Wiener process

Results: 116



#Item
11Robust Control and Model Uncertainty Lars Peter Hansen Thomas J. Sargent  January 22, 2001

Robust Control and Model Uncertainty Lars Peter Hansen Thomas J. Sargent January 22, 2001

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Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:04:07
12Volume 42 • Issue 1  IMS  Bulletin January/February 2013

Volume 42 • Issue 1 IMS  Bulletin January/February 2013

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Source URL: bulletin.imstat.org

Language: English - Date: 2012-12-15 09:00:08
13Microsoft Word - Webvoorblad blanco.doc

Microsoft Word - Webvoorblad blanco.doc

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Source URL: federation.ens.fr

Language: English - Date: 2012-09-26 07:59:44
14Submitted to the Annals of Statistics  ON THE EFFICIENCY OF PSEUDO-MARGINAL RANDOM WALK METROPOLIS ALGORITHMS By Chris Sherlock, Alexandre H. Thiery, Gareth O. Roberts, and Jeffrey S. Rosenthal

Submitted to the Annals of Statistics ON THE EFFICIENCY OF PSEUDO-MARGINAL RANDOM WALK METROPOLIS ALGORITHMS By Chris Sherlock, Alexandre H. Thiery, Gareth O. Roberts, and Jeffrey S. Rosenthal

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Source URL: probability.ca

Language: English - Date: 2014-10-02 19:03:26
15Weak Approximation of ∗ Yan Dolinsky  Marcel Nutz

Weak Approximation of ∗ Yan Dolinsky Marcel Nutz

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Source URL: www.math.columbia.edu

Language: English - Date: 2011-07-12 11:28:13
16Random  𝐺-Expectations Marcel Nutz

Random 𝐺-Expectations Marcel Nutz

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Source URL: www.math.columbia.edu

Language: English - Date: 2012-06-28 08:09:29
17Superhedging and Dynamic Risk Measures under Volatility Uncertainty Marcel Nutz ∗

Superhedging and Dynamic Risk Measures under Volatility Uncertainty Marcel Nutz ∗

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Source URL: www.math.columbia.edu

Language: English - Date: 2012-06-19 13:31:57
18This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution and shar

This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution and shar

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Source URL: www.stat.washington.edu

Language: English - Date: 2014-06-14 11:52:11
19Introduction to Stochastic Differential Equations Simon Lyons November 27, 2013 1

Introduction to Stochastic Differential Equations Simon Lyons November 27, 2013 1

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Source URL: homepages.inf.ed.ac.uk

Language: English - Date: 2013-11-27 12:44:13
20Summary of Stochastic Processes Kui Tang May 2013 Based on Lawler’s Introduction to Stochastic Processes, second edition, and course slides from Prof. Hongzhong Zhang.

Summary of Stochastic Processes Kui Tang May 2013 Based on Lawler’s Introduction to Stochastic Processes, second edition, and course slides from Prof. Hongzhong Zhang.

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Source URL: kui-tang.com

Language: English