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Stochastic differential equations
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#	Item
31	Modified PDEs Modified Partial Differential Equations Richie Burke November 13, 2015 Add to Reading List Source URL: www.maths.nuigalway.ie Language: English - Date: 2015-11-19 06:39:46 Calculus Mathematical analysis Mathematics Transport phenomena Diffusion Partial differential equations Stochastic differential equations Computational fluid dynamics Differential equation Convectiondiffusion equation Advection Finite difference method
32	Underdamped stochastic heat engine at maximum efficiency Andreas Dechant,1 Nikolai Kiesel,2 and Eric Lutz1 arXiv:1602.00392v1 [cond-mat.stat-mech] 1 Feb Add to Reading List Source URL: aspelmeyer.quantum.at Language: English - Date: 2016-02-29 05:59:58 Thermodynamics Ordinary differential equations Control theory Damping Endoreversible thermodynamics Determinacy Carnot cycle Symbol Entropy Ordinal number
33	Best estimate calculations of saving contracts by closed formulas – Application to the ORSA - François BONNIN (Altia) - Frédéric PLANCHET (Université Lyon 1, Laboratoire SAF) - Marc JUILLARD (Winter & Associés) 20 Add to Reading List Source URL: docs.isfa.fr Language: English - Date: 2013-03-25 06:11:44 Statistical randomness Mathematics Mathematical analysis Stochastic differential equations Mathematical finance Applied mathematics Fixed income analysis OrnsteinUhlenbeck process Discretization HullWhite model Brownian model of financial markets
34	Weak variational solutions with applications to stochastic partial differential equations Leszek Gawarecki Kettering University We consider examples of Stochastic Partial Differential Equations that are cast as infinite Add to Reading List Source URL: icsaa.iam.uni-bonn.de - Date: 2012-11-26 04:39:27
35	Microsoft Word - Missing-references-Jan-11.doc Add to Reading List Source URL: www.cbpf.br Language: English - Date: 2011-01-28 17:38:56 Mathematical analysis Probability theory Stochastic differential equations Asymptotic analysis Mathematics Graph theory Markov chain Metastability in electronics Reversible diffusion Large deviations theory
36	Preliminary ideas for dynamic estimation of pedestrian origin-destination demand within train stations Flurin Hänseler Bilal Farooq Michel Bierlaire STRC 2012 Add to Reading List Source URL: www.strc.ch Language: English - Date: 2012-05-16 12:02:36 Control theory Stochastic differential equations
37	Stochastic Differential Equations Lecture notes for courses given at Humboldt University Berlin and University of Heidelberg Markus Reiß Add to Reading List Source URL: math.uni-heidelberg.de Language: English - Date: 2007-02-12 06:05:10 Statistical randomness Stochastic processes Stochastic calculus Martingale theory Stochastic differential equations Lvy processes Wiener process FeynmanKac formula Infinitesimal generator Semimartingale Brownian motion Stratonovich integral
38	Microsoft PowerPoint - AdityaKhanna [Compatibility Mode] Add to Reading List Source URL: www.csss.washington.edu Language: English - Date: 2009-07-06 18:05:50 Stochastic differential equations Control theory
39	Numerical solution of dynamic equilibrium models under Poisson uncertainty∗ Olaf Posch(a) and Timo Trimborn(b) (a) Hamburg University and CREATES, (b) University of G¨ottingen February 2013 Add to Reading List Source URL: www.oposch.com Language: English - Date: 2013-06-26 07:49:14 Differential equations Mathematical optimization Optimal control Differential calculus Multivariable calculus Partial differential equation Bellman equation Stochastic differential equation Ordinary differential equation Calculus Mathematical analysis Mathematics
40	nocommit_revision_2010.dvi Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:21 Probability and statistics Stochastic differential equations Markov processes Dynamic programming Markov chain Lars Peter Hansen Bellman equation Filtering problem Kalman filter Statistics Control theory Markov models