Stochastic process

Results: 1129



#Item
571Stochastic processes / Actuarial science / Coherent risk measure / Mathematical sciences / Dynamic risk measure / Applied mathematics / Adapted process / Financial risk / Mathematical finance / Statistics

Convex Risk Measures Time consistency Cash (sub)additivity Examples Risk assessment for uncertain cash flows:

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-19 11:33:38
572Martingale theory / Wiener process / Heath–Jarrow–Morton framework / Statistics / Stochastic processes / Mathematical finance

Rational Term Structure Models with Geometric L´ evy Martingales Ewan Mackie Imperial College Business School, Imperial College London, London SW7 2AZ

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-21 11:05:35
573Stochastic volatility / Geometric Brownian motion / Volatility / Heston model / Stochastic calculus / Wiener process / Brownian motion / Fokker–Planck equation / Heston / Statistics / Stochastic processes / Mathematical finance

Stochastic Calculus of Heston’s Stochastic–Volatility Model Floyd B. Hansona Department of Mathematics, Statistics, and Computer Science University of Illinois at Chicago

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-09 08:37:44
574Philosophy of thermal and statistical physics / Stochastic processes / Information theory / Randomness / Communication / Gaussian process / Entropy / Additive white Gaussian noise / Gaussian function / Statistics / Probability and statistics / Mathematics

ISIT 1997, Ulm, Germany, June 29 - J u l y 4 Sensitivity of the Rate-Distortion Function of Stationary Continuous-Time Gaussian Processes

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Source URL: www.princeton.edu

Language: English - Date: 2005-05-24 15:04:00
575Stochastic processes / Feller process / Semigroup / Lévy process / Ergodic theory / Perron–Frobenius theorem / Differential equation / Group action / Spectral theory / Algebra / Mathematics / Abstract algebra

Electron. Commun. Probab[removed]), no. 31, 1–9. DOI: [removed]ECP.v19-3006 ISSN: 1083-589X ELECTRONIC COMMUNICATIONS

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Source URL: www.kurims.kyoto-u.ac.jp

Language: English - Date: 2014-11-30 06:53:33
576Queueing model / Product form solution / Birth–death process / Priority queue / M/M/1 queue / M/G/1 queue / Queue area / Teletraffic engineering / Call centre / Statistics / Queueing theory / Stochastic processes

Journal of the Operational Research Society[removed], S83 --S92 © 2009 Operational Research Society Ltd. All rights reserved[removed]www.palgrave-journals.com/jors/

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Source URL: eprints.lancs.ac.uk

Language: English - Date: 2013-04-15 10:15:10
577Markov processes / Stochastic control / Automatic identification and data capture / Partially observable Markov decision process / Markov decision process / Reinforcement learning / Speech recognition / Speaker recognition / Language / Statistics / Human–computer interaction / Dynamic programming

Have we met? MDP Based Speaker ID for Robot Dialogue Filip Krsmanovic, Curtis Spencer, Daniel Jurafsky, and Andrew Y. Ng Department of Computer Science Stanford University, Stanford, CA, USA [removed], curti

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Source URL: nlp.stanford.edu

Language: English - Date: 2011-11-11 22:30:01
578Queueing theory / Markov models / Markov processes / Markov chain / Queueing model / Product form solution / Random walk / Continuous-time Markov process / M/M/1 queue / Statistics / Stochastic processes / Probability theory

Performance Modeling and Design of Computer Systems Mor Harchol-Balter Please direct errors and suggestions to [removed]

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Source URL: www.cs.cmu.edu

Language: English - Date: 2011-08-25 18:39:44
579Ornstein / Uhlenbeck / Dirichlet process / Exchangeable random variables / Independent and identically distributed random variables / Statistics / Probability theory / Stochastic processes

Normalized kernel-weighted random measures

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Source URL: www-old.newton.ac.uk

Language: English - Date: 2013-04-15 09:00:43
580Operations research / Regression analysis / Mathematical optimization / Dynamic programming / Stochastic control / Reinforcement learning / Markov decision process / Least squares / Algorithm / Statistics / Mathematics / Mathematical sciences

International Joint Conference on Artificial Intelligence (IJCAI-01), vol. 1, pp[removed], Seattle, Washington, August[removed]Max-norm Projections for Factored MDPs Carlos Guestrin Computer Science Dept. Stanford Unive

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Source URL: select.cs.cmu.edu

Language: English - Date: 2009-08-13 03:47:05
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