Stochastic calculus

Results: 270



#Item
231Statistical mechanics / Probability and statistics / Dynamical systems / Fractional calculus / Fractals / Fractional dynamics / Langevin dynamics / Dynamics / Brownian motion / Statistics / Stochastic processes / Mathematical analysis

R. Metzler, J. Klafter / Physics Reports[removed]}77 1

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Source URL: www.agnld.uni-potsdam.de

Language: English - Date: 2014-04-24 05:32:17
232Probability and statistics / Stochastic calculus / Statistics / Normal distribution / Forward contract

Default Parameter Estimation Using Market Prices Robert Jarrow This article presents a new methodology for estimating recovery rates and

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Source URL: forum.johnson.cornell.edu

Language: English - Date: 2005-07-22 08:50:21
233Partial differential equations / Stochastic processes / Stochastic differential equations / Linear differential equation / Calculus of variations / Method of characteristics / Elliptic operator / Optimal control / Infinitesimal generator / Calculus / Mathematical analysis / Differential equations

Faculty of Mathematics University “Al. I. Cuza” of Ias¸i Institute “Octav Mayer” of the Romanian Academy, Ias¸i, Romania

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Source URL: www.math.uaic.ro

Language: English - Date: 2007-02-11 14:26:31
234Mathematical optimization / Dynamic programming / Stochastic control / Optimal control / Wave equation / Markov decision process / Bellman equation / PROPT / Heat equation / Calculus / Mathematical analysis / Control theory

MATHEMATICAL TRIPOS: PART II Michaelmas Term 2013 OPTIMIZATION AND CONTROL

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Source URL: www.statslab.cam.ac.uk

Language: English - Date: 2013-10-07 06:45:35
235Stochastic calculus / Markov models / Stochastic differential equations / Markov chain / Diffusion process / Infinitesimal generator / Itō calculus / Brownian motion / Continuous-time Markov process / Statistics / Stochastic processes / Markov processes

388 BOOK REVIEWS BULLETIN (New Series) O F THE AMERICAN MATHEMATICAL SOCIETY

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Source URL: www.ams.org

Language: English - Date: 2010-01-14 13:21:10
236Partial differential equation / Calculus of variations / Calculus / Mathematical analysis / Multivariable calculus

STOCHASTIC ANALYSIS OF TIDAL DYNAMICS EQUATION U. MANNA*, J.L. MENALDI, AND S.S. SRITHARAN* Abstract. In this paper the deterministic and stochastic tidal equation in 2-D

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Source URL: www.math.wayne.edu

Language: English - Date: 2013-04-18 09:33:38
237Brownian motion / Integral / Stochastic calculus / Gaussian process / Law / Statistics / Stochastic processes / Fractional Brownian motion

Plan Classical Hsu-Robbins theorem Variations of the fractional Brownian motion

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Source URL: samos.univ-paris1.fr

Language: English - Date: 2010-07-10 04:12:03
238Integral calculus / Stochastic processes / Actuarial science / Probability theory / Ruin theory / Integration by substitution / Integration by parts / Probability density function / Expected value / Calculus / Mathematical analysis / Mathematics

From Ruin Theory to Option Pricing

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Source URL: www.actuaries.org

Language: English - Date: 2011-04-20 09:59:01
239Mathematics / Stochastic calculus / Integral calculus / Mathematical finance / Measure theory / Malliavin calculus / Cameron–Martin theorem / Wiener process / Law / Mathematical analysis / Statistics / Stochastic processes

BULLETIN (New Series) OF THE AMERICAN MATHEMATICAL SOCIETY Volume 35, Number 1, January 1998, Pages 99–104

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Source URL: www.ams.org

Language: English - Date: 2012-06-12 18:16:01
240Stochastic calculus / Integral calculus / Mathematical finance / Stochastic processes / Calculus of variations / Malliavin calculus / Calculus / Wiener process / Hilbert space / Mathematical analysis / Statistics / Mathematics

BULLETIN (New Series) OF THE AMERICAN MATHEMATICAL SOCIETY Volume 44, Number 3, July 2007, Pages 487–492

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Source URL: www.ams.org

Language: English - Date: 2010-01-14 11:35:20
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