Stochastic process - PDFSEARCH.IO - Document Search Engine

Stochastic process
Results: 1129

#	Item
921	STATISTICS SEMINAR Sijia Davis Master’s Defense June 20, 2014 Leasure Hall 10, 1:00-3:00 p.m. Add to Reading List Source URL: www.k-state.edu Language: English - Date: 2014-05-20 10:32:17 Information Probability and statistics Markov chain Stochastic matrix Continuous-time Markov process Hidden Markov model Markov models Statistics Markov processes
922	SIMULATION OF SQUARE-ROOT PROCESSES ¨ LEIF B.G. ANDERSEN, PETER JACKEL, AND CHRISTIAN KAHL Abstract. We discuss methods for time-discretization and simulation of squareroot SDEs, both in isolation (CIR process) and as Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:11:37 Heston model Normal distribution Stochastic differential equation Stochastic volatility CIR process Autoregressive conditional heteroskedasticity Volatility Martingale Statistics Stochastic processes Mathematical finance
923	Fast strong approximation Monte-Carlo schemes for stochastic volatility models Christian Kahl∗ First version: This version: Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:11:58 Financial economics Mathematical sciences Options Stochastic differential equations Differential equations Ornstein–Uhlenbeck process Stochastic volatility Volatility Euler–Maruyama method Statistics Mathematical finance Stochastic processes
924	6 Cycle Stealing, Threshold-Based Sharing, and Other 2D-Infinite Chains In the last section we saw an example of Markov chain that grows unboundedly in more than one dimension, and we introduced a technique, SQA, for sol Add to Reading List Source URL: www.cs.cmu.edu Language: English - Date: 2007-06-27 02:40:53 Stochastic processes Queueing theory Queueing model Markov chain Continuous-time Markov process Statistics Markov processes Markov models
925	Noisy Stochastic Games John Duggan Working Paper No. 570 February 2012 Add to Reading List Source URL: rcer.econ.rochester.edu Language: English - Date: 2012-02-13 19:02:18 Problem solving Stochastic game Markov chain Ergodic theory Trembling hand perfect equilibrium Strategy Stationary process Markov perfect equilibrium Subgame perfect equilibrium Game theory Statistics Decision theory
926	A Non-Parametric Approach for Dynamic Range Estimation of Nonlinear Systems Bin Wu Jianwen Zhu Add to Reading List Source URL: binwu.webs.com Language: English Multivariate statistics Data analysis Independent component analysis Time series analysis Gaussian process Normal distribution Polynomial chaos Central limit theorem Eigenvalues and eigenvectors Statistics Stochastic processes Signal processing
927	Noisy Stochastic Games Duggan, John Working Paper No. 562 June 2011 Add to Reading List Source URL: rcer.econ.rochester.edu Language: English - Date: 2012-01-11 13:56:00 Markov processes Markov models Markov chain Stochastic game Markov perfect equilibrium Stationary process Nash equilibrium Statistics Game theory Stochastic processes
928	Fourth Workshop on BAYESIAN INFERENCE IN STOCHASTIC PROCESSES Villa Monastero, Varenna (LC), Italy Add to Reading List Source URL: www.mi.imati.cnr.it Language: English - Date: 2005-06-02 18:40:43 Stochastic processes Statistical inference Computational statistics Hidden Markov model Mixture model Bayesian inference Dirichlet process Particle filter Gibbs sampling Statistics Markov models Bayesian statistics
929	Journal of Machine Learning Research[removed]883 Submitted 5/13; Revised 11/13; Published 3/14 Policy Evaluation with Temporal Differences: A Survey and Comparison Add to Reading List Source URL: jmlr.org Language: English - Date: 2014-03-18 16:49:21 Markov models Stochastic control Reinforcement learning Markov decision process Bellman equation Markov chain Valuation Pi Mathematical optimization Statistics Dynamic programming Markov processes
930	1. Introduction The following notes aim to provide a very informal introduction to Stochastic Calculus, and especially to the Itˆ o integral and some of its applications. They owe a great deal to Dan Crisan’s Stochas Add to Reading List Source URL: www.chiark.greenend.org.uk Language: English - Date: 2006-03-07 17:35:45 Martingale Local martingale Semimartingale Quadratic variation Adapted process Continuous stochastic process Girsanov theorem Infinitesimal generator Stochastic differential equation Statistics Stochastic processes Probability theory

UPDATE