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15
Math.TechQA.Club
2016-02-19 06:05:10
792
Views
conversion from stratonovich SDE to Ito's form?
Published on
19 Feb 2016 - 6:05
#ordinary-differential-equations
#stochastic-calculus
#stochastic-differential-equations
1.4k
Views
Fokker Planck and SDE
Published on
23 Feb 2016 - 15:41
#partial-differential-equations
#stochastic-differential-equations
115
Views
Characterisations of Markov Processes: SDE's , Generators,...
Published on
26 Feb 2016 - 13:54
#probability-theory
#markov-chains
#markov-process
#stochastic-differential-equations
128
Views
Expectation equals to Black-Scholes Equation
Published on
27 Feb 2016 - 4:43
#probability
#expectation
#stochastic-calculus
#finance
#stochastic-differential-equations
298
Views
Itos formula on a transformation of bessel Processes
Published on
02 Mar 2016 - 1:56
#probability-theory
#brownian-motion
#stochastic-integrals
#stochastic-differential-equations
2.5k
Views
Is knowledge of PDE useful for SDE?
Published on
03 Mar 2016 - 20:02
#partial-differential-equations
#soft-question
#stochastic-analysis
#stochastic-differential-equations
185
Views
Solve the SDE $dX_t=\alpha \,dt + \sigma X_t \,dB_t$, $X_0=x_0$
Published on
06 Mar 2016 - 20:10
#stochastic-calculus
#stochastic-differential-equations
123
Views
calculation of mean curvature?
Published on
08 Mar 2016 - 14:26
#calculus
#differential-geometry
#stochastic-differential-equations
2.4k
Views
Solve the stochastic differential equation $dX_t = \alpha X_t \, dW_t + \sigma X_t \, dt$
Published on
11 Mar 2016 - 23:17
#probability-theory
#stochastic-calculus
#brownian-motion
#stochastic-differential-equations
876
Views
Applying ito integral to a specific example
Published on
14 Mar 2016 - 5:47
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stochastic-differential-equations
162
Views
Laplace transform of survival probability for stochastic diffusion
Published on
15 Mar 2016 - 13:26
#stochastic-processes
#stochastic-calculus
#brownian-motion
#stochastic-integrals
#stochastic-differential-equations
3.3k
Views
Using Ito's lemma to find a SDE
Published on
17 Mar 2016 - 17:15
#probability-theory
#stochastic-calculus
#brownian-motion
#stochastic-differential-equations
82
Views
Solve this simple Linear SDE?
Published on
26 Mar 2016 - 17:05
#stochastic-processes
#stochastic-calculus
#stochastic-differential-equations
523
Views
SDE Integration: Normal-Mean Reverting Process - Question
Published on
29 Mar 2016 - 21:12
#stochastic-processes
#stochastic-calculus
#finance
#stochastic-integrals
#stochastic-differential-equations
738
Views
Coefficient matching method for SDEs
Published on
10 Apr 2016 - 13:20
#stochastic-differential-equations
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