Stochastic calculus

Results: 270



#Item
191Dynamic programming / Stochastic processes / Equations / Stochastic differential equation / Bellman equation / Economic model / Stochastic / Optimal control / Stochastic programming / Statistics / Mathematical optimization / Stochastic calculus

Japan and the World Economy[removed]–301 www.elsevier.com/locate/econbase Stochastic income and wealth$ Martin L. Weitzman*

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Source URL: scholar.harvard.edu

Language: English - Date: 2013-02-05 00:22:39
192Fluid queue / Poisson process / Optimal control / Erlang / Lambda calculus / Statistics / Stochastic processes / Queueing theory

A Time -Varying Call Center Design via Lagrangian Mechanics ∗ Robert C. Hampshire Heinz School of Public Policy and Management Carnegie Mellon University, [removed] Otis B. Jennings

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Source URL: www.princeton.edu

Language: English - Date: 2008-06-20 14:13:42
193Statistical theory / Stochastic calculus / Estimation theory / Volatility / Stochastic volatility / Stochastic differential equation / Asymptotic theory / Quadratic variation / Brownian motion / Statistics / Stochastic processes / Mathematical finance

© Copyright, Princeton University Press. No part of this book may be distributed, posted, or reproduced in any form by digital or mechanical means without prior written permission of the publisher. Contents Preface

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Source URL: press.princeton.edu

Language: English - Date: 2014-04-24 14:45:45
194Semimartingale / Wiener process / Brownian motion / Quadratic variation / Martingale / Stochastic differential equation / Stochastic calculus / Law / Local martingale / Statistics / Stochastic processes / Martingale theory

© Copyright, Princeton University Press. No part of this book may be distributed, posted, or reproduced in any form by digital or mechanical means without prior written permission of the publisher. Chapter 1

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Source URL: press.princeton.edu

Language: English - Date: 2014-04-24 14:50:57
195Filtering problem / Brownian motion / Black–Scholes / Wiener process / Heston model / Girsanov theorem / Malliavin calculus / Martingale / Kalman filter / Statistics / Stochastic processes / Stochastic differential equation

Non linear filtering and optimal investment under partial information for stochastic volatility models Dalia Ibrahim; Frédéric Abergel∗; July 6, 2014 hal[removed], version[removed]Jul 2014

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Source URL: hal.archives-ouvertes.fr

Language: English - Date: 2014-07-07 02:50:00
196Systems / Systems theory / Optimal control / State space / Stochastic differential equations / Structure / Holomorphic functional calculus / Normal distribution / Control theory / Mathematical analysis / Dynamical system

Convex Optimization of Nonlinear Feedback Controllers via Occupation Measures Anirudha Majumdar, Ram Vasudevan, Mark M. Tobenkin, and Russ Tedrake Computer Science and Artificial Intelligence Laboratory Massachusetts Ins

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Source URL: groups.csail.mit.edu

Language: English - Date: 2013-06-01 00:19:52
197Econometrics / Stochastic calculus / Signal processing / Statistics / Stochastic processes / Time series analysis

Capturing the Time series of Stochastic Forcing Cécile Penland NOAA/ESRL/Physical Sciences Division, Boulder, CO The Problem: Stochastic forcing of a fluid system is basically unresolved chaotic effects. This means we

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Source URL: met.nps.edu

Language: English - Date: 2010-03-10 12:12:46
198Mathematics / Martingale theory / Differential calculus / Stochastic calculus / Semimartingale / Functional / Generalizations of the derivative / Calculus / Local martingale / Statistics / Mathematical analysis / Stochastic processes

Functional Itˆ o calculus and Applications David-Antoine FOURNIE Supervised by Professor Rama CONT

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Source URL: www.math.columbia.edu

Language: English - Date: 2010-05-02 17:44:11
199Differential geometry / Jet / Singularity theory / Stochastic differential equations / Classical cipher / Speech Assessment Methods Phonetic Alphabet chart for English / Mathematical analysis / Calculus / Mathematics

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Source URL: www.lib.ncep.noaa.gov

Language: English - Date: 2002-01-21 14:48:46
200Mathematics / Stochastic calculus / Integral calculus / Differential equation / Stochastic differential equation / Viscosity solution / Mathematical finance / Statistics / Mathematical analysis

Minerva Lectures Fall 2011 Details  September 7 9:00am,

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Source URL: www.math.columbia.edu

Language: English - Date: 2011-08-30 16:24:10
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