Stochastic differential equation

Results: 319



#Item
131Compartmental models in epidemiology / Scientific modeling / Epidemic model / Stochastic differential equation / Autoregressive conditional heteroskedasticity / Influenza / Mixing / Statistics / Epidemiology / Stochastic processes

Dargatz, Georgescu, Held: Stochastic modelling of the spatial spread of influenza in Germany Sonderforschungsbereich 386, Paper[removed]Online unter: http://epub.ub.uni-muenchen.de/

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Source URL: epub.ub.uni-muenchen.de

Language: English - Date: 2012-05-22 04:46:49
132Recurrence relation / Differential equations / Stochastic processes / Wave equation / Control theory / Mathematics / State space

MATH 172 Fall, 2009 Exam #1

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Source URL: people.math.sc.edu

Language: English - Date: 2009-09-17 17:19:01
133Statistics / Equations / Differential equations / Feynman–Kac formula / Heat equation / Ordinary differential equations / Partial differential equation / Black–Scholes / Itō diffusion / Calculus / Mathematical analysis / Stochastic processes

Forward is backward for time-homogeneous diffusions or Why worry about boundary conditions? Johan Tysk ¨

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-17 12:16:56
134Multivariable calculus / Partial differential equation

American Option Pricing Under Two Stochastic Volatility Processes Jonathan Ziveyi Joint work with Prof. Carl Chiarella School of Finance and Economics University of Technology, Sydney

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-18 18:46:44
135Stochastic processes / Feller process / Semigroup / Lévy process / Ergodic theory / Perron–Frobenius theorem / Differential equation / Group action / Spectral theory / Algebra / Mathematics / Abstract algebra

Electron. Commun. Probab[removed]), no. 31, 1–9. DOI: [removed]ECP.v19-3006 ISSN: 1083-589X ELECTRONIC COMMUNICATIONS

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Source URL: www.kurims.kyoto-u.ac.jp

Language: English - Date: 2014-11-30 06:53:33
136Stochastic processes / Stochastic calculus / Differential equations / Stochastic differential equations / Equations / Partial differential equation / Feynman–Kac formula / Black–Scholes / Infinitesimal generator / Mathematical analysis / Calculus / Statistics

PDE for Finance Notes, Spring 2011 – Section 1. Notes by Robert V. Kohn, Courant Institute of Mathematical Sciences. For use in connection with the NYU course PDE for Finance, G63[removed]Prepared in 2003, minor updates

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Source URL: www.math.nyu.edu

Language: English - Date: 2011-02-06 23:09:44
137Martingale theory / Partial differential equation / Mathematics / Symbol / Mathematical analysis / Game theory / Martingale

An Exact Connection between two Solvable SDEs and a Non Linear Utility Stochastic PDEs Mohamed M’RAD Joint work with Nicole El Karoui ´ Universit´

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-21 10:58:42
138Hamilton–Jacobi–Bellman equation / Optimal control / Differential equation / Mathematical analysis / Mathematics / Stochastic control / Partial differential equations / Dynamic programming

The model The HJB equation CRRA utility

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-19 13:04:52
139Ordinary differential equations / Heat equation / Linear differential equation

The Asymptotic Behavior of a Stochastic Predator-Prey System with Holling II Functional Response

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Source URL: downloads.hindawi.com

Language: English - Date: 2014-08-28 17:29:05
140Mathematics / Equations / Differential equations / Stochastic calculus / Statistical mechanics / Stochastic differential equation / Langevin equation / Laplace transform / Fokker–Planck equation / Statistics / Mathematical analysis / Stochastic processes

Correlation functions and masterequations of generalized (non-Markovian) Langevin equations

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Source URL: www.physik.uni-augsburg.de

Language: English - Date: 2006-11-23 08:32:15
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