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Stochastic processes
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971	Statistics 955 Stochastic Calculus and Financial Applications Professor J. Michael Steele Prerequisites: This course is designed for students who want to develop professional skill in stochastic calculus and its applicat Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2011-09-10 17:01:52 Martingale theory Mathematical finance Integral calculus Girsanov theorem Stochastic calculus Black–Scholes Martingale representation theorem Martingale J. Michael Steele Statistics Stochastic processes Probability theory
972	Stochastic Calculus and Financial Applications Final Take Home Exam (Steele: Fall[removed]Instructions. You may consult any books or articles that you find useful. If you use a result that is not from our text, attach a co Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2010-12-11 08:08:00 Black–Scholes Wiener process Martingale Hitting time Differential equation Itō diffusion Heat equation Statistics Stochastic processes Brownian motion
973	Deterministic criteria for the absence of arbitrage in diffusion models Aleksandar Mijatovi´c Department of Mathematics Imperial College London 6th World Congress of the Bachelier Finance Society Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 11:39:37 Mathematics Mathematical sciences Probability theory Risk-neutral measure No free lunch with vanishing risk Structure Martingale Model theory Mathematical finance Statistics Stochastic processes
974	Pricing Options on Variance in Affine Stochastic Volatility Models Johannes Muhle-Karbe Joint work with Jan Kallsen and Moritz Voß 6th World Congress of the Bachelier Finance Society Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 18:54:11 Stochastic processes Options Technical analysis Volatility Stochastic volatility Wiener process Characteristic function Statistics Mathematical finance Probability theory
975	MICROMACHINED LINEAR BROWNIAN MOTOR: NET-UNIDIRECTIONAL TRANSPORT OF NANOBEADS BY TAMED BROWNIAN MOTION WITH ELECTROSTATIC RECTIFICATION Ersin Altintas1, Karl F. Böhringer2, and Hiroyuki Fujita1 1 Add to Reading List Source URL: www.ee.washington.edu Language: English - Date: 2006-11-21 02:08:32 Stochastic processes Science Statistical mechanics Brownian motion Colloidal chemistry Fractals Brownian ratchet Brownian motor Diffusion Physics Nanotechnology Statistics
976	Stochastic chemical kinetics on an FPGA: Bruce R Land Introduction As you read this, there are thousands of chemical reactions going on in your body. Some are very fast, for instance, the binding of neurotransmitters in Add to Reading List Source URL: people.ece.cornell.edu Language: English - Date: 2011-01-04 10:59:21 Catalysis Enzymes Stochastic processes Starch Enzyme Michaelis–Menten kinetics Chemical reaction Reaction rate Order of reaction Chemistry Physical chemistry Chemical kinetics
977	An integrated RBFN-based macro-micro multi-scale method for computation of visco-elastic fluid flows C.-D. Tran1 , D.-A. An-Vo,1 N. Mai-Duy1 and T. Tran-Cong1 Abstract: This paper presents a numerical approach for macro- Add to Reading List Source URL: eprints.usq.edu.au Language: English - Date: 2013-07-02 21:07:44 Stochastic processes Multivariable calculus Partial differential equation Constitutive equation Collocation method Stochastic differential equation Differential equations Mathematical analysis Mathematics
978	SPEED PERFORMANCE AND CONTROL OF A MICROMACHINED LINEAR BROWNIAN MOTOR Ersin Altintas1, Edin Sarajlic1, Karl F. Böhringer2, and Hiroyuki Fujita1 CIRMM, Institute of Industrial Science, The University of Tokyo, JAPAN 2 Add to Reading List Source URL: www.ee.washington.edu Language: English - Date: 2007-10-23 10:17:14 Transport phenomena Statistical mechanics Stochastic processes Nanotechnology Probability and statistics Brownian motion Brownian motor Gas Kinetic theory Physics Statistics Thermodynamics
979	Degenerate processes and degenerate parabolic PDEs Elliptic variational inequalities for the Heston operator Parabolic variational inequalities for the Heston operator American-style options, stochastic volatility, and d Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-23 10:04:20 Calculus of variations Differential equations Obstacle problem Parabolic partial differential equation Variational inequality Heston Stochastic volatility Calculus Mathematical analysis Partial differential equations
980	Tina Memo No[removed]Internal Report Products and Convolutions of Gaussian Probability Density Functions P.A. Bromiley Add to Reading List Source URL: www.tina-vision.net Language: English - Date: 2015-03-03 20:07:01 Fourier analysis Gaussian function Stochastic processes Image processing Normal distribution Multivariate normal distribution Fourier transform Convolution Gaussian process Mathematical analysis Mathematics Statistics