Wiener process

Results: 116



#Item
41Real analysis / Stochastic processes / Harmonic analysis / Hardy–Littlewood maximal function / Central limit theorem / Maximal function / Brownian motion / Wiener process / Dyadic cubes / Mathematical analysis / Statistics / Mathematics

October 16, [removed]:54 WSPC/251-CM[removed]Confluentes Mathematici, Vol. 1, No[removed]–179 c World Scientific Publishing Company

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Source URL: math.univ-lyon1.fr

Language: English - Date: 2009-11-05 02:56:59
42Ornstein–Uhlenbeck process / Gaussian process / Random walk / Normal distribution / Markov chain / Brownian bridge / Markov process / Independent and identically distributed random variables / Wiener process / Statistics / Stochastic processes / Brownian motion

Preface If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points? Of the smallest circle containing 4 points? Why do Brownian sa

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Source URL: www.stat.berkeley.edu

Language: English - Date: 2005-08-12 17:54:29
43Brownian motion / Martingale / Brownian bridge / Normal distribution / Continuous function / Wiener process / Itō diffusion / Heat equation / Statistics / Mathematical analysis / Stochastic processes

OPTIMAL STOPPING OF A BROWNIAN BRIDGE ¨ AND HENRIK WANNTORP ERIK EKSTROM Abstract. We study several optimal stopping problems in which the gains process is a Brownian bridge or a functional of a Brownian bridge. Our exa

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Source URL: www2.math.uu.se

Language: English - Date: 2008-10-07 11:22:40
44Brownian motion / Mathematical finance / Stochastic differential equation / Probability theory / Markov chain / Wiener process / Statistics / Stochastic processes / Louis Bachelier

Mathematical Finance, Vol. 10, No. 3 (July 2000), 341–353 LOUIS BACHELIER ∗ ´ ´

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Source URL: www-stat.wharton.upenn.edu

Language: English - Date: 2013-12-08 15:36:44
45Martingale theory / Generating functions / Game theory / Martingale / Probability-generating function / Probability density function / Wiener process / Poisson processes / Negative binomial distribution / Statistics / Probability theory / Stochastic processes

Your name: STATISTICS 204 FALL[removed]FINAL

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Source URL: www.stat.berkeley.edu

Language: English - Date: 2007-12-04 15:45:18
46Daejeon / KAIST / Martingale / Wiener process / Statistics / Stochastic processes / Martingale theory

Optimal Investment and Consumption Decision of Family with Life Insurance Minsuk Kwak1 2

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-26 00:00:14
47Random variable / Continuous function / Lévy process / Ordinal number / Separable space / Convergence of random variables / Càdlàg / Continuous stochastic process / Law / Statistics / Stochastic processes / Wiener process

Chapter 7 Continuity of Stochastic Processes Section 7.1 describes the leading kinds of continuity for stochastic processes, which derive from the modes of convergence of random

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Source URL: www.stat.cmu.edu

Language: English - Date: 2007-02-05 21:10:58
48Lévy process / Wiener process / Brownian motion / Normal distribution / Semimartingale / Feller process / Poisson process / Stable distribution / Martingale / Statistics / Stochastic processes / Probability theory

Levy processes - from probability theory to finance and quantum groups

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Source URL: eprints.whiterose.ac.uk

Language: English - Date: 2014-06-05 08:49:08
49Martingale theory / Wiener process / Heath–Jarrow–Morton framework / Statistics / Stochastic processes / Mathematical finance

Rational Term Structure Models with Geometric L´ evy Martingales Ewan Mackie Imperial College Business School, Imperial College London, London SW7 2AZ

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-21 11:05:35
50Stochastic volatility / Geometric Brownian motion / Volatility / Heston model / Stochastic calculus / Wiener process / Brownian motion / Fokker–Planck equation / Heston / Statistics / Stochastic processes / Mathematical finance

Stochastic Calculus of Heston’s Stochastic–Volatility Model Floyd B. Hansona Department of Mathematics, Statistics, and Computer Science University of Illinois at Chicago

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-09 08:37:44
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