Stochastic differential equation

Results: 319



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31Probability and statistics / Stochastic differential equations / Markov processes / Dynamic programming / Markov chain / Lars Peter Hansen / Bellman equation / Filtering problem / Kalman filter / Statistics / Control theory / Markov models

nocommit_revision_final.dvi

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Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:03:57
32

Discussion contribution: Lindgren, F., Rue, H. and Lindstr¨om, JAn explicit link between Gaussian fields and Gaussian Markov random fields: The stochastic partial differential equation approach. To appear in J

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Source URL: people.math.aau.dk

Language: English - Date: 2011-03-23 05:55:28
    33Probability 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

    Tan and Yan Biology Direct 2010, 5:26 http://www.biology-direct.com/contentRESEARCH Open Access

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    Source URL: www.biologydirect.com

    Language: English
    34Options / Autoregressive conditional heteroskedasticity / Time series analysis / Technical analysis / Stochastic volatility / Maximum likelihood / Volatility / GAUSS / Stochastic differential equation / Statistics / Mathematical finance / Econometrics

    CREATES Research PaperOn IGARCH and convergence of the QMLE for misspecified GARCH models Anders Tolver Jensen and Theis Lange School of Economics and Management

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    Source URL: www.econ.au.dk

    Language: English - Date: 2011-09-21 09:12:59
    35Stochastic processes / Differential geometry / Probability and statistics / Brownian motion / Colloidal chemistry / Fractals / Differential geometry of curves / Heat equation / File dynamics / Statistical mechanics / Statistics / Physics

    Level-Set Curve Particles Tingting Jiang and Carlo Tomasi Department of Computer Science, Duke University, Durham NC 27708, USA {ruxu, tomasi}@cs.duke.edu Abstract. In many applications it is necessary to track a movin

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    Source URL: www.cs.duke.edu

    Language: English - Date: 2006-03-06 14:35:55
    36Stochastic calculus / Differential equations / Stochastic differential equation / Uncertainty theory / Ordinary differential equation / Dynamical system / Calculus / Statistics / Mathematical analysis

    Li et al. Journal of Uncertainty Analysis and Applications:7 DOIs40467y RESEARCH Open Access

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    Source URL: www.juaa-journal.com

    Language: English
    37Markov property / Differential equation / Markov chain / Markov random field / Markov processes / Markov models / Stochastic processes

    Markov processes II Jakob G. Rasmussen Department of Mathematics Aalborg University Denmark

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    Source URL: people.math.aau.dk

    Language: English - Date: 2011-12-09 08:45:04
    38Differential equations / Geostatistics / Markov models / Variogram / Galerkin method / Markov chain / Continuous-time Markov process / Random walk / Stochastic differential equation / Statistics / Markov processes / Stochastic processes

    On the Second-Order Random Walk Model for Irregular Locations

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    Source URL: www.math.ntnu.no

    Language: English - Date: 2008-07-16 16:09:35
    39Applied mathematics / Modeling and simulation / Petroleum production / Reservoir simulation / Monte Carlo method / Computer simulation / Stochastic differential equation / Estimation theory / Polynomial chaos / Statistics / Probability and statistics / Stochastic processes

    WATER RESOURCES RESEARCH, VOL. ???, XXXX, DOI:/, 1 2

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    Source URL: www.csm.ornl.gov

    Language: English
    40Numerical linear algebra / Tensor / Density matrix renormalization group / Numerical analysis / Partial differential equation / Singular value decomposition / Preconditioner / Iterative method / Algebra / Mathematics / Mathematical analysis

    TU Muenchen, Quantics-TT preconditioned and DMRG methods in high-dimensional quantum and stochastic computations Boris N. Khoromskij Max-Planck-Institute for Mathematics in the Sciences,

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    Source URL: www.exqm.de

    Language: English - Date: 2014-03-13 12:17:49
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