Stochastic differential equation

Results: 319



#Item
101Stochastic calculus / Differential equations / Stochastic differential equation / Cross-covariance / Statistics / Probability theory / Stochastic processes

EN 257: Applied Stochastic Processes Problem Set 8 Douglas Lanman [removed] 9 May 2007

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Source URL: mesh.brown.edu

Language: English - Date: 2007-05-08 23:10:39
102Financial economics / Options / Stochastic calculus / Equations / Black–Scholes / Stochastic differential equation / Binomial options pricing model / Geometric Brownian motion / Wiener process / Statistics / Stochastic processes / Mathematical finance

Business Education E BA & Accreditation

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Source URL: www.theibfr.com

Language: English - Date: 2013-09-06 02:45:26
103Cybernetics / Stochastic differential equations / Robot control / Kalman filter / Normal distribution / Differential equation / Multivariate normal distribution / Extended Kalman filter / Gaussian function / Statistics / Control theory / Mathematical analysis

Introduction to Estimation (KC[removed]ESTIMATION TUTORIAL QUESTIONS

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Source URL: www.acfr.usyd.edu.au

Language: English - Date: 2007-05-20 20:20:09
104Mathematical finance / Differential equations / Stochastic calculus / Options / Black–Scholes / Stochastic differential equation / Heat equation / Normal distribution / Brownian motion / Statistics / Stochastic processes / Probability theory

Presentation to Caltech Student Investment Fund March 1, 2004 “Introduction to Mathematical Finance for Science Students” Alan L. Lewis Overheads to be

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Source URL: www.optioncity.net

Language: English - Date: 2004-03-02 15:31:00
105Stochastic processes / Differential equations / Equations / Stochastic calculus / Ordinary differential equations / Heat equation / Black–Scholes / Stochastic differential equation / Exponential function / Mathematical analysis / Calculus / Mathematics

Applications of Eigenfunction Expansions in Continuous-Time Finance by Alan L. Lewis August, 1997 Analytic TSA Global Asset Management, Inc.

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Source URL: www.optioncity.net

Language: English - Date: 2002-11-07 11:46:34
106Stochastic control / Optimal control / Dynamic programming / Markov models / Mathematical optimization / Hamilton–Jacobi–Bellman equation / Markov decision process / Discretization / Stochastic differential equation / Statistics / Mathematics / Control theory

Simplicial Label Correcting Algorithms for Continuous Stochastic Shortest Path Problems Dmitry S. Yershov Steven M. LaValle

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Source URL: msl.cs.uiuc.edu

Language: English - Date: 2013-09-10 21:22:09
107Stochastic processes / Abstract algebra / Linear algebra / Partial differential equations / Differential equations / Matrix / Markov chain / Ordinary differential equation / Itō calculus / Statistics / Algebra / Mathematics

BMETE15MF02 Atomic and molecular physics[removed]f/3)

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Source URL: www.kth.bme.hu

Language: English - Date: 2014-03-25 11:35:54
108Mathematical finance / Technical analysis / Volatility / Economic model / Gross domestic product / Real estate bubble / Stochastic differential equation / Subprime mortgage crisis / Normal distribution / Statistics / Economics / Economic bubbles

Microsoft Word - WP No.15_2011.doc

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Source URL: www.uni-hamburg.de

Language: English - Date: 2013-02-27 05:08:00
109Normal distribution / Stochastic differential equation / Central limit theorem / Random walk / Markov chain / Power law / Random variable / Autoregressive conditional heteroskedasticity / Probability distribution / Statistics / Stochastic processes / Log-normal distribution

Growth and Allocation of Resources in Economics: The Agent-Based Approach Enrico Scalasa,b, Mauro Gallegatic, Eric Guercid, David Mase, and Alessandra Tedeschif a Università del Piemonte Orientale, Italy

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Source URL: arxiv.org

Language: English - Date: 2006-08-23 05:38:14
110Mathematics / Dynamical systems / Stochastic differential equation / Differential equation / Opposing force / Multiple Integrated Laser Engagement System / Stochastic / Nonlinear system / Janus / Statistics / Adaptive simulated annealing / Mathematical optimization

CANONICAL MOMENTA OF NONLINEAR COMBAT LTC Michael Bowman, USA U.S. Army Materiel Command, ATTN: AMCRDA-TF, 5001 Eisenhower Avenue Alexandria, VA[removed]e-mail: [removed], [removed] and Lester

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Source URL: www.ingber.com

Language: English - Date: 2002-01-14 20:39:05
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