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Stochastic differential equations
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41	DELFT UNIVERSITY OF TECHNOLOGY REPORTEfficient Pricing of Commodity Options with Early-Exercise under the Ornstein–Uhlenbeck process B. Zhang Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:16:57 Joseph Fourier Stochastic differential equations Fourier analysis Fourier transform Fourier series Normal distribution Symbol Trigonometric functions Characteristic function Mathematical analysis Statistics Probability theory
42	DELFT UNIVERSITY OF TECHNOLOGY REPORTOn the statistical properties of solutions of completely random linear systems. Peter Sonneveld Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:16:59 Gaussian network model Gamma function Stochastic differential equations Stochastic processes Complex normal distribution Mathematical analysis Statistics Normal distribution
43	An Introduction to Stochastic PDEs July 24, 2009 Martin Hairer The University of Warwick / Courant Institute Add to Reading List Source URL: www.hairer.org Language: English - Date: 2009-07-24 10:13:17 Fourier analysis Differential equations Stochastic calculus Stochastic differential equations Normal distribution Partial differential equation Gaussian measure Fourier transform Convolution Mathematical analysis Statistics Stochastic processes
44	nocommit_revision_final.dvi Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:57 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
45	Constructing spatial random fields Stochastic partial differential equations and INLA Daniel Simpson, Håvard Rue, Finn Lindgren Institutt for matematiske fag, NTNU 14 July, 2010 Add to Reading List Source URL: www.math.ntnu.no - Date: 2010-07-15 23:58:10
46	Approximate inference for Bayesian smoothing problems on bounded domains Stochastic partial differential equations and INLA Daniel Simpson, Håvard Rue, Finn Lindgren Department of Mathematical Sciences 14 July, 2010 Add to Reading List Source URL: www.math.ntnu.no Language: English - Date: 2010-06-14 01:57:18
47	Fast approximate inference and spatio-temporal modelling Stochastic partial differential equations and INLA Daniel Simpson, Håvard Rue, Finn Lindgren Institutt for matematiske fag, NTNU 22 August, 2010 Add to Reading List Source URL: www.math.ntnu.no Language: English - Date: 2010-08-20 10:10:14
48	Tan and Yan Biology Direct 2010, 5:26 http://www.biology-direct.com/contentRESEARCH Open Access Add to Reading List Source URL: www.biologydirect.com Language: English Probability theory Stochastic processes Stochastic calculus Markov models Stochastic differential equation Partial differential equation Markov chain Adenomatous polyposis coli State space Statistics Differential equations Control theory
49	The permanent process August 24, 2005 Peter McCullagh and Jesper Møller University of Chicago and Aalborg University Abstract: We extend the boson process first to a large class of Cox processes and second an even large Add to Reading List Source URL: people.math.aau.dk Language: English - Date: 2005-08-24 15:08:10 Spectral theory Poisson process Point process Spectrum Variance Eigenvalues and eigenvectors Spectral theory of ordinary differential equations Normal distribution Statistics Algebra Stochastic processes
50	Forward-backward stochastic differential equations of McKean-Vlasov type and mean field games Rene Carmona Princeton University (Dated: January 29, 2015) We review the mean field game paradigm and demonstrate how the sol Add to Reading List Source URL: www.columbia.edu - Date: 2015-01-20 15:37:22