Tag stochastic-calculus [39 articles] Export

Recent papers classified by the tag stochastic-calculus.

	Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Oxford Texts in Applied and Engineering Mathematics) [My Copy] (09 October 2003) by B. Lapeyre, E. Pardoux, R. Sentis posted to stochastic-control stochastic-calculus pde by lehalle on 2009-11-03 12:24:33 as
	Probabilistic numerical methods for partial differential equations: Elements of analysis [My Copy] Probabilistic Models for Nonlinear Partial Differential Equations (1996), pp. 148-196. by Denis Talay posted to stochastic-control stochastic-calculus pde by lehalle on 2009-11-03 12:24:04 as
	Financial Modelling with Jump Processes (Chapman & Hall/Crc Financial Mathematics Series) [My Copy] (30 December 2003) by Rama Cont, Peter Tankov posted to stochastic-calculus probability jump by lehalle on 2009-11-01 10:21:32 as
	Citation Statistics [My Copy] (19 Oct 2009) by Robert Adler, John Ewing, Peter Taylor posted to stochastic-calculus by lehalle on 2009-11-01 10:05:30 as along with 16 people jake cyounkin abellogin operon tongbing birukou krisl ankurcha eisdur pak RMT cyberwulf dah ansobol mojin mxhf
	Perturbative Approach on Financial Markets [My Copy] (2 Jun 2008) by Simone Scotti posted to stochastic-calculus market-model finance by lehalle on 2009-10-29 17:39:51 as
	Statistics of Random Processes II [My Copy] (12 December 2000) by Robert S. Liptser, Albert N. Shiryaev posted to book differential equation extrapolation interpolation martingale statistics stochastic stochastic-calculus stochastic-control by hgfernan on 2009-07-05 12:35:45 as along with 2 people gtdj lehalle
	Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics) [My Copy] (25 August 1991) by Ioannis Karatzas, Steven E. Shreve posted to book brownian brownian-motion calculus finance motion stochastic stochastic-calculus by hgfernan on 2009-07-04 19:46:01 as along with 3 people lehalle nmdang quianominorleo
	Classical Potential Theory and Its Probabilistic Counterpart (Classics in Mathematics) [My Copy] (01 March 2001) by Joseph L. Doob posted to calculus classical potential probabilistic stochastic stochastic-calculus theory by hgfernan on 2009-07-04 19:37:47 as along with 1 person lehalle
	Lévy processes---from probability to finance and quantum groups [My Copy] Notices Amer. Math. Soc., Vol. 51, No. 11. (2004), pp. 1336-1347. by David Applebaum posted to brownian-motion finmath levy-processes stochastic-calculus by abelikoff on 2009-01-02 14:06:19 as along with 1 person ansobol
	Oscillating Brownian Motion [My Copy] Journal of Applied Probability, Vol. 15, No. 2. (1978), pp. 300-310. by Julian Keilson, Jon A. Wellner posted to brownian-motion probability stochastic-calculus by abelikoff on 2008-12-04 16:43:40 as
	Power and Bipower Variation with Stochastic Volatility and Jumps [My Copy] JOURNAL OF FINANCIAL ECONOMETRICS, Vol. 2, No. 1. (1 January 2004), pp. 1-37. by Ole E. Barndorff-Nielsen, Neil Shephard posted to estimation finance stochastic-calculus volatility by lehalle on 2008-07-14 23:15:15 as along with 1 person SJacewitz
	A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options [My Copy] The Review of Financial Studies, Vol. 6, No. 2. (1993), pp. 327-343. by Steven L. Heston posted to finance stochastic-calculus by lehalle on 2008-07-14 23:10:05 as along with 4 people SJacewitz mattlorig danfcook alexv
	A Theory of the Term Structure of Interest Rates [My Copy] Econometrica, Vol. 53, No. 2. (1985), pp. 385-407. by John C. Cox, Jr, Stephen A. Ross posted to finance stochastic-calculus by lehalle to the group assetpricing on 2008-07-14 23:08:26 as along with 6 people Dangerfc rivadeneyra ras jrblevin danfcook alexv
	Continuous Martingales and Brownian Motion (Grundlehren der mathematischen Wissenschaften) [My Copy] (22 December 2004) by Daniel Revuz, Marc Yor posted to probability stochastic-calculus by lehalle on 2008-06-18 13:54:34 as along with 2 people nmdang larrard
	Markov Chains (Cambridge Series in Statistical and Probabilistic Mathematics) [My Copy] (28 July 1998) by J. R. Norris posted to 1998 books borrowed-books statistics stochastic-calculus by quianominorleo on 2008-06-13 18:27:13 as along with 3 people hgfernan yaroslavvb daveh
	Random Walks and Random Environments: Random Walks Vol 1 [My Copy] (30 March 1995) by B. Hughes posted to 1995 books stochastic-calculus by quianominorleo on 2008-06-13 16:57:17 as along with 2 people and 2 groups A_Olympia yaroslavvb Philosophy_of_Information Blog_and_Wiki_Research
	Introduction to Stochastic Calculus with Applications [My Copy] (30 June 2005) by Fima C. Klebaner posted to 2005 bacr basi books stochastic-calculus by quianominorleo on 2008-06-09 10:49:03 as along with 2 people Dangerfc Borelli
	Discrete Parameter Martingales [My Copy] by J. Neveu posted to discrete-martingale stochastic-calculus by nmdang on 2008-06-01 09:31:39 as
	DNA, Words and Models: Statistics of Exceptional Words [My Copy] (14 November 2005) by S. Robin, F. Rodolphe, S. Schbath posted to 2005 biology books genomics stochastic-calculus by quianominorleo on 2008-05-25 07:42:53 as along with 4 people and 1 group suizan wilbur Ema aaronsmith 8_01
	Probabilistic and statistical properties of words: An overview [My Copy] Journal of Computational Biology, Vol. 7, No. 1-2. (2000), pp. 1-46. by G. Reinert, S. Schbath, M. S. Waterman posted to 0 2000 stochastic-calculus text by quianominorleo on 2008-05-25 07:30:43 as along with 2 people aaronsmith ardalby
	$My PDF mandelbrot_68_fractional.pdf$ Fractional Brownian Motions, Fractional Noises and Applications [My Copy] SIAM Review, Vol. 10, No. 4. (1968), pp. 422-437. by Benoit B. Mandelbrot, John W. Van Ness posted to 1968 pdf stochastic-calculus by quianominorleo on 2008-05-22 01:16:12 as along with 4 people and 2 groups jacopolamanna andreim27 klaush gi0rgi0ne Fjerdesal EntrepreneurialRisks
	Über die von der molekularkinetischen Theorie der Wärme geforderte Bewegung von in ruhenden Flüssigkeiten suspendierten Teilchen [My Copy] Annalen der Physik, Vol. 322, No. 8. (1905), pp. 549-560. by A. Einstein posted to 1905 pdf physics stochastic-calculus by quianominorleo on 2008-05-22 00:47:34 as along with 4 people and 1 group MarkEveritt toerst klaush holx Fjerdesal
	Options, Futures and Other Derivatives [My Copy] by John Hull posted to 1997 books eb finance my-books pi stochastic-calculus by quianominorleo on 2008-05-13 18:03:44 as
	Brownian Motion (Applications of Mathematics 11) [My Copy] (30 April 1980) by Takeyuki Hida posted to stochastic-calculus probability-theory pi nebis my-books finance eb books book-ex 1980 by quianominorleo on 2008-05-13 16:27:10 as
	Probabilités, statistique et processus stochastiques [My Copy] (31 August 2004) by Patrick Roger posted to stochastic-calculus statistics probability-theory pi my-books francais finance eb books 2004 by quianominorleo on 2008-05-13 15:48:17 as along with 1 person hgfernan
	HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACKMERTONSCHOLES [My Copy] Mathematical Finance, Vol. 18, No. 1. (January 2008), pp. 155-170. by Schachermayer, Walter, Teichmann, Josef posted to 2008 finance stochastic-calculus by quianominorleo on 2008-05-07 23:14:50 as
	Brownian Motion, "Diverse and Undulating" [My Copy] (14 May 2007) by Bertrand Duplantier posted to 2007 arxiv finance physics statistics stochastic-calculus by quianominorleo on 2008-05-07 23:11:42 as along with 2 people ansobol Borelli
	Controlled Markov Processes and Viscosity Solutions (Stochastic Modelling and Applied Probability) [My Copy] (17 November 2005) by Wendell H. Fleming, H. M. Soner posted to control stochastic-calculus by lehalle on 2008-01-02 12:41:22 as along with 1 person nmdang
	Stochastic Calculus in Manifolds (Universitext) [My Copy] (18 December 1989) by Michel Emery posted to stochastic-calculus by lehalle on 2007-09-24 09:25:31 as
	Smooth Ergodic Theory of Random Dynamical Systems (Lecture Notes in Mathematics) [My Copy] (19 September 1995) by Pei-Dong Liu, Min Qian posted to stochastic-calculus by lehalle on 2007-09-24 09:21:24 as
	Stochastic Calculus of Variations in Mathematical Finance [My Copy] (19 December 2005) by Paul Malliavin, Anton Thalmaier posted to finance stochastic-calculus by lehalle on 2007-09-24 09:19:18 as
	Réseaux et files d'attente: méthodes probabilistes (Mathématiques et Applications) [My Copy] (10 October 2000) by Philippe Robert posted to statistics stochastic-calculus by lehalle on 2007-09-24 09:17:50 as
	Limit Theorems for Stochastic Processes [My Copy] (16 December 2002) by Jean Jacod, Albert N. Shiryaev posted to stochastic-calculus by lehalle on 2007-09-24 09:12:02 as along with 1 person nmdang
	Essentials of Stochastic Finance: Facts, Models, Theory [My Copy] (15 April 1999) by Albert N. Shiryaev posted to finance statistics stochastic-calculus by lehalle on 2007-09-21 09:05:06 as along with 1 person nmdang
	Processes that can be Embedded in Brownian Motion [My Copy] The Annals of Probability, Vol. 6, No. 1. (1978), pp. 42-56. by Itrel Monroe posted to stochastic-calculus by lehalle on 2007-07-24 14:06:45 as
	Paul Wilmott on Quantitative Finance 3 Volume Set (2nd Edition) [My Copy] (10 March 2006) by Paul Wilmott posted to finance stochastic-calculus by lehalle on 2007-06-06 09:52:52 as along with 3 people ras financekev quianominorleo
	Statistical Aspects of the Fractional Stochastic Calculus [My Copy] (11 Sep 2006) by Ciprian A. Tudor, Frederi G. Viens posted to fbm probability-course sde stochastic-calculus by ansobol on 2006-09-12 09:46:31 as
	Elements of Stochastic Calculus via Regularisation [My Copy] (9 Mar 2006) by Francesco Russo, Pierre Vallois posted to ito stochastic-calculus stratonovich by ansobol on 2006-03-10 06:56:19 as
	Notes on the two-dimensional fractional Brownian motion [My Copy] (24 Feb 2006) by Fabrice Baudoin, David Nualart posted to 2d fbm stochastic-calculus by ansobol on 2006-02-27 07:21:36 as

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Tag stochastic-calculus [39 articles] Export

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