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Stochastic calculus
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#	Item
51	An Introduction to Stochastic PDEs July 24, 2009 Martin Hairer The University of Warwick / Courant Institute Add to Reading List Source URL: www.hairer.org Language: English - Date: 2009-07-24 10:13:17 Fourier analysis Differential equations Stochastic calculus Stochastic differential equations Normal distribution Partial differential equation Gaussian measure Fourier transform Convolution Mathematical analysis Statistics Stochastic processes
52	On Malliavin’s proof of H¨ormander’s theorem March 10, 2011 Martin Hairer Mathematics Department, University of Warwick Email: Add to Reading List Source URL: www.hairer.org Language: English - Date: 2011-03-10 06:31:00 Vectors Stochastic calculus Integral calculus Operator theory Functional analysis Malliavin calculus Frobenius theorem Vector bundle Heat equation Mathematical analysis Mathematics Algebra
53	Peter Friz and Martin Hairer A Course on Rough Paths With an introduction to regularity structures June 2014 Errata (last update: April 2015) Add to Reading List Source URL: www.hairer.org Language: English - Date: 2015-04-23 12:04:46 Mathematics Integral calculus Stochastic calculus Statistical mechanics Peter Friz Terry Lyons Stochastic differential equation Brownian motion Integral Statistics Mathematical analysis Stochastic processes
54	Tan and Yan Biology Direct 2010, 5:26 http://www.biology-direct.com/contentRESEARCH Open Access Add to Reading List Source URL: www.biologydirect.com Language: English Probability theory Stochastic processes Stochastic calculus Markov models Stochastic differential equation Partial differential equation Markov chain Adenomatous polyposis coli State space Statistics Differential equations Control theory
55	Li et al. Journal of Uncertainty Analysis and Applications:7 DOIs40467y RESEARCH Open Access Add to Reading List Source URL: www.juaa-journal.com Language: English Stochastic calculus Differential equations Stochastic differential equation Uncertainty theory Ordinary differential equation Dynamical system Calculus Statistics Mathematical analysis
56	Temporal Logic in a Stochastic Environment B. Strulo P.G. Harrisony D. Gabbay Department of Computing Imperial College LONDON SW7 2BZ Abstract Add to Reading List Source URL: pubs.doc.ic.ac.uk Language: English - Date: 2011-11-15 09:34:37 Boolean algebra Non-classical logic Logical connectives Modal logic Philosophical logic Markov chain Linear temporal logic Negation IP Logic Mathematical logic Propositional calculus
57	The Bellman Equation for Power Utility Maximization with Semimartingales Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland First Version: December 9, 2009. This Version: Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2011-07-12 11:24:16 Mathematical optimization Equations Operations research Semimartingale Bellman equation Martingale Dynamic programming Stochastic calculus Optimal control Statistics Martingale theory Stochastic processes
58	CREATIV: Stochastic Processing Calculus: A New Methodology for Advanced Semiconductor Manufacturing and Data Center Networking PIs: J. G. Dai (Georgia Tech), B. Lin (UCSD), J. Xu (Georgia Tech) This CREATIV project aims Add to Reading List Source URL: www.cc.gatech.edu Language: English - Date: 2014-03-25 14:55:42 Statistical randomness Stochastic Operations research Semiconductor device fabrication Parallel computing Virtualization Terminology Knowledge Mathematical optimization Science
59	Small-Time Asymptotics of Option Prices and First Absolute Moments ∗ Johannes Muhle-Karbe Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2011-07-12 11:26:18 Mathematical finance Martingale theory Itō calculus Stochastic calculus Martingale Lévy process Heston model Black–Scholes Brownian motion Statistics Stochastic processes Probability theory
60	Online Appendix for Generalized Transform Analysis of Affine Processes and Applications in Finance. Hui Chen∗ Scott Joslin† Add to Reading List Source URL: www.mit.edu Language: English - Date: 2011-09-20 23:19:18 Stochastic calculus Differential geometry Stochastic differential equation Beta function Characteristic function Moment-generating function Mathematical analysis Statistics Mathematics

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