Uhlenbeck

Results: 56



#Item
21Stochastic differential equation / CIR process / Stochastic calculus / Differential equation / Continuous-time stochastic process / Euler–Maruyama method / Statistics / Stochastic processes / Ornstein–Uhlenbeck process

Microsoft PowerPoint - multiresolution

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2011-06-22 11:15:29
22Stochastic differential equations / Mathematical finance / Normal distribution / Wiener process / Ornstein–Uhlenbeck process / Risk-neutral measure / Martingale / Itō diffusion / Heat equation / Statistics / Stochastic processes / Martingale theory

Mean-reverting market model: Novikov condition, speculative opportunities, and non-arbitrage ∗ Nikolai Dokuchaev

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2007-03-21 16:16:52
23Brownian bridge / Brownian motion / Wiener process / Normal distribution / Karhunen–Loève theorem / Ornstein–Uhlenbeck process / Gaussian random field / Central limit theorem / Random walk / Statistics / Stochastic processes / Gaussian process

UPPSALA DISSERTATIONS IN MATHEMATICS 86 Gaussian Bridges - Modeling and Inference Maik Görgens

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Source URL: uu.diva-portal.org

Language: English - Date: 2014-10-13 02:09:07
24Phylogenetic tree / Brownian motion / Clade / Probability and statistics / Phylogenetics / Statistics / Science

Package ‘ouch’ July 2, 2014 Type Package Title Ornstein-Uhlenbeck models for phylogenetic comparative hypotheses Version[removed]Date[removed]

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Source URL: cran.r-project.org

Language: English - Date: 2014-07-02 15:56:39
25University of Toronto / Uhlenbeck / Courant Institute of Mathematical Sciences / MacArthur Fellows / Knowledge / George Uhlenbeck / Karen Uhlenbeck / Guggenheim Fellows / Fields Medalists / Science / Academia / Fields Institute

Microsoft Word - Poster-UhlenbeckC.doc

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2008-09-29 13:54:11
26Mathematical finance / Probability theory / Stochastic differential equations / Martingale theory / Gaussian measure / Risk-neutral measure / Ornstein–Uhlenbeck process / Radon–Nikodym theorem / Forward measure / Statistics / Mathematical analysis / Stochastic processes

OPTIMAL CHANGES OF GAUSSIAN MEASURES, WITH AN APPLICATIONS TO RESIMULATION Henry Schellhorn Abstract. We derive optimality conditions and calculate approximate solutions to the problem of determining the optimal speed of

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Source URL: sites.cgu.edu

Language: English - Date: 2014-01-28 14:45:18
27Statistical inference / Environmental science / Parameter / Estimation theory / Markov chain / Probability distribution / Cauchy distribution / Likelihood function / Statistics / Markov models / Probability and statistics

Package ‘bayou’ July 31, 2014 Type Package Title Bayesian fitting of Ornstein-Uhlenbeck models to phylogenies Version[removed]Date[removed]

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Source URL: cran.r-project.org

Language: English - Date: 2014-07-31 05:16:22
28Stochastic differential equations / Probability theory / Ornstein–Uhlenbeck process / Gaussian measure / Optimal control / Normal distribution / Itō diffusion / Statistics / Mathematical analysis / Stochastic processes

An Analytical Characterization for an Optimal Change of Gaussian Measures Henry Schellhorn Abstract. We consider two Gaussian measures. In the "initial" measure the state variable is Gaussian, with zero drift, and time-v

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Source URL: sites.cgu.edu

Language: English - Date: 2014-01-28 14:43:18
29Geometric Brownian motion / Black–Scholes / Stochastic volatility / Ornstein–Uhlenbeck process / Copula / Volatility / Brownian motion / Wiener process / Risk-neutral measure / Statistics / Stochastic processes / Mathematical finance

ESGtoolkit, tools for Economic Scenarios Generation Thierry Moudiki 13th June[removed]Contents

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Source URL: cran.r-project.org

Language: English - Date: 2014-07-02 09:44:02
30Statistical mechanics / Stochastic differential equations / Fokker–Planck equation / Ornstein–Uhlenbeck process / Langevin equation / Brownian motion / Wiener process / Diffusion process / Diffusion equation / Statistics / Stochastic processes / Equations

PDF Document

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Source URL: www.wiley-vch.de

Language: English - Date: 2009-07-16 21:04:11
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