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Stochastic processes
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441	ADVANCED TUTORIAL Monte Carlo and Quasi-Monte Carlo Methods in Finance Jeremy Staum Department of Industrial Engineering and Management Sciences Northwestern University Add to Reading List Source URL: www.crm.math.ca Language: English - Date: 2008-03-03 11:45:20 Mathematical finance Actuarial science Monte Carlo methods in finance Stochastic processes Statistical randomness Monte Carlo method Quasi-Monte Carlo methods in finance Simulation Stochastic differential equation Statistics Mathematical sciences Probability and statistics
442	Distributed Computation of Transient State Distributions and Passage Time Quantiles in Large Semi-Markov Models Jeremy T. Bradley, Nicholas J. Dingle, Peter G. Harrison, William J. Knottenbelt Department of Computing, Im Add to Reading List Source URL: pubs.doc.ic.ac.uk Language: English - Date: 2007-02-18 10:58:57 Markov models Probability and statistics Markov chain Laplace transform Phase-type distribution Uniformization Semi-Markov process Stochastic matrix Laplace–Stieltjes transform Statistics Mathematical analysis Markov processes
443	Superreplication under Volatility Uncertainty for Measurable Claims ∗ Ariel Neufeld Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2013-04-14 17:16:01 Probability theory Martingale theory Stochastic processes Forcing Conditional expectation Borel set Ordinal number Complete Boolean algebra Martingale Statistics Mathematical logic Mathematics
444	The Opportunity Process for Optimal Consumption and Investment with Power Utility Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland First Version: November 24, 2009. Thi Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2011-07-12 11:25:17 Equations Consumer theory Mathematical optimization Martingale Semimartingale Dynamic programming Bellman equation No free lunch with vanishing risk Utility Statistics Martingale theory Stochastic processes
445	Arbitrage and Duality in Nondominated Discrete-Time Models Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2014-02-09 14:45:40 Probability and statistics Mathematics Stochastic processes Martingale theory Randomness Risk-neutral measure Martingale Superhedging price Borel set Probability theory Statistics Mathematical finance
446	Deep Generative Stochastic Networks Trainable by Backprop Yoshua Bengio∗ FIND . US @ ON . THE . WEB ´ Eric Add to Reading List Source URL: jmlr.org Language: English - Date: 2015-02-01 17:03:25 Markov chain Monte Carlo Markov models Markov processes Bayesian statistics Markov chain Gibbs sampling Boltzmann machine Generative model Graphical model Statistics Statistical models Probability and statistics
447	Energy-aware Job Assignment in Server Farms with Setup Delays under LCFS and PS Esa Hyytiä Rhonda Righter Add to Reading List Source URL: ieor.berkeley.edu Language: English - Date: 2014-09-30 18:47:43 Poisson processes M/M/1 queue M/G/1 queue Queueing model Exponential distribution Statistics Queueing theory Stochastic processes
448	Buffer Overflow Asymptotics for Multiplexed Regulated Traffic Y. Ying a, F. Guillemin b, R. Mazumdar c and C. Rosenberg c a School of ECE, Purdue University, West Lafayette, IN, 47906, U.S.A. Add to Reading List Source URL: ece.uwaterloo.ca Language: English - Date: 2007-10-16 10:14:14 Poisson process Mathematical sciences Markov processes Stochastic processes Leaky bucket
449	On the chemical distance in critical percolation Michael Damron, Jack Hanson and Philippe Sosoe Indiana University and CMSA, Harvard University. May 15, 2015 Add to Reading List Source URL: pages.iu.edu Language: English - Date: 2015-05-18 08:24:30 Phase transitions Quantum field theory Combinatorics Stochastic processes Percolation Systems theory Critical exponent Hausdorff dimension Random walk Physics Critical phenomena Mathematics
450	Power Utility Maximization in Constrained Exponential Lévy Models Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland This Version: September 1, 2010. Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2011-07-12 11:25:13 Mathematical optimization Martingale theory Game theory Martingale Lévy process Semimartingale Bellman equation Expected utility hypothesis Preference Statistics Utility Stochastic processes

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