economics and Mathematics Institute, Russian Academy of Sciences, Moscow Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-17 15:58:36 Mathematics Calculus of variations Mathematical optimization Brownian motion Continuous function Stopping time Hitting time Differential of a function Martingale Statistics Stochastic processes Mathematical analysis

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