Stochastic differential equations

Results: 379



#Item
321Filtering problem / Wiener process / Stochastic differential equation / Model theory / Probability space / Martingale / Valuation / Normal distribution / Statistics / Stochastic processes / Independence

Conditional distributions, exchangeable particle systems, and stochastic partial differential equations Dan Crisan∗, Thomas G. Kurtz,† Yoonjung Lee‡ 10 September[removed]Abstract

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Source URL: www.math.wisc.edu

Language: English - Date: 2012-09-12 05:55:03
322Stochastic processes / Measure theory / Normal distribution / Wiener process / Brownian motion / Heat equation / Continuous function / Support / Statistics / Mathematical analysis / Probability and statistics

Probab. Theory Relat. Fields[removed]:189–222 DOI[removed]s00440[removed]Macroscopic limits for stochastic partial differential equations of McKean–Vlasov type Peter M. Kotelenez · Thomas G. Kurtz

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Source URL: www.math.wisc.edu

Language: English - Date: 2010-02-12 12:32:02
323Information theory / Stochastic differential equations

* [removed] -, 4/ & -+ =+ : 3 4 > & 8 3 , J0 8./ L D1

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Source URL: dust.ess.uci.edu

Language: English - Date: 2004-03-15 19:21:55
324Quantum mechanics / Probability and statistics / Equations / Statistical mechanics / Fokker–Planck equation / Wave packet / Wiener process / Brownian motion / Differential equation / Statistics / Stochastic processes / Physics

Appeared in: Phys. Rev. D, 10 (4), [removed]Comment on: Derivation of the Schr¨odinger equation from Newtonian mechanics Aloysius F. Kracklauer Department of Physics, University of Houston, Houston, Texas[removed]Da

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Source URL: www.nonloco-physics.0catch.com

Language: English - Date: 2011-07-09 19:49:42
325Estimation theory / Statistics / Filter theory / Stochastic differential equations / Extended Kalman filter / Nonlinear filter / Kalman filter / Particle filter / Linear filter / Electronic engineering / Control theory / Robot control

Mechanical and Aerospace Engineering MAE Seminar Series The Blind Tricyclist Problem and a Comparative Study of Nonlinear Filters Professor Mark Psiaki

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Source URL: www.mae.buffalo.edu

Language: English - Date: 2012-04-09 22:59:58
326General equilibrium theory / Distribution / Stochastic differential equations / Four-square cipher / Spectral method / Mathematical analysis / Functional analysis / Game theory

COSTLY ACQUISITION OF (DIFFERENTIATED) INFORMATION Beth Allen

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Source URL: www.tark.org

Language: English - Date: 2011-10-23 10:31:56
327Differential equations / Markov models / Monte Carlo methods / Radon–Nikodym theorem / Stochastic differential equation / Markov chain / Random walk / Metropolis–Hastings algorithm / Gaussian measure / Statistics / Mathematical analysis / Stochastic processes

The Bayesian Approach to Inverse Problems Andrew M. Stuart, Mathematics Institute

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Source URL: www.stats.ox.ac.uk

Language: English - Date: 2011-04-07 16:02:52
328Stochastic processes / Summary statistics / Stochastic differential equations / Normal distribution / XM Satellite Radio / Gaussian process / Standard deviation / Variance / Ornstein–Uhlenbeck process / Statistics / Data analysis / Probability theory

Notes on Gaussian Random Functions with Exponential Correlation Functions (Ornstein-Uhlenbeck Process)

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Source URL: www.lanl.gov

Language: English - Date: 2005-11-13 12:27:59
329Control theory / Stochastic differential equations / Cybernetics / Kalman filter / Robot control / Z2 / Z1 / Sigma / Mechanical computers / Computer hardware / Computing

STC Lecture Series An Introduction to the Kalman Filter Greg Welch and Gary Bishop University of North Carolina at Chapel Hill Department of Computer Science

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Source URL: www.cs.unc.edu

Language: English - Date: 2005-05-11 11:24:47
330Partial differential equations / Stochastic processes / Stochastic differential equations / Linear differential equation / Calculus of variations / Method of characteristics / Elliptic operator / Optimal control / Infinitesimal generator / Calculus / Mathematical analysis / Differential equations

Faculty of Mathematics University “Al. I. Cuza” of Ias¸i Institute “Octav Mayer” of the Romanian Academy, Ias¸i, Romania

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Source URL: www.math.uaic.ro

Language: English - Date: 2007-02-11 14:26:31
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