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Stochastic differential equations
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161	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
162	STAT 650 Homework 5 Instructors: Drs. Dennis Cox and Rudolf Riedi Due date: Thursday, April 27, 2006 Bring to class or hand in to Dr. Riedi, Duncan Hall[removed]Solve Oksendal problem[removed]Notice the hints given. 13. T Add to Reading List Source URL: www.stat.rice.edu Language: English - Date: 2006-04-21 00:07:08 XT Numerical software Statistics Stochastic differential equations Ornstein–Uhlenbeck process
163	MATH 172 Fall, 2009 Exam #1 Add to Reading List Source URL: people.math.sc.edu Language: English - Date: 2009-09-17 17:19:01 Recurrence relation Differential equations Stochastic processes Wave equation Control theory Mathematics State space
164	Forward is backward for time-homogeneous diffusions or Why worry about boundary conditions? Johan Tysk ¨ Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-17 12:16:56 Statistics Equations Differential equations Feynman–Kac formula Heat equation Ordinary differential equations Partial differential equation Black–Scholes Itō diffusion Calculus Mathematical analysis Stochastic processes
165	Conditional Certainty Equivalent Marco Frittelli and Marco Maggis University of Milan Bachelier Finance Society World Congress, Hilton Hotel, Toronto, June 25, 2010 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 08:44:32 Probability space Continuous function Stochastic differential equations Stochastic processes Sobolev spaces Mathematical analysis Mathematics Ordinal number
166	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 Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2011-02-06 23:09:44 Stochastic processes Stochastic calculus Differential equations Stochastic differential equations Equations Partial differential equation Feynman–Kac formula Black–Scholes Infinitesimal generator Mathematical analysis Calculus Statistics
167	The model The HJB equation CRRA utility Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 13:04:52 Hamilton–Jacobi–Bellman equation Optimal control Differential equation Mathematical analysis Mathematics Stochastic control Partial differential equations Dynamic programming
168	Hindawi Publishing Corporation Abstract and Applied Analysis Volume 2013, Article ID[removed], 7 pages http://dx.doi.org[removed][removed]Research Article Add to Reading List Source URL: downloads.hindawi.com Language: English - Date: 2014-08-28 18:08:51 Stochastic differential equations Systems theory Cybernetics Linear filters Signal processing Kalman filter Markov chain Hindawi Publishing Corporation Filtering problem Statistics Control theory Markov models
169	The Asymptotic Behavior of a Stochastic Predator-Prey System with Holling II Functional Response Add to Reading List Source URL: downloads.hindawi.com Language: English - Date: 2014-08-28 17:29:05 Ordinary differential equations Heat equation Linear differential equation
170	U:/submissions/IV07_Final/IV07.dvi Add to Reading List Source URL: www6.in.tum.de Language: English - Date: 2013-10-23 12:02:40 Control theory Stochastic differential equations Mathematical sciences Markov models Markov chain Models of computation

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