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Stochastic process
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#	Item
891	Stochastic Optimization in Finance[removed]Krastyu Gumnerov Add to Reading List Source URL: www.math.bas.bg Language: English - Date: 2009-01-04 14:40:37 Mathematical optimization Dynamic programming Stochastic calculus Optimal control Stochastic control Hamilton–Jacobi–Bellman equation Itō calculus Stochastic process Bellman equation Statistics Calculus Mathematical analysis
892	LONG MEMORY AND SELF-SIMILAR PROCESSES GENNADY SAMORODNITSKY Abstract. This paper is a survey of both classical and new results and ideas on long memory, scaling and self-similarity, both in the light-tailed and heavy-ta Add to Reading List Source URL: www.math.univ-toulouse.fr Language: English - Date: 2009-01-07 04:54:53 Stable distribution Gaussian process Stationary process Random walk Covariance function Long-range dependency Markov chain Hurst exponent Detrended fluctuation analysis Statistics Stochastic processes Fractional Brownian motion
893	Smoothing and occupation measures of stochastic processes. Mario Wschebor Centro de Matem´atica. Facultad de Ciencias. Universidad de la Rep´ ublica. Calle Igu´a[removed]Montevideo. Uruguay. Add to Reading List Source URL: www.math.univ-toulouse.fr Language: English - Date: 2009-01-07 04:54:53 Stochastic processes Wiener process Normal distribution Continuous function Stochastic differential equation Random walk Decomposition of spectrum Ε-quadratic form Statistics Mathematical analysis Mathematics
894	PHYSICAL REVIEW E VOLUME 62, NUMBER 4 OCTOBER 2000 Add to Reading List Source URL: www.beimgraben.info Language: English - Date: 2012-06-30 07:29:18 Electroencephalography Event-related potential Neurophysiology Stochastic process Characteristic function Dynamical system Markov chain Statistics Probability and statistics Markov models
895	Properties of Local-nondeterminism of Gaussian and Stable Random Fields and Their Applications Yimin Xiao ∗ Michigan State University June 3, 2005 Add to Reading List Source URL: www.math.univ-toulouse.fr Language: English - Date: 2009-01-07 04:54:53 Fractional Brownian motion Brownian motion White noise Semimartingale Law Statistics Stochastic processes Gaussian process
896	PROCEEDINGS, CI[removed]ANALYTIC METHODS FOR OPTIMIZING REALTIME CROWDSOURCING Michael S. Bernstein, David R. Karger, Robert C. Miller MIT CSAIL Cambridge, MA 02139 Add to Reading List Source URL: groups.csail.mit.edu Language: English - Date: 2012-03-24 13:41:19 M/M/1 queue Queueing model M/M/c queue Amazon Mechanical Turk Poisson process Poisson distribution Erlang Retainer Siméon Denis Poisson Statistics Stochastic processes Queueing theory
897	Realized Jumps on Financial Markets and Predicting Credit Spreads Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2006-10-24 13:00:39 Finance Volatility Realized variance Jump diffusion Local volatility Autoregressive conditional heteroskedasticity Implied volatility Jump process Stochastic volatility Mathematical finance Statistics Financial economics
898	VII Contents Preface XIII Add to Reading List Source URL: www.wiley-vch.de Language: English - Date: 2014-07-01 21:03:32 Stochastic processes Numerical analysis Differential equations Stochastic differential equations Equations Runge–Kutta method Ornstein–Uhlenbeck process Partial differential equation Fokker–Planck equation Statistics Mathematics Mathematical analysis
899	ALGORITHMS FOR DETERMINING OPTIMAL STATIONARY STRATEGIES OF DISCOUNTED STOCHASTIC OPTIMAL CONTROL PROBLEM ON NETWORKS Dmitrii LOZOVANU, Institute of Mathematics and Computer Science, Add to Reading List Source URL: www.aticmd.md Language: English - Date: 2012-03-29 11:31:39 Mathematics Mathematical optimization Dynamic programming Markov decision process Stochastic control Linear programming Mutual information Sturm–Liouville theory Control theory Operations research Statistics
900	ALGORITHMS FOR SOLVING THE STOCHASTIC CONTROL PROBLEM ON NETWORKS WITH DISCOUNTED COSTS a Dmitrii Lozovanua, Maria Capceleab Add to Reading List Source URL: www.aticmd.md Language: English - Date: 2012-03-28 12:18:21 Operations research Mathematical optimization Stochastic control Markov processes Optimal control Markov decision process Linear programming Dynamic programming Function Mathematics Statistics Control theory

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