Stochastic differential equations

Results: 379



#Item
121Stochastic processes / Statistical mechanics / Equations / Differential equations / Multivariable calculus / Stochastic differential equation / Partial differential equation / Laplace operator / Hilbert space / Mathematical analysis / Calculus / Mathematics

DIFFUSION MAPS, REDUCTION COORDINATES AND LOW DIMENSIONAL REPRESENTATION OF STOCHASTIC SYSTEMS R.R. COIFMAN∗ , I.G. KEVREKIDIS† , S. LAFON∗‡ , M. MAGGIONI∗§ , AND B. NADLER¶ Abstract. The concise representati

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Source URL: www.wisdom.weizmann.ac.il

Language: English - Date: 2008-05-18 11:16:51
122Mathematics / Stochastic differential equations / Operator theory / Wave equation / Heat equation / Mathematical analysis / Calculus / Area

2013 Math Wrangle Solutions MAA American Mathematics Competitions SIGMAA Math Circles for Students and Teachers January 12, 2013 1. Let T and B be the points where the circle meets PM and AP, re­

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Source URL: sigmaa.maa.org

Language: English - Date: 2013-07-30 15:43:13
123Differential calculus / Ordinary differential equations / Numerical analysis / Dynamical systems / Differential algebraic equation / Numerical methods for ordinary differential equations / Partial differential equation / Stochastic differential equation / Backward differentiation formula / Calculus / Mathematical analysis / Differential equations

The Journal Volume 2/2, DecemberA peer-reviewed, open-access publication of the R Foundation

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Source URL: journal.r-project.org

Language: English - Date: 2010-12-30 17:20:09
124Ordinary differential equation / Differential equations / Finite difference / Logarithm / Crank–Nicolson method / Heat equation / Stochastic differential equation / Mathematical analysis / Calculus / Mathematics

AM 255: Problem Set 6 Douglas Lanman 5 December 2006 Problem 1 Consider the following initial value problem.

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Source URL: mesh.brown.edu

Language: English - Date: 2006-12-04 19:47:46
125Total factor productivity / Kalman filter / Normal distribution / Cybernetics / Systems theory / Statistics / Stochastic differential equations / Differential equation

Estimating Structural TFP Growth as a Latent Variable Evidence from the NBER Manufacturing Productivity Database BART HOBIJN Department of Economics, New York University

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Source URL: www.iioa.org

Language: English - Date: 2007-10-09 05:36:05
126Ordinary differential equations / Expected value / Probability density function / Dirac delta function / Random variable / Quantities of information / Mutual information / Mathematical analysis / Mathematics / Probability theory

EN 257: Applied Stochastic Processes Problem Set 1 Douglas Lanman [removed] 2 February 2007

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Source URL: mesh.brown.edu

Language: English - Date: 2007-02-09 13:44:18
127Differential equations / Partial differential equations / Mathematical optimization / Ordinary differential equation / Nonlinear system / Mathematical model / Finite element method / Least squares / Stochastic differential equation / Calculus / Mathematics / Mathematical analysis

The Nature of Mathematical Modeling Neil Gershenfeld PUBLISHED BY THE PRESS SYNDICATE OF THE UNIVERSITY OF CAMBRIDGE The Pitt Building, Trumpington Street, Cambridge CB2 1RP, United Kingdom

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Source URL: fab.cba.mit.edu

Language: English - Date: 2014-02-03 21:39:33
128Matrix theory / Markov processes / Itō diffusion / Mathematics / Representation theory of finite groups / Matrix / Stochastic differential equations / Markov models

MULTIPLE TARGETS DETECTION AND LOCALIZATION BASED ON BLIND ESTIMATION IN WIRELESS SENSOR NETWORK Peng Zhang1, Xiaoyong Deng1, Huimin Wen1 and Jifu Guo1 1

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Source URL: www.bjtrc.org.cn

Language: English - Date: 2012-02-20 20:33:17
129Stochastic 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
130Signal processing / Cybernetics / Stochastic differential equations / Linear filters / Robot control / Kalman filter / State observer / Filtering problem / Symmetry-preserving filter / Estimation theory / Statistics / Control theory

19 Filtering and State Estimation Our study of estimating parameters from observations has presumed that there are unchanging parameters to be estimated. For many (if not most) applications this is not so: not only are

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Source URL: fab.cba.mit.edu

Language: English - Date: 2014-04-29 10:51:08
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