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Stochastic process
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#	Item
611	Mathematical Geology, 11ol. 21, No. 3, 1989 To Be or Not to B e[removed]Stationary? That Is the Question D. E. Myers 2 Add to Reading List Source URL: www.u.arizona.edu Language: English - Date: 2008-03-16 20:55:09 Covariance and correlation Signal processing Interpolation Kriging Stationary process Variogram Covariance function Time series Random field Statistics Geostatistics Stochastic processes
612	Medium-term Growth Scenarios for Asian Countries: SAEO 2010 The Southeast Asian Economic Outlook (SAEO) is the OECD’s annual reference on the region’s economic growth, development and integration process. The Outlook Add to Reading List Source URL: www.oecd.org Language: English - Date: 2014-07-21 02:32:52 Dynamic stochastic general equilibrium Macroeconomic model Economic growth Business cycle Economic model General equilibrium theory Macroeconomics Economics New Keynesian economics
613	Default intensities implied by CDO spreads: inversion formula and model calibration Yu Hang KAN Joint work with Rama CONT and Romain DEGUEST IEOR Department Columbia University - New York Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-01 10:11:40 Options Stochastic volatility Point process Markov processes Statistics Stochastic processes Mathematical finance
614	Hindawi Publishing Corporation International Journal of Stochastic Analysis Volume 2013, Article ID[removed], 10 pages http://dx.doi.org[removed][removed]Research Article Add to Reading List Source URL: downloads.hindawi.com Language: English - Date: 2014-08-28 14:21:23 Genetic genealogy Evolutionary biology Statistical genetics Allele frequency Variance Moran process Markov chain Dirichlet process Estimator Statistics Population genetics Stochastic processes
615	FRAGILITY OF ARBITRAGE AND BUBBLES IN DIFFUSION MODELS Paolo Guasoni, Dublin City University and Boston University ´ Mikl´os Rasonyi, University of Edinburgh Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-01-21 14:52:23 Probability theory Martingale Semimartingale Risk-neutral measure Local martingale Brownian motion Stopping time Wiener process Quadratic variation Statistics Stochastic processes Martingale theory
616	Decentralized Bayesian Reinforcement Learning for Online Agent Collaboration A. Rogers1 , N. R. Jennings1 S. McClean4 , G. Parr4 W. T. L. Teacy1 , G. Chalkiadakis2 Add to Reading List Source URL: eprints.soton.ac.uk Language: English - Date: 2012-06-06 11:47:06 Bayesian statistics Stochastic control Markov models Markov decision process Reinforcement learning Conjugate prior Bayesian inference Q-learning Action selection Statistics Dynamic programming Markov processes
617	Power-like delay in time inhomogeneous Fisher-KPP equations James Nolen∗ Jean-Michel Roquejoffre† Lenya Ryzhik‡ Add to Reading List Source URL: math.duke.edu Language: English - Date: 2013-06-25 10:21:39 Heat equation Heat transfer Reaction–diffusion system Wiener process Spectral theory Leibniz integral rule Itō diffusion Calculus Mathematical analysis Stochastic processes
618	Reinforcement Learning in POMDPs Without Resets Eyal Even-Dar Sham M. Kakade School of Computer Science Computer and Information Science University of Pennsylvania Tel-Aviv University Add to Reading List Source URL: www.ijcai.org Language: English - Date: 2005-07-11 15:37:28 Dynamic programming Stochastic control Markov models Partially observable Markov decision process Markov decision process Markov chain Reinforcement learning Statistics Markov processes Control theory
619	Valuing a gas-fired power plant: A comparison of ordinary linear models, regime-switching approaches, and models with stochastic volatility Add to Reading List Source URL: eetd.lbl.gov Language: English - Date: 2014-12-11 20:16:49 Stochastic volatility Ornstein–Uhlenbeck process Geometric Brownian motion Volatility Brownian motion Stochastic differential equation Time series Autoregressive conditional heteroskedasticity Statistics Stochastic processes Mathematical finance
620 $Multifractal system / Lévy process / Wiener process / Fractional Brownian motion / Brownian motion / Fractal / Mixing / Hurst exponent / Statistics / Stochastic processes / Probability theory$	preprint This is a preprint of the paper: Grahovac, D., Leonenko, N.N[removed]Detecting multifractal stochastic processes under the heavy tails eﬀect, Chaos, Solitons & Fractals 66, [removed]URL: http://www.sciencedirec Add to Reading List Source URL: bib.irb.hr Language: English - Date: 2015-02-06 12:09:21 Multifractal system Lévy process Wiener process Fractional Brownian motion Brownian motion Fractal Mixing Hurst exponent Statistics Stochastic processes Probability theory

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