Výsledky vyhledávání - Probability theory and stochastic processes Stochastic analysis

Stochastic Processes and Applications SPAS2017, Västerås and Stockholm, Sweden, October 4-6, 2017 /

Stochastic Evolution Systems Linear Theory and Applications to Non-Linear Filtering / Autor Rozovsky, Boris L.

Simulation and Inference for Stochastic Processes with YUIMA A Comprehensive R Framework for SDEs and Other Stochastic Processes / Autor Iacus, Stefano M.

Computation and Combinatorics in Dynamics, Stochastics and Control The Abel Symposium, Rosendal, Norway, August 2016 /

Obsah: “…Facilitated Exclusion Process: Jinho Baik et al -- Stochastic Functional Differential Equations and Sensitivity to their Initial Path: D. …”

Stochastic Partial Differential Equations and Related Fields In Honor of Michael Röckner SPDERF, Bielefeld, Germany, October 10 -14, 2016 /

Obsah: “…Krylov, E. Priola, Poisson stochastic process and basic Schauder and Sobolev estimates in the theory of parabolic equations -- H. …”

Introduction to Stochastic Finance Autor Yan, Jia-An

Obsah: “…Foundation of Probability Theory and Discrete-time Martingales -- Portfolio Selection Theory in Discrete Time -- Financial Markets in Discrete Time -- Martingale Theory and Itˆo Stochastic Analysis -- The Black-Scholes Model and Its Modifications -- Pricing and Hedging of Exotic Options -- Itˆo Process and Diffusion Models -- Term Structure Models For Interest Rates -- Optimal Investment-Consumption Strategies in Diffusion Models -- Static Risk Measures -- Stochastic Calculus and Semimartingale Model -- Optimal Investment in Incomplete Markets -- Martingale Method for Utility Maximization -- Optimal Growth Portfolios and Option Pricing.…”

An Introduction to Random Currents and Their Applications Autor Capasso, Vincenzo

Invariant Markov Processes Under Lie Group Actions Autor Liao, Ming

Reflection Positivity A Representation Theoretic Perspective / Autor Neeb, Karl-Hermann

Pseudo-Regularly Varying Functions and Generalized Renewal Processes Autor Buldygin, Valeriĭ V.

Dynamic Markov Bridges and Market Microstructure Theory and Applications / Autor Çetin, Umut

Distributions in the Physical and Engineering Sciences, Volume 3 Random and Anomalous Fractional Dynamics in Continuous Media / Autor Saichev, Alexander I.

Estimation and Control of Dynamical Systems Autor Bensoussan, Alain

Demography and Health Issues Population Aging, Mortality and Data Analysis /

From Particle Systems to Partial Differential Equations PSPDE V, Braga, Portugal, November 2016 /

An Introduction to Single-User Information Theory Autor Alajaji, Fady

Control Engineering and Finance Autor Hacısalihzade, Selim S.

Differential Equations and Dynamical Systems 2 USUZCAMP, Urgench, Uzbekistan, August 8-12, 2017 /

Fractional Dynamics, Anomalous Transport and Plasma Science Lectures from CHAOS2017 /

Statistics and Simulation IWS 8, Vienna, Austria, September 2015 /

Obsah: “…Ukhinov) -- Part III: Simulation for stochastic processes and their applications -- 9. Simulation of stochastic processes with generation and transport of particles (Elena Ermishkina, Elena Yarovaya) -- 10. …”