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Stochastic differential equation
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121	Stochastic Calculus and Financial Applications Final Take Home Exam (Steele: Fall[removed]Instructions. You may consult any books or articles that you find useful. If you use a result that is not from our text, attach a co Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2010-12-11 08:08:00 Black–Scholes Wiener process Martingale Hitting time Differential equation Itō diffusion Heat equation Statistics Stochastic processes Brownian motion
122	An integrated RBFN-based macro-micro multi-scale method for computation of visco-elastic fluid flows C.-D. Tran1 , D.-A. An-Vo,1 N. Mai-Duy1 and T. Tran-Cong1 Abstract: This paper presents a numerical approach for macro- Add to Reading List Source URL: eprints.usq.edu.au Language: English - Date: 2013-07-02 21:07:44 Stochastic processes Multivariable calculus Partial differential equation Constitutive equation Collocation method Stochastic differential equation Differential equations Mathematical analysis Mathematics
123	Degenerate processes and degenerate parabolic PDEs Elliptic variational inequalities for the Heston operator Parabolic variational inequalities for the Heston operator American-style options, stochastic volatility, and d Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-23 10:04:20 Calculus of variations Differential equations Obstacle problem Parabolic partial differential equation Variational inequality Heston Stochastic volatility Calculus Mathematical analysis Partial differential equations
124	Amomalica, Vol. 25, No. 4, pp[removed], 1989 Pergamon Press ptc. Printed in Great Britain. International Federation of Automatic Control B o o k Reviews Add to Reading List Source URL: doc.utwente.nl Language: English - Date: 2011-08-28 14:05:40 Stochastic differential equations Differential equations Estimation theory Nonlinear filter Filtering problem Stochastic calculus Partial differential equation Stochastic Wiener process Statistics Stochastic processes Control theory
125	数理解析研究所講究録 1317 巻 2003 年 [removed]Some Historical note on random fields Si Si Add to Reading List Source URL: www.kurims.kyoto-u.ac.jp Language: English - Date: 2011-05-06 03:20:05 Calculus of variations Stochastic processes Lagrangian mechanics Brownian motion Action Lagrangian Itō diffusion Stochastic differential equation Statistics Physics Mathematical analysis
126	Predictive Analysis for Social Processes Add to Reading List Source URL: www.aaai.org Language: English - Date: 2009-03-12 20:05:45 Dynamics Markov chain Predictive analytics Social movement Economic model Control theory Stochastic differential equation Stochastic Diffusion Statistics Stochastic processes Statistical models
127	Stochastic Modelling of the Spatial Spread of Influenza in Germany Christiane Dargatz, Vera Georgescu, Leonhard Held Ludwig-Maximilians-University, Munich September 2, 2005 Abstract: In geographical epidemiology, disease Add to Reading List Source URL: www.statistik.lmu.de Language: English - Date: 2005-09-02 05:35:56 Stochastic processes Compartmental models in epidemiology Scientific modeling Epidemic model Stochastic differential equation Influenza Euler–Maruyama method Differential of a function Mixing Statistics Mathematical analysis Epidemiology
128	Forward equations for option prices A forward PIDE for option prices Exemples and Applications Forward equations for option prices in semimartingale models Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-26 09:00:10 Finance Equations Stochastic processes Differential equations Black–Scholes Partial differential equation Stochastic volatility Forward contract Volatility Financial economics Mathematical finance Options
129	Existence of strong solutions for Stochastic porous media equation under general monotonicity conditions Viorel Barbu Add to Reading List Source URL: download.sns.it Language: English - Date: 2007-03-20 11:20:02 Linear temporal logic Spectral theory of ordinary differential equations Calculus of variations Mathematical analysis Mathematics
130	Mathematical Finance, Vol. 10, No. 3 (July 2000), 341–353 LOUIS BACHELIER ∗ ´ ´ Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2013-12-08 15:36:44 Brownian motion Mathematical finance Stochastic differential equation Probability theory Markov chain Wiener process Statistics Stochastic processes Louis Bachelier

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