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Stochastic calculus
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#	Item
221	Stochastic Filtering through SPDE projection on Mixtures Manifolds Imperial, AHOI Workshop, 25-27 March 2013 Damiano Brigo Dept. of Mathematics, Imperial College, London www.damianobrigo.it Add to Reading List Source URL: www.damianobrigo.it Language: English - Date: 2013-04-15 06:48:07 Estimation theory Vector calculus Damiano Brigo Fisher information Trigonometric functions Projection Dimensional analysis Euclidean vector Mathematics Mathematical analysis Algebra
222	Nonlinear inhomogeneous Fokker-Planck equation within a generalized Stratonovich prescription Zochil Gonz´ alez Arenas,1 Daniel G. Barci,2 and Constantino Tsallis1 arXiv:1406.2733v1 [cond-mat.stat-mech] 10 Jun 2014 Add to Reading List Source URL: cbpfindex.cbpf.br Language: English - Date: 2014-06-13 10:02:09 Logical truth Stochastic processes Fokker–Planck equation Constitutive equation Differential equations Fourier analysis Partial differential equation Heat equation Equations Calculus Mathematical analysis
223	Solving Schrödinger equation via Tartaglia/Pascal triangle: A possible link between stochastic processing and quantum mechanics A. Farina, M . Frasca°, M. Sedehi () SELEX Sistemi Integrati, Rome, Italy, {afarina, ms Add to Reading List Source URL: marcofrasca.files.wordpress.com Language: English* - Date: 2014-02-09 09:46:49 Stochastic processes Quantum mechanics Equations Differential equations Statistical mechanics Stochastic differential equation Schrödinger equation Partial differential equation Wave packet Physics Statistics Calculus
224	1. Introduction The following notes aim to provide a very informal introduction to Stochastic Calculus, and especially to the Itˆ o integral and some of its applications. They owe a great deal to Dan Crisan’s Stochas Add to Reading List Source URL: www.chiark.greenend.org.uk Language: English - Date: 2006-03-07 17:35:45 Martingale Local martingale Semimartingale Quadratic variation Adapted process Continuous stochastic process Girsanov theorem Infinitesimal generator Stochastic differential equation Statistics Stochastic processes Probability theory
225	Wavelet Approximation of the Solutions of Some Stochastic Differential Equations Hannelore Lisei and Anna So´os Babe¸s-Bolyai University Faculty of Mathematics and Computer Science Str. Kog˘alniceanu Nr. 1 Add to Reading List Source URL: adatbank.transindex.ro Language: English - Date: 2007-10-08 12:21:16 Fractional calculus Fourier analysis Multivariable calculus Itō diffusion Heat equation Mathematical analysis Calculus Fractional Brownian motion
226	Fractal stochastic processes Anna So´os Babe¸s Bolyai University, Faculty of Mathematics and Computer Science e-mail: [removed] Abstract In this paper we construct fractal stochastic processes as fixed poin Add to Reading List Source URL: adatbank.transindex.ro Language: English - Date: 2007-10-08 12:22:43 Spectral theory Operator theory Ordinary differential equations Representation theory of Lie groups Spectral theory of ordinary differential equations Lambda calculus Mathematics Mathematical analysis Algebra
227	Weak and strong solutions of general stochastic models Thomas G. Kurtz ∗ Departments of Mathematics and Statistics University of Wisconsin - Madison 480 Lincoln Drive Madison, WI[removed] Add to Reading List Source URL: www.math.wisc.edu Language: English - Date: 2013-12-29 15:12:08 Statistics Stochastic calculus Stochastic differential equation Partial differential equation Spectral theory Radon–Nikodym theorem Itō diffusion Mathematical analysis Calculus Differential equations
228	Equivalence of stochastic equations and martingale problems Thomas G. Kurtz ∗ Departments of Mathematics and Statistics University of Wisconsin - Madison 480 Lincoln Drive Add to Reading List Source URL: www.math.wisc.edu Language: English - Date: 2010-07-03 15:20:47 Martingale theory Stochastic processes Operator theory Game theory Martingale Wiener process Differential equation Spectral theory Method of characteristics Statistics Mathematical analysis Calculus
229	The filtered martingale problem Thomas G. Kurtz ∗ Departments of Mathematics and Statistics University of Wisconsin - Madison 480 Lincoln Drive Madison, WI[removed] Add to Reading List Source URL: www.math.wisc.edu Language: English - Date: 2010-05-24 14:36:18 Probability theory Local martingale Martingale Stopping time Filtering problem Itō diffusion Itō calculus Statistics Stochastic processes Martingale theory
230	Available online at www.sciencedirect.com Automatica[removed] – 144 www.elsevier.com/locate/automatica Brief paper Add to Reading List Source URL: research.harkegard.se Language: English - Date: 2007-10-25 14:09:39 Optimal control Mathematical optimization Stochastic control Nonlinear control Linear-quadratic-Gaussian control Calculus of variations H-infinity methods in control theory Automatic control Backstepping Systems theory Control theory Cybernetics

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