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Stochastic calculus
Results: 270

#	Item
241	Documentation for DICE-2006, November 2006 round Add to Reading List Source URL: www.econ.yale.edu Language: English - Date: 2006-11-17 09:24:52 Stochastic calculus Mathematical finance Differential equations Stochastic processes Equations
242	Optimal investment with high-watermark performance fee Karel Janeˇcek Add to Reading List Source URL: www.ma.utexas.edu Language: English - Date: 2011-01-05 10:31:21 Dynamic programming Mathematical optimization Partial differential equations Stochastic control Hamilton–Jacobi–Bellman equation Optimal control Bellman equation Sturm–Liouville theory Calculus Mathematical analysis Control theory
243	Written material for the course held in Autumn 2012 Version 1.0 (November 21, 2012) Copyright (C) Simo Särkkä, 2012. All rights reserved. Add to Reading List Source URL: becs.tkk.fi Language: English - Date: 2012-11-21 16:13:56 Mathematics Ordinary differential equations Stochastic processes Stochastic calculus Equations Stochastic differential equation Partial differential equation Nonlinear system Separation of variables Calculus Mathematical analysis Differential equations
244	The Monte Carlo Method Nicholas Metropolis; S. Ulam Journal of the American Statistical Association, Vol. 44, No[removed]Sep., 1949), pp[removed]. Add to Reading List Source URL: home.gwu.edu Language: English - Date: 2008-08-28 22:23:50 Quantum mechanics Computational physics Equations Schrödinger equation Partial differential equation Ordinary differential equation Parameter Stochastic process Expected value Statistics Mathematics Calculus
245	The Work of Kyosi Itô Philip Protter Add to Reading List Source URL: www.ams.org Language: English - Date: 2008-01-24 14:44:04 Martingale theory Integral calculus Mathematical finance Itō calculus Wiener process Norbert Wiener Integral Stochastic differential equation Kiyoshi Itō Statistics Stochastic processes Stochastic calculus
246	Proceedings of the International Congress of Mathematicians Helsinki, 1978 Add to Reading List Source URL: www.mathunion.org Language: English - Date: 2012-04-18 10:39:40 Probability theory Semimartingale Martingale Local martingale Lévy process Integral Stochastic calculus Continuous function Itō calculus Statistics Stochastic processes Martingale theory
247	arXiv:math/0601035v2 [math.PR] 31 Dec[removed]G–Expectation, G–Brownian Motion and Add to Reading List Source URL: arxiv.org Language: English - Date: 2008-02-01 22:15:01 Stochastic processes Differential equations Stochastic differential equations Generalized functions Heat equation Heat transfer Infinitesimal generator Partial differential equation Normal distribution Statistics Mathematical analysis Calculus
248	Curriculum Vitae for David Nualart David Nualart Date and place of birth: [removed], Barcelona, Spain Add to Reading List Source URL: www.math.ku.edu Language: English - Date: 2012-09-14 17:16:45 Integral calculus Mathematical finance Mathematics Stochastic processes Calculus of variations Malliavin calculus Stochastic differential equation Differential equation Jan H. van Schuppen Statistics Stochastic calculus Mathematical analysis
249	[removed] Add to Reading List Source URL: www.kurims.kyoto-u.ac.jp Language: English - Date: 2008-06-26 02:03:35 Partial differential equations Stochastic differential equations Continuum mechanics Elasticity Mathematical descriptions of physical laws Jet bundle Physics Calculus Mechanics
250	A Compositional Approach to Performance Modelling Jane Hillston Add to Reading List Source URL: www.dcs.ed.ac.uk Language: English - Date: 1999-10-04 12:20:33 Mathematics Process calculi Applied mathematics Markov models Stochastic processes Bisimulation Markov chain PEPA Process calculus Statistics Markov processes Theoretical computer science

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