Stochastic differential equations

Results: 379



#Item
341Dynamic programming / Mathematical optimization / Partial differential equations / Stochastic control / Hamilton–Jacobi–Bellman equation / Optimal control / Bellman equation / Sturm–Liouville theory / Calculus / Mathematical analysis / Control theory

Optimal investment with high-watermark performance fee Karel Janeˇcek

Add to Reading List

Source URL: www.ma.utexas.edu

Language: English - Date: 2011-01-05 10:31:21
342Mathematics / Ordinary differential equations / Stochastic processes / Stochastic calculus / Equations / Stochastic differential equation / Partial differential equation / Nonlinear system / Separation of variables / Calculus / Mathematical analysis / Differential equations

Written material for the course held in Autumn 2012 Version 1.0 (November 21, 2012) Copyright (C) Simo Särkkä, 2012. All rights reserved.

Add to Reading List

Source URL: becs.tkk.fi

Language: English - Date: 2012-11-21 16:13:56
343Quantum mechanics / Computational physics / Equations / Schrödinger equation / Partial differential equation / Ordinary differential equation / Parameter / Stochastic process / Expected value / Statistics / Mathematics / Calculus

The Monte Carlo Method Nicholas Metropolis; S. Ulam Journal of the American Statistical Association, Vol. 44, No[removed]Sep., 1949), pp[removed].

Add to Reading List

Source URL: home.gwu.edu

Language: English - Date: 2008-08-28 22:23:50
344Diffusion / Fractals / Transport phenomena / Schrödinger equation / Diffusion equation / Anomalous diffusion / Brownian motion / Diffusion process / Molecular diffusion / Physics / Quantum mechanics / Partial differential equations

PHYSICAL REVIEW E 82, 011132 ͑2010͒ Stochastic models for relativistic diffusion

Add to Reading List

Source URL: www.stt.msu.edu

Language: English - Date: 2010-08-07 01:44:57
345Mathematical analysis / Polynomials / Stochastic differential equations

AIRPORT DIAGRAM 12

Add to Reading List

Source URL: aeronav.faa.gov

Language: English
346Signal processing / Estimation theory / Control theory / Stochastic differential equations / Robot control / Kalman filter / Stochastic process / Mathematical model / Stochastic modelling / Statistics / Mathematical sciences / Mathematics

Chapter 1, "Introduc tion" from STOCHASTIC MODELS, ESTIMATION, AND CONTROL, Volume 1, by Peter S. Maybeck, copyright © 1979 by Academic Press, reproduced by permission of the publisher. All rights of reproduction in any form reserved.

Add to Reading List

Source URL: www.cs.unc.edu

Language: English - Date: 2005-05-11 11:25:18
347Stochastic processes / Differential equations / Stochastic differential equations / Generalized functions / Heat equation / Heat transfer / Infinitesimal generator / Partial differential equation / Normal distribution / Statistics / Mathematical analysis / Calculus

arXiv:math/0601035v2 [math.PR] 31 Dec[removed]G–Expectation, G–Brownian Motion and

Add to Reading List

Source URL: arxiv.org

Language: English - Date: 2008-02-01 22:15:01
348Vitali covering lemma / Mathematics / Green measure / Measure theory / Stochastic differential equations / Real analysis

$ $ & *)$

Add to Reading List

Source URL: sardouzami.com

Language: English - Date: 2009-04-01 02:47:48
349Quantum mechanics / Partial differential equations / Quantum annealing / Stochastic optimization / Schrödinger equation / Annealing / Instanton / Fokker–Planck equation / Monte Carlo method / Physics / Mathematics / Equations

Studies of Classical and Quantum Annealing Thesis submitted for the degree of

Add to Reading List

Source URL: www.sissa.it

Language: English - Date: 2011-03-30 10:49:27
350Stochastic processes / Equations / Langevin equation / Stochastic simulation / Normal distribution / Optimal control / Differential equations / Stochastic differential equation / File dynamics / Statistics / Statistical mechanics / Probability and statistics

JOURNAL OF CHEMICAL PHYSICS VOLUME 115, NUMBER 4

Add to Reading List

Source URL: users.soe.ucsc.edu

Language: English - Date: 2005-11-28 12:01:45
UPDATE