Wiener process

Results: 116



#Item
71Volatility / Brownian motion / Wiener process / Cox–Ingersoll–Ross model / Bessel process / Statistics / Stochastic processes / Mathematical finance

Bessel and Volatility-Stabilized Processes Irina Goia Submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy

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Source URL: www.math.columbia.edu

Language: English - Date: 2009-06-03 13:45:05
72Partial differential equation / Brownian motion / Finite difference method / Differential equation / Wiener process / Mathematical optimization / Statistics / Stochastic processes / Mathematical analysis

NOAA Technical Memorandum NMFS EN T OF CO M

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Source URL: swfsc.noaa.gov

Language: English - Date: 2006-09-14 18:20:44
73Multivariate random variable / Wiener process / Independence / Normal distribution / Convergence of random variables / Random variable / Conditional expectation / Adapted process / Quadratic variation / Statistics / Stochastic processes / Probability theory

3 1 Fundamental Concepts 1.1

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Source URL: www.wiley-vch.de

Language: English - Date: 2009-07-16 21:04:11
74Statistical mechanics / Stochastic differential equations / Fokker–Planck equation / Ornstein–Uhlenbeck process / Langevin equation / Brownian motion / Wiener process / Diffusion process / Diffusion equation / Statistics / Stochastic processes / Equations

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Source URL: www.wiley-vch.de

Language: English - Date: 2009-07-16 21:04:11
75Poisson process / Martingale / Counting process / Markov chain / Continuous-time Markov process / Brownian motion / Wiener process / Lévy process / Markov property / Statistics / Stochastic processes / Markov processes

Chapter 1 CONTINUOUS TIME MARKOV CHAIN MODELS FOR CHEMICAL REACTION NETWORKS David F. Anderson ∗

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Source URL: www.math.wisc.edu

Language: English - Date: 2010-10-11 20:57:23
76Statistical mechanics / Equations / Brownian motion / Stochastic differential equation / Dynamics / Langevin equation / Fokker–Planck equation / Wiener process / Stochastic / Statistics / Stochastic processes / Probability and statistics

1 Introduction 1.1 Motivations and Historical Clues Structural dynamics deals with the problems of response analysis, reliability evaluation and system control of any given type of structure subjected to dynamic actions.

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Source URL: media.wiley.com

Language: English - Date: 2013-12-06 21:41:26
77Martingale theory / Options / Statistical inference / Quadratic variation / Wiener process / Stochastic volatility / Girsanov theorem / Semimartingale / Estimator / Statistics / Stochastic processes / Mathematical finance

Statistical Methods for Stochastic Differential Equations Mathieu Kessler & Alexander Lindner

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Source URL: www.tu-braunschweig.de

Language: English - Date: 2012-03-13 06:08:45
78Semimartingale / Martingale / Wiener process / Poisson process / Brownian motion / Logarithm / Statistics / Stochastic processes / Martingale theory

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Source URL: www3.imperial.ac.uk

Language: English
79Martingale theory / Stochastic calculus / Integral calculus / Semimartingale / Quadratic variation / Stratonovich integral / Integration by parts / Adapted process / Wiener process / Statistics / Mathematical analysis / Stochastic processes

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Source URL: www.math.uni.wroc.pl

Language: English - Date: 2014-04-25 13:02:52
80Martingale theory / Quantum probability / Markov chain / Brownian motion / Stochastic / Random walk / Wiener process / Martingale representation theorem / Martingale / Statistics / Probability theory / Stochastic processes

Some highlights on the work in probability theory in India during 1980–2008: A report K R PARTHASARATHY Emeritus Distinguished Scientist, Indian Statistical Institute, 7, S.J.S. Sansanwal Marg, New Delhi[removed], India

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Source URL: www.ias.ac.in

Language: English - Date: 2010-02-23 07:06:40
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