نتایج جستجو برای: stochastic calculus

تعداد نتایج: 185221  

Journal: :Progress of Theoretical Physics Supplement 2013

2005
Leonard Goldstein

3 Modelling 5 3.1 Basic model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 3.1.1 Stochastic π-calculus implementation . . . . . . . . . . . . 5 3.1.2 Model parameters and discussion . . . . . . . . . . . . . . 8 3.1.3 Simulation results . . . . . . . . . . . . . . . . . . . . . . 10 3.2 Flytrap model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 3.2.1 Stochastic ...

Journal: :Electronic Notes in Theoretical Computer Science 2009

Journal: :EURASIP Journal on Advances in Signal Processing 2005

Journal: :Journal of Physics A: Mathematical and Theoretical 2015

Journal: :Annales de la faculté des sciences de Toulouse Mathématiques 2006

Journal: :SIAM Journal on Control and Optimization 2000

2018
Nicolas MARIE

Motivated by a problematic coming from mathematical finance, the paper deals with existing and additional results on the continuity and the differentiability of the Itô map associated to rough differential equations. These regularity results together with the Malliavin calculus are applied to the sensitivities analysis of stochastic differential equations driven by multidimensional Gaussian pro...

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