Stochastic processes

Results: 2145



#Item
91Mathematical finance / Economy / Finance / Money / Stochastic processes / Financial markets / Options / Martingale theory / Semimartingale / Arbitrage / Forward contract / BlackScholes model

Hedging and Portfolio Optimization in Financial Markets with a Large Trader By Peter Bank† and Dietmar Baum‡ Abstract

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Source URL: page.math.tu-berlin.de

Language: English
92Mathematical analysis / Ergodic theory / Mathematics / Analysis / Dynamical systems / Stochastic processes / Geometric group theory / Topological groups / Ergodicity / Invariant measure / Amenable group / Entropy

DIAGONAL ACTIONS ON LOCALLY HOMOGENEOUS SPACES M. EINSIEDLER AND E. LINDENSTRAUSS Contents 1.

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Source URL: www.ma.huji.ac.il

Language: English - Date: 2008-08-26 21:54:54
93Mathematical analysis / Probability / Statistics / Probability distributions / Poisson processes / Infinitely divisible probability distributions / Stochastic processes / Probability theory / Poisson point process / Probability density function / Exponential distribution / Random variable

INTRODUCTION TO PROBABILITY

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Source URL: athenasc.com

Language: English - Date: 2002-10-12 12:33:47
94Mathematical analysis / Mathematics / Analysis / Measure theory / Generalized functions / Probability distributions / Stochastic processes / Central limit theorem / Normal distribution / Sigma-algebra / Distribution / Cdlg

FLUCTUATION ANALYSIS FOR THE LOSS FROM DEFAULT arXiv:1304.1420v2 [math.PR] 29 May 2013 KONSTANTINOS SPILIOPOULOS, JUSTIN A. SIRIGNANO, AND KAY GIESECKE Abstract. We analyze the fluctuation of the loss from default aroun

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Source URL: arxiv.org

Language: English - Date: 2013-05-29 20:13:43
95Mathematical analysis / Probability / Stochastic processes / Random walk / Expected value / Logarithm / Law of the iterated logarithm / Normal distribution

A NNALES DE L’I. H. P., SECTION B E NDRE C SÁKI PÁL R ÉVÉSZ JAY ROSEN Functional laws of the iterated logarithm for local

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Source URL: www.math.csi.cuny.edu

Language: English - Date: 2009-05-03 17:57:56
96Mathematical analysis / Analysis / Mathematics / Fourier analysis / Stochastic processes / Approximation theory / Constructivism / Modulus of continuity / It diffusion / Differential forms on a Riemann surface

A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes

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Source URL: arxiv.org

Language: English - Date: 2013-03-17 20:22:12
97Nuclear magnetic resonance / Relaxation / Stochastic processes / Mathematical finance / Brownian model of financial markets

Microsoft Word - IJIMA03-01.docx

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Source URL: www.foibg.com

Language: English - Date: 2015-02-02 08:39:30
98Probability theory / Mathematical analysis / Stochastic calculus / Stochastic processes / Probability / Equations / Stochastic differential equation / It calculus / Control theory / Method of undetermined coefficients

JOURNAL OF ENVIRONMENTAL HYDROLOGY The Electronic Journal of the International Association for Environmental Hydrology On the World Wide Web at http://www.hydroweb.com

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Source URL: www.hydroweb.com

Language: English - Date: 2009-07-16 12:34:30
99Mathematical analysis / Computability theory / Mathematics / Theory of computation / Theoretical computer science / Martingale theory / Stochastic processes / Kakeya set / Real analysis / Computable function / Martingale / Computable number

Lines Missing Every Random Point∗ Jack H. Lutz† Neil Lutz‡ Abstract

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Source URL: paul.rutgers.edu

Language: English - Date: 2014-07-23 19:14:22
100Statistics / Statistical theory / Probability / Bayesian statistics / Stochastic processes / Probability distributions / Estimation theory / Statistical natural language processing / Dirichlet process / Mixture model / Variational Bayesian methods / Dirichlet distribution

Online Learning of Nonparametric Mixture Models via Sequential Variational Approximation Dahua Lin Toyota Technological Institute at Chicago

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Source URL: dahua.me

Language: English - Date: 2013-10-22 19:40:40
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