Stochastic differential equations

Results: 379



#Item
281Wigner distribution function / Ordinary differential equations / Stochastic differential equations / Method of undetermined coefficients

Approved[removed]Vail School District No. 20 Pre-K - 8 STUDENT[removed]CALENDAR July

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Source URL: syc.vail.k12.az.us

Language: English - Date: 2013-05-29 13:13:58
282Laplace transform / Transforms / Symbol / Lambda calculus / Speech Assessment Methods Phonetic Alphabet chart for English / Mathematical analysis / Differential equations / Fourier analysis

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Expectations of functions of stochastic time with application to credit risk modelin

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Source URL: www.federalreserve.gov

Language: English - Date: 2013-04-02 10:40:35
283Derivative / Differential calculus / Stochastic process / Stochastic differential equations / Kalman filter / Finite difference / Mathematical analysis / Statistics / Mathematics

PDF Document

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Source URL: www.federalreserve.gov

Language: English - Date: 2000-03-10 16:38:58
284Stochastic differential equation / Boris Galerkin / Institute of Mathematics / Differential equation / Mathematics / Finite element method / Partial differential equations / Calculus / Mathematical analysis / Stochastic calculus

academics.de[removed]Internet[removed]Fristende[removed]Technische Universität Berlin offers an open position of a     Research Assistant

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Source URL: www.matheon.de

Language: English - Date: 2014-06-16 08:09:19
285Control theory / Estimation theory / Data analysis / Normal distribution / Independence / Filtering problem / Multivariate normal distribution / Standard deviation / Kalman filter / Statistics / Stochastic differential equations / Probability theory

Conditional Gauss-Hermite Filtering with Application to Volatility Estimation

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Source URL: www.fernuni-hagen.de

Language: English - Date: 2011-11-29 06:50:38
286Financial economics / Mathematical sciences / Options / Stochastic differential equations / Differential equations / Ornstein–Uhlenbeck process / Stochastic volatility / Volatility / Euler–Maruyama method / Statistics / Mathematical finance / Stochastic processes

Fast strong approximation Monte-Carlo schemes for stochastic volatility models Christian Kahl∗ First version: This version:

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Source URL: www.awdz65.dsl.pipex.com

Language: English - Date: 2006-07-24 11:58:41
287Mathematics / Stochastic differential equations / Estimation theory / Signal processing / Probability theory / Kalman filter / Discretization / Filtering problem / Multivariate random variable / Statistics / Control theory / Mathematical analysis

Reliable hidden Markov model filtering through coherent lower previsions Alessio Benavoli IDSIA Lugano, Switzerland. [removed]

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Source URL: www.idsia.ch

Language: English - Date: 2009-05-22 07:40:31
288Stochastic differential equations / Stochastic processes / Differential equations / Stochastic calculus / Dynamical system / Kalman filter / Linear-quadratic-Gaussian control / Langevin equation / Statistics / Systems theory / Control theory

1 A Contraction Theory Approach to Stochastic Incremental Stability Quang-Cuong Pham, Nicolas Tabareau and Jean-Jacques Slotine

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Source URL: web.mit.edu

Language: English - Date: 2009-03-31 14:00:27
289Cybernetics / Structural equation modeling / Kalman filter / Discretization / Matrix exponential / Normal distribution / State space / Differential equation / Matrix / Statistics / Control theory / Mathematics

SEM modeling with singular moment matrices Part II: ML-Estimation of sampled stochastic differential equations

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Source URL: www.fernuni-hagen.de

Language: English - Date: 2011-11-29 06:50:39
290Equations / Mathematical finance / Differential equations / Stochastic calculus / Black–Scholes / Normal distribution / Stochastic differential equation / Statistics / Stochastic processes / Mathematical analysis

An Alternative Derivation of the Black-Scholes Formula Max Zucker1 and Hermann Singer2 Lehrstuhl f¨ ur angewandte Statistik und Methoden der empirischen Sozialforschung, FernUniversit¨at Hagen, D[removed]Hagen, Germany.

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Source URL: www.fernuni-hagen.de

Language: English - Date: 2011-11-29 06:50:36
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