Investment Dynamics with Natural Expectations∗ Andreas Fuster,a Benjamin Hebert,b and David Laibsonb,c a Federal Reserve Bank of New York

Source URL: www.ijcb.org

• Non-linear systems
• Stochastic differential equations
• Econometrics
• Statistics

Cryptographic Hash Workshop[removed]Precise Probabilities for Hash Collision Paths

Source URL: csrc.nist.gov

• Stochastic differential equations
• Lemmas
• Mathematical analysis
• MD5
• Mathematics
• Information theory

Florida Caribbean Science Center CHECKLIST OF THE AMPHIBIANS OF THE SOUTHEASTERN UNITED STATES, PUERTO RICO, AND THE U.S. VIRGIN ISLANDS The following is a checklist of the amphibians of the region served by the Florida

Source URL: fl.biology.usgs.gov

The Work of Martin Hairer Martin Hairer has made a major breakthrough in the study of stochastic partial differential equations by creating a new theory that provides tools for attacking problems that up to now had seeme

Source URL: www.mathunion.org

• Differential equations
• Partial differential equations
• Multivariable calculus
• Stochastic differential equation
• Martin Hairer
• Ordinary differential equation
• Nonlinear system
• Kardar–Parisi–Zhang equation
• Navier–Stokes equations
• Calculus
• Mathematical analysis
• Mathematics

OPTIMAL CHANGES OF GAUSSIAN MEASURES, WITH AN APPLICATIONS TO RESIMULATION Henry Schellhorn Abstract. We derive optimality conditions and calculate approximate solutions to the problem of determining the optimal speed of

Source URL: sites.cgu.edu

• Mathematical finance
• Probability theory
• Stochastic differential equations
• Martingale theory
• Gaussian measure
• Risk-neutral measure
• Ornstein–Uhlenbeck process
• Radon–Nikodym theorem
• Forward measure
• Statistics
• Mathematical analysis
• Stochastic processes

STOCHASTIC MODELING Stochastic Computational Fluid Mechanics Stochastic simulations in computational fluid dynamics let researchers model uncertainties

Source URL: www.cfm.brown.edu

• Differential equations
• Numerical analysis
• Stochastic processes
• Stochastic calculus
• Stochastic differential equation
• Partial differential equation
• Navier–Stokes equations
• Normal distribution
• Spectral method
• Statistics
• Mathematical analysis
• Calculus

A stochastic modeling methodology based on weighted Wiener chaos and Malliavin calculus Xiaoliang Wana , Boris Rozovskiib , and George Em Karniadakisb,1 a Program in Applied and Computational Mathematics, Princeton Univ

Source URL: www.cfm.brown.edu

• Differential equations
• Functional analysis
• Stochastic calculus
• Fourier analysis
• Generalized functions
• Partial differential equation
• Convolution
• Path integral formulation
• Distribution
• Mathematical analysis
• Mathematics
• Calculus

Appendix A: Component Software Architecture 1 Introduction We outline the design of a component-based software architecture that analyses and values industrial investment projects. We use the contingent claim, or real o

Source URL: www.doc.ic.ac.uk

• Differential equations
• Applied mathematics
• Stochastic calculus
• Operations research
• Computational science
• Stochastic differential equation
• Stochastic
• Numerical analysis
• Bellman equation
• Mathematics
• Statistics
• Mathematical optimization

An Analytical Characterization for an Optimal Change of Gaussian Measures Henry Schellhorn Abstract. We consider two Gaussian measures. In the "initial" measure the state variable is Gaussian, with zero drift, and time-v

Source URL: sites.cgu.edu

• Stochastic differential equations
• Probability theory
• Ornstein–Uhlenbeck process
• Gaussian measure
• Optimal control
• Normal distribution
• Itō diffusion
• Statistics
• Mathematical analysis
• Stochastic processes

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Source URL: users.cms.caltech.edu

• Differential equations
• Stochastic calculus
• Stochastic differential equation
• Partial differential equation
• Thorn
• Polynomial chaos
• Brownian motion
• Mathematical optimization
• Anglo-Saxon runes
• Statistics
• Stochastic processes
• Probability theory