Stochastic differential equations

Results: 379



#Item
21Statistics / Data / Stochastic differential equations / Computing / Differential equations / Stochastic processes

STATUS OF STOCHASTIC DYNAMIC AND SOME RECENT DEVELOPMENTS

Add to Reading List

Source URL: rcada.ncu.edu.tw

Language: English - Date: 2007-11-29 22:48:41
22Theoretical computer science / Statistics / Markov models / Mathematics / Graph theory / Markov chain / Stochastic process / Stochastic / Process calculus / Semantics / Algebra over a field / PEPA

Stochastic Process Algebras and Ordinary Differential Equations Jane Hillston Laboratory for Foundations of Computer Science and Centre for Systems Biology at Edinburgh University of Edinburgh

Add to Reading List

Source URL: homepages.inf.ed.ac.uk

Language: English - Date: 2011-09-15 09:47:16
23Mathematical analysis / Mathematics / Potential theory / Stochastic processes / Complex dynamics / Fractals / Partial differential equations / Julia set / Pierre Fatou / Poisson boundary / Harmonic function / Random walk

Julia Set As A Martin Boundary

Add to Reading List

Source URL: sharif.x10.mx

Language: English - Date: 2011-10-05 08:55:15
24Complex analysis / Operator theory / Partial differential equations / Differential geometry / Connection / Differential forms on a Riemann surface / Symbol

Minimal Supersolutions of Convex BSDEs under Constraints Gregor Heynea,1,∗ , Michael Kupperb,2 , Christoph Mainbergera,3 , Ludovic Tangpib,4 November 14, 2013 A BSTRACT We study supersolutions of a backward stochastic

Add to Reading List

Source URL: www.mat.univie.ac.at

Language: English - Date: 2015-07-13 19:53:12
25Differential equations / Multivariable calculus / Mathematical finance / Quantitative analyst / Calculus / Stochastic differential equation / Statistics / Logistic regression / Mathematical economics / Partial differential equation / Equation / Stochastic calculus

UNIVERSITY OF CALIFORNIA, LOS ANGELES ANDERSON SCHOOL OF MANAGEMENT Mathematics, Statistics & Probability Online Preparatory Course (August 1, 2016 – October 7, 2016)

Add to Reading List

Source URL: www.anderson.ucla.edu

Language: English - Date: 2016-08-20 04:10:47
26Mathematical finance / Stochastic processes / Options / Stochastic calculus / Equations / Stochastic differential equation / Stochastic volatility / BlackScholes model / Quantitative analyst / Volatility / Geometric Brownian motion / Computational finance

Computational Finance: Opportunities and challenges for AD Mike Giles Oxford University Mathematical Institute

Add to Reading List

Source URL: www.autodiff.org

Language: English - Date: 2008-08-29 02:28:58
27Stochastic processes / Stochastic calculus / FeynmanKac formula / Envelope / Partial differential equation / Stratonovich integral

Second Order Backward Stochastic Differential Equations and Fully Nonlinear Parabolic PDEs Patrick Cheridito ∗

Add to Reading List

Source URL: www.princeton.edu

Language: English - Date: 2007-06-30 07:16:40
28Dynamic programming / Stochastic calculus / Equations / Stochastic processes / HamiltonJacobiBellman equation / Optimal control / Stochastic differential equation / Thorn / Bellman equation

Journal of EconomicsDOIs00712Journal of Economics Printed in Austria

Add to Reading List

Source URL: www.waelde.com

Language: English - Date: 2013-09-04 06:04:48
29Mathematical analysis / Distribution / Functional analysis / Lie algebras / Symbol / Table of stars with Bayer designations

April 25, 2013 (last update: March 14, LECTURE NOTES ON THE YAMADA–WATANABE CONDITION FOR THE PATHWISE UNIQUENESS OF SOLUTIONS OF CERTAIN STOCHASTIC DIFFERENTIAL EQUATIONS ¨

Add to Reading List

Source URL: www.fam.tuwien.ac.at

Language: English - Date: 2016-03-14 06:12:30
30Equations / Economics / Mathematical optimization / Operations research / Dynamic programming / Stochastic calculus / Mathematical analysis / Bellman equation / Differential equation / Economic model / Stochastic differential equation / SolowSwan model

Production technologies in stochastic continuous time models

Add to Reading List

Source URL: www.waelde.com

Language: English - Date: 2013-09-04 06:04:52
UPDATE