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Stochastic differential equations
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151	The InsTITuTe for sysTems research Isr TechnIcal rePorT[removed]Consensus-Based Linear Distributed Filtering Ion Matei and John S. Baras Add to Reading List Source URL: drum.lib.umd.edu Language: English - Date: 2013-12-03 06:53:03 Systems theory Markov models Stochastic differential equations Signal processing Robot control Kalman filter Estimation theory Filtering problem Matrix Control theory Statistics Cybernetics
152	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 Stochastic processes Equations Normal distribution Black–Scholes Stochastic differential equation Statistics Financial economics Mathematical finance
153	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
154	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
155	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
156	SWISS FEDERAL INSTITUTE OF TECHNOLOGY LAUSANNE EIDGENÖSSISCHE TECHNISCHE HOCHSCHULE LAUSANNE POLITECNICO FEDERALE DI LOSANNA DÉPARTEMENT DE MICROTECHNIQUE INSTITUT DE SYSTÈMES ROBOTIQUE Add to Reading List Source URL: www.nada.kth.se Language: English - Date: 2003-10-07 11:30:08 Stochastic differential equations Normal distribution Central limit theorem Independence Propagation of uncertainty Kalman filter Support Variance Taylor series Mathematical analysis Statistics Probability theory
157	Worked Examples in Dynamic Optimization: Analytic and Numeric Methods Laurent Cretegny∗ Centre of Policy Studies, Monash University, Australia Thomas F. Rutherford† Add to Reading List Source URL: www.mpsge.org Language: English - Date: 2006-11-06 01:00:00 Stochastic processes Financial economics Mathematical finance Ordinary differential equations Fixed income analysis
158	Basic Facts about Brownian Motion, Stochastic Integration and Stochastic Differential Equations M.Yor(1),(2) July 5, [removed]) Add to Reading List Source URL: www.math.upatras.gr Language: English - Date: 2005-07-09 12:18:50 Martingale theory Itō calculus Semimartingale Quadratic variation Martingale representation theorem Girsanov theorem Martingale Local martingale Brownian motion Statistics Stochastic processes Probability theory
159	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
160	E:/Merouane/latex/papier/2005/Icassp-2005/icassp-2005.dvi Add to Reading List Source URL: www-sop.inria.fr Language: English - Date: 2006-11-15 03:33:10 Operator theory Mathematics Control theory Stochastic differential equations Functional analysis Spectral theory Symbol Mathematical analysis

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