Stochastic process - PDFSEARCH.IO - Document Search Engine

Stochastic process
Results: 1129

#	Item
881	STOCHASTIC MECHANICS AS A GAUGE THEORY CLAUDIO ALBANESE Abstract. We introduce a classical diffusion process which provides a full description of non-relativistic Quantum Mechanics and has the form of a Z4 gauge theory. Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:18 Quantum field theory Schrödinger equation Interpretations of quantum mechanics Brownian motion Quantum probability Gauge theory Dirac delta function Quantum superposition Physics Quantum mechanics Stochastic differential equation
882	DISCRETE CREDIT BARRIER MODELS CLAUDIO ALBANESE AND OLIVER X. CHEN Abstract. The model introduced in this article is designed to provide a consistent representation for both the real-world and pricing measures for the cr Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:19 Mathematical finance Markov models Markov chain Poisson process Risk-neutral measure Stochastic matrix Black–Scholes Probability distribution Financial Correlations Statistics Stochastic processes Markov processes
883	CONVERGENCE RATES FOR DIFFUSIONS ON CONTINUOUS-TIME LATTICES ´ CLAUDIO ALBANESE AND ALEKSANDAR MIJATOVIC IMPERIAL COLLEGE LONDON Abstract. In this paper we introduce a discretization scheme based on a continuous-time Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:16 Markov processes Digital signal processing Fourier analysis Markov chain Continuous-time Markov process Dirac delta function Stochastic process Kernel Discrete Fourier transform Mathematical analysis Statistics Mathematics
884	Affine Lattice Models 1 Claudio Albanese Department of Mathematics, Imperial College of Science and Technology, University of London, SW7 2AZ, London, United Kingdom. mailto:[removed] Alexey Kuznet Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:15 Fixed income analysis Hull–White model Mathematical finance Ornstein–Uhlenbeck process Statistics Stochastic differential equations Financial economics
885	STOCHASTIC MECHANICS AS A GAUGE THEORY CLAUDIO ALBANESE Abstract. We show that non-relativistic Quantum Mechanics can be faithfully represented in terms of a classical diffusion process endowed with a gauge symmetry of g Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:15 Theoretical physics Statistical mechanics Fourier analysis Fourier transform Propagator Schrödinger equation Gauge theory Spin Density matrix Physics Quantum mechanics Quantum field theory
886	A stochastic monetary policy interest rate model Claudio Albanese Manlio Trovato [removed] Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:23 Options Markov models Stochastic processes Markov chain Continuous-time Markov process Volatility smile Local volatility Stochastic volatility Matrix Statistics Mathematical finance Markov processes
887	STOCHASTIC INTEGRALS AND ABELIAN PROCESSES CLAUDIO ALBANESE Abstract. We study triangulation schemes for the joint kernel of a diffusion process with uniformly continuous coefficients and an adapted, non-resonant Abelian Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:23 Joseph Fourier Fourier analysis Fourier transform Lp space Mathematical analysis Functional analysis Integral transforms
888	CREDIT BARRIER MODELS CLAUDIO ALBANESE, GIUSEPPE CAMPOLIETI, OLIVER CHEN, AND ANDREI ZAVIDONOV A BSTRACT. The model introduced in this article is designed to provide a consistent representation for both the real-world an Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:18 Stochastic processes Finance Black–Scholes Credit default swap Variance gamma process Stochastic differential equation Credit rating agency Credit risk Implied volatility Mathematical finance Financial economics Statistics
889	MOMENT METHODS FOR EXOTIC VOLATILITY DERIVATIVES CLAUDIO ALBANESE AND ADEL OSSEIRAN Abstract. The latest generation of volatility derivatives goes beyond variance and volatility swaps and probes our ability to price real Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:23 Financial economics Variance swap Volatility Normal distribution Log-normal distribution Realized variance Stochastic volatility Conditional variance swap Ornstein–Uhlenbeck process Statistics Mathematical finance Finance
890	A Parallel Training Algorithm for Hierarchical Pitman-Yor Process Language Models Songfang Huang, Steve Renals The Centre for Speech Technology Research University of Edinburgh, Edinburgh, EH8 9AB, UK {s.f.huang, s.renal Add to Reading List Source URL: homepages.inf.ed.ac.uk Language: English - Date: 2009-09-11 07:00:25 Statistical natural language processing Stochastic processes Pitman–Yor process Bayesian statistics Markov models N-gram Perplexity Language model Statistical machine translation Statistics Probability and statistics Probability

UPDATE