Stochastic calculus

Results: 270



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251Mathematical analysis / Stochastic processes / Stochastic differential equations / Differential equations / Equations / Partial differential equation / Heat equation / Brownian motion / Kardar–Parisi–Zhang equation / Calculus / Statistics / Statistical mechanics

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Source URL: math.arizona.edu

Language: English - Date: 2012-03-12 11:49:58
252Differential calculus / Analysis / Stochastic calculus / Real analysis / Mathematical analysis / Mathematics / Derivative

Microsoft PowerPoint - FOPT[removed]ppt

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Source URL: wwz.unibas.ch

Language: English - Date: 2009-11-18 09:25:37
253Heat equation / Heat transfer / Mathematical finance / Stochastic calculus / Stochastic processes

RRDCCshortoh.DVI

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Source URL: www.usc.edu

Language: English - Date: 2006-10-16 13:41:00
254Mathematical finance / Martingale theory / Stochastic calculus / Options / Risk-neutral measure / Black–Scholes / Girsanov theorem / Martingale representation theorem / Itō calculus / Statistics / Stochastic processes / Probability theory

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Source URL: www.stanford.edu

Language: English - Date: 2008-07-03 13:44:30
255Stochastic processes / Stochastic differential equations / Poisson distribution / Mittag-Leffler function / Fractional calculus / Exponential distribution / Stable distribution / Infinitesimal generator / Lambda calculus / Statistics / Mathematical analysis / Poisson processes

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Source URL: www.emis.de

Language: English - Date: 2011-12-25 06:22:31
256Linear complementarity problem / Mathematical optimization / Crank–Nicolson method / Calculus / Mathematical series / Stochastic differential equations / Holomorphic functional calculus / Euler summation / Mathematics / Mathematical analysis / Linear algebra

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Source URL: www.cs.cornell.edu

Language: English - Date: 1999-06-18 14:01:19
257Markov chain / Fundamental theorem of calculus / Mathematical series / Stochastic processes / Ergodic theory / Mean value theorem / Statistics / Mathematical analysis / Mathematics

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Source URL: www.columbia.edu

Language: English - Date: 2005-12-20 16:35:37
258Measure theory / Integral calculus / Mathematical finance / Malliavin calculus / Ornstein–Uhlenbeck operator / Fourier transform / Hilbert space / Harmonic function / Generalizations of the derivative / Mathematical analysis / Stochastic calculus / Operator theory

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Source URL: www.ams.org

Language: English - Date: 2011-03-15 10:49:11
259Stochastic calculus / Stochastic processes / Integral calculus / Mathematical finance / Kiyoshi Itō / Stochastic differential equation / Itō calculus / Calculus / Brownian motion / Statistics / Mathematical analysis / Mathematics

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Source URL: www.ams.org

Language: English - Date: 1999-03-08 15:16:55
260Stochastic calculus / Itō calculus / Wiener process / Mathematical finance / Stochastic differential equation / Semimartingale / Girsanov theorem / Quadratic variation / Albert Shiryaev / Statistics / Stochastic processes / Martingale theory

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Source URL: statmath.wu-wien.ac.at

Language: English - Date: 2006-01-29 11:19:11
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