Wiener process

Results: 116



#Item
11Mathematical analysis / Multiplier / Girsanov theorem / Risk-neutral measure / Progressively measurable process / Wiener process / Brownian motion / Statistics / Stochastic processes / Probability theory

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
12Brownian motion / Stochastic / Schramm–Loewner evolution / Probability theory / Central limit theorem / Wiener process / Empirical process / Annals of Mathematical Statistics / Oded Schramm / Statistics / Stochastic processes / Random walk

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
13Normal distribution / Ornstein–Uhlenbeck process / Wiener process / Random walk / Statistics / Stochastic processes / Brownian motion

Microsoft Word - Webvoorblad blanco.doc

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Source URL: federation.ens.fr

Language: English - Date: 2012-09-26 07:59:44
14Estimation theory / Normal distribution / Central limit theorem / Metropolis–Hastings algorithm / Markov chain / Estimator / Variance / Wiener process / Principal component analysis / Statistics / Statistical inference / Data analysis

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
15Probability theory / Martingale theory / Fourier analysis / Game theory / Martingale / Random variable / Central limit theorem / Wiener process / Quadratic variation / Statistics / Mathematical analysis / Stochastic processes

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
16Probability theory / Martingale theory / Conditional expectation / Martingale / Random variable / Law / Local martingale / Independence / Wiener process / Statistics / Stochastic processes / Probability and statistics

Random 𝐺-Expectations Marcel Nutz

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Source URL: www.math.columbia.edu

Language: English - Date: 2012-06-28 08:09:29
17Mathematical finance / Financial risk / Martingale / Local martingale / Itō calculus / Wiener process / Random variable / Superhedging price / Stopping time / Statistics / Stochastic processes / Martingale theory

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
18Brownian excursion / Brownian motion / Wiener process / Brownian bridge / Statistics / Stochastic processes / Probability theory

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
19Dirac delta function / Distance correlation / Gaussian process / Wiener process / Normal distribution / Stochastic differential equation / Linear map / Linear algebra / White noise / Statistics / Stochastic processes / Brownian motion

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
20Markov models / Martingale theory / Stochastic calculus / Markov chain / Markov property / Itō calculus / Martingale / Continuous-time Markov process / Wiener process / Statistics / Stochastic processes / Markov processes

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
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