Stochastic calculus

Results: 270



#Item
171Differential 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
172Stochastic processes / Differential equations / Kalman filter / Robot control / Differential of a function / Optimal control / ΔT / Additive white Gaussian noise / Stochastic differential equation / Statistics / Calculus / Mathematical analysis

Stochastic Differential Dynamic Programming Evangelos Theodorou, Yuval Tassa & Emo Todorov Abstract— Although there has been a significant amount of work in the area of stochastic optimal control theory towards the dev

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Source URL: www-clmc.usc.edu

Language: English - Date: 2010-07-12 20:52:39
173Stochastic calculus / Operator theory / Calculus of variations / Integral calculus / Malliavin calculus / Mathematical finance / Differential of a function / Spectral theory of ordinary differential equations / Contraction / Mathematical analysis / Calculus / Mathematics

Proc. Indian Acad. Sci. (Math. Sci.) Vol. 116, No. 4, November 2006, pp. 507–518. © Printed in India Malliavin calculus of Bismut type without probability ´ ´

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Source URL: www.ias.ac.in

Language: English - Date: 2007-03-06 06:00:26
174Stochastic processes / Wiener process / Martingale / Itō calculus / Itō diffusion / Statistics / Martingale theory / Probability theory

Proc. Indian Acad. Sci. (Math. Sci.) Vol. 116, No. 4, November 2006, pp. 489–505. © Printed in India Stochastic integral representations of quantum martingales on multiple Fock space UN CIG JI

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Source URL: www.ias.ac.in

Language: English - Date: 2007-03-06 06:00:26
175Partial differential equation / Mathematical finance / Calculus / Mathematics / Differential equation / Applied mathematics / Mathematical optimization / Stochastic process / Science / Discrete mathematics / Mathematical analysis / Mathematical and theoretical biology

APPLIED MATHEMATICS CURRICULUM Master of Science DEGREE REQUIREMENTS Master’s Thesis*

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Source URL: www.ryerson.ca

Language: English - Date: 2014-11-29 17:59:56
176Multivariable calculus / Magnetohydrodynamics / Korteweg–de Vries equation / Fluid dynamics / Differential equation / Nonlinear system / Nonlinear Schrödinger equation / Dynamics / Tosio Kato / Calculus / Physics / Partial differential equations

SPECIAL LECTURE SERIES Quasi-linear Partial Differential Equations of Fluid Dynamics and Physics Rigorous Solvability, Stochastic Analysis & Control

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Source URL: www.nps.edu

Language: English - Date: 2014-10-21 19:14:27
177Measurement / Multivariable calculus / Partial differential equation / Trigonometry / Normal distribution / Dimensional analysis / Coordinate systems / Polar coordinate system / Trigonometric functions / Mathematical analysis / Calculus / Mathematics

Communicated by Steven Zucker Local Parallel Computation of Stochastic Completion Fields Lance R. Williams David W. Jacobs NEC Research Institute, Princeton, NJ 08540, USA

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Source URL: www.cs.unm.edu

Language: English - Date: 2011-09-06 15:03:24
178Differential equations / Partial differential equations / Multivariable calculus / Stochastic differential equation / Martin Hairer / Ordinary differential equation / Nonlinear system / Kardar–Parisi–Zhang equation / Navier–Stokes equations / Calculus / Mathematical analysis / Mathematics

The Work of Martin Hairer Martin Hairer has made a major breakthrough in the study of stochastic partial differential equations by creating a new theory that provides tools for attacking problems that up to now had seeme

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Source URL: www.mathunion.org

Language: English - Date: 2014-08-16 15:21:46
179Differential equations / Numerical analysis / Stochastic processes / Stochastic calculus / Stochastic differential equation / Partial differential equation / Navier–Stokes equations / Normal distribution / Spectral method / Statistics / Mathematical analysis / Calculus

STOCHASTIC MODELING Stochastic Computational Fluid Mechanics Stochastic simulations in computational fluid dynamics let researchers model uncertainties

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Source URL: www.cfm.brown.edu

Language: English - Date: 2007-03-07 14:00:43
180Stochastic processes / Stochastic calculus / Exponentials / Log-normal distribution / Normal distribution / E / Central limit theorem / Stochastic differential equation / Random walk / Statistics / Mathematical analysis / Probability theory

Random Walks John Norstad [removed] http://www.norstad.org January 28, 2005

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Source URL: www.norstad.org

Language: English - Date: 2011-11-03 12:39:04
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