Stochastic process

Results: 1129



#Item
521Markov processes / Stochastic control / Control theory / Game theory / Partially observable Markov decision process / Finite-state machine / Markov decision process / Repeated game / Statistics / Automata theory / Dynamic programming

Towards a Belief-Based Theory of Repeated Games with Private Monitoring: An Application of POMDP∗ KANDORI, Michihiro Faculty of Economics University of Tokyo

Add to Reading List

Source URL: federation.ens.fr

Language: English - Date: 2012-09-26 07:59:55
522Black–Scholes / Wiener process / Martingale / Hitting time / Differential equation / Itō diffusion / Heat equation / Statistics / Stochastic processes / Brownian motion

Stochastic Calculus and Financial Applications Final Take Home Exam (Steele: Fall[removed]Instructions. You may consult any books or articles that you find useful. If you use a result that is not from our text, attach a co

Add to Reading List

Source URL: www-stat.wharton.upenn.edu

Language: English - Date: 2010-12-11 08:08:00
523Stochastic processes / Options / Technical analysis / Volatility / Stochastic volatility / Wiener process / Characteristic function / Statistics / Mathematical finance / Probability theory

Pricing Options on Variance in Affine Stochastic Volatility Models Johannes Muhle-Karbe Joint work with Jan Kallsen and Moritz Voß 6th World Congress of the Bachelier Finance Society

Add to Reading List

Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-18 18:54:11
524Fourier analysis / Gaussian function / Stochastic processes / Image processing / Normal distribution / Multivariate normal distribution / Fourier transform / Convolution / Gaussian process / Mathematical analysis / Mathematics / Statistics

Tina Memo No[removed]Internal Report Products and Convolutions of Gaussian Probability Density Functions P.A. Bromiley

Add to Reading List

Source URL: www.tina-vision.net

Language: English - Date: 2015-03-03 20:07:01
525Markov models / Multimedia / Dynamic programming / Markov decision process / Stochastic control / Reinforcement learning / Respect / Streaming media / Statistics / Control theory / Concurrent computing

HTTP-based Adaptive Streaming for Mobile Clients using Markov Decision Process Ayub Bokani, Mahbub Hassan, Salil Kanhere School of Computer Science and Engineering, The University of New South Wales, Sydney 2052 NSW, Aus

Add to Reading List

Source URL: www.cse.unsw.edu.au

Language: English - Date: 2014-01-23 18:55:11
526Statistical inference / Markov chain / Stochastic processes / Semi-Markov process / Estimation theory / Estimator / Stochastic matrix / Normal distribution / Continuous-time Markov process / Statistics / Markov models / Markov processes

Journal of Reliability and Statistical Studies; ISSN (Print): [removed], (Online):[removed]Vol. 5, Issue Special (2012): 15-26 ESTIMATION OF THE STATIONARY DISTRIBUTION OF A SEMI-MARKOV CHAIN Vlad Stefan Barbu*, Jan Bul

Add to Reading List

Source URL: www.jrss.in

Language: English - Date: 2012-05-07 11:58:12
527Markov models / Bayesian statistics / Stochastic processes / Statistical machine translation / Hidden Markov model / Bitext word alignment / Dirichlet process / Language model / Hierarchical Bayes model / Statistics / Machine translation / Statistical natural language processing

A Systematic Bayesian Treatment of the IBM Alignment Models Yarin Gal Department of Engineering University of Cambridge Cambridge, CB2 1PZ, United Kingdom [removed]

Add to Reading List

Source URL: aclweb.org

Language: English - Date: 2013-05-18 12:41:37
528Probability and statistics / Stochastic optimization / Mathematical optimization / Markov chain / Stochastic process / Economic model / Markov property / Stochastic programming / Statistics / Markov models / Markov processes

ASSET-LIABILITY MANAGEMENT FOR CZECH PENSION FUNDS USING STOCHASTIC PROGRAMMING Jitka Dupaˇcov´a and Jan Pol´ıvka, Department of Probability and Mathematical Statistics,

Add to Reading List

Source URL: edoc.hu-berlin.de

Language: English - Date: 2009-10-31 22:45:44
529Stochastic differential equations / Differential equations / Estimation theory / Nonlinear filter / Filtering problem / Stochastic calculus / Partial differential equation / Stochastic / Wiener process / Statistics / Stochastic processes / Control theory

Amomalica, Vol. 25, No. 4, pp[removed], 1989 Pergamon Press ptc. Printed in Great Britain. International Federation of Automatic Control B o o k Reviews

Add to Reading List

Source URL: doc.utwente.nl

Language: English - Date: 2011-08-28 14:05:40
530Martingale / Brownian motion / Quadratic variation / Feynman–Kac formula / Stopping time / Risk-neutral measure / Local martingale / Wiener process / Itō diffusion / Statistics / Stochastic processes / Black–Scholes

Stochastic Calculus and Financial Applications Final Take Home Exam (Steele: Fall[removed]Instructions. You may consult any books or articles that you find useful. If you use a result that is not from our text, attach a co

Add to Reading List

Source URL: www-stat.wharton.upenn.edu

Language: English - Date: 2013-12-11 16:06:34
UPDATE