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Longer titles found: Backward stochastic differential equation (view), Tsirelson's stochastic differential equation (view), Deep backward stochastic differential equation method (view)

searching for stochastic differential equation 18 found (119 total)

alternate case: Stochastic differential equation

Quantum stochastic calculus (3,218 words) [view diff] no match in snippet view article find links to article

Quantum stochastic calculus is a generalization of stochastic calculus to noncommuting variables. The tools provided by quantum stochastic calculus are

Gurzadyan-Savvidy relaxation (1,526 words) [view diff] exact match in snippet view article find links to article

_{dyn}N^{1/3}} has been rederived by Gurzadyan and Kocharyan using stochastic differential equation approach Observational support to the GS-time scale is reported

Belavkin equation (3,349 words) [view diff] exact match in snippet view article find links to article

filtering equation, stochastic master equation, is a quantum stochastic differential equation describing the dynamics of a quantum system undergoing observation

Process (686 words) [view diff] exact match in snippet view article find links to article

that models a population Diffusion process, a solution to a stochastic differential equation Empirical process, a stochastic process that describes the

Martingale pricing (618 words) [view diff] exact match in snippet view article find links to article

rate r ( t ) {\displaystyle r(t)} . The portfolio obeys the stochastic differential equation d X ( t ) = Δ ( t ) d S ( t ) + r ( t ) ( X ( t ) − Δ ( t

Giorgio Parisi (1,961 words) [view diff] exact match in snippet view article find links to article

systems, the introduction of multifractals in turbulence, the stochastic differential equation for growth models for random aggregation (the Kardar–Parisi–Zhang

Adept (C++ library) (680 words) [view diff] exact match in snippet view article

(2016). "Boosting Bayesian parameter inference of nonlinear stochastic differential equation models by Hamiltonian scale separation". Phys. Rev. E. 93 (43313):

Vishal Misra (686 words) [view diff] exact match in snippet view article find links to article

internet infrastructure and design. Misra developed the first stochastic differential equation (fluid) model of TCP, which enabled formal control theoretic

Quantum Markov semigroup (1,633 words) [view diff] exact match in snippet view article find links to article

and unitarity of solution of a Hudson–Parthasarathy quantum stochastic differential equation, but also in deducing regularity conditions for paths of classical

Black–Scholes equation (2,720 words) [view diff] exact match in snippet view article find links to article

{\displaystyle {\frac {dS(t)}{S(t)}}=r\ dt+\sigma dW(t)} Since this stochastic differential equation (SDE) shows the stock price evolution is Markovian, any derivative

Fixed effects model (3,159 words) [view diff] exact match in snippet view article find links to article

pp. 36–39. ISBN 9780521022460. Garcia, Oscar. (1983). "A stochastic differential equation model for the height growth of forest stands". Biometrics.

Automated trading system (2,914 words) [view diff] exact match in snippet view article find links to article

mean-reverting time series can be represented by an Ornstein-Uhlenbeck stochastic differential equation: d x t = θ ( μ − x t ) d t + σ d W t {\displaystyle dx_{t}=\theta

Iterated filtering (2,588 words) [view diff] exact match in snippet view article find links to article

"Malaria in Northwest India: Data analysis via partially observed stochastic differential equation models driven by Lévy noise". Journal of the American Statistical

Consensus based optimization (1,568 words) [view diff] exact match in snippet view article find links to article

for the i {\displaystyle i} th particle is formulated as a stochastic differential equation, d x t i = − λ ( x t i − c α ( x t ) ) d t ⏟ consensus drift

Kelly criterion (5,670 words) [view diff] exact match in snippet view article find links to article

fraction to invest through geometric Brownian motion. The stochastic differential equation governing the evolution of a lognormally distributed asset

Glossary of mechanical engineering (10,427 words) [view diff] exact match in snippet view article find links to article

{\displaystyle dX_{t}=a(X_{t})dt+b(X_{t})dW} this is an Itō stochastic differential equation. Now by using Euler scheme, we integrate the parts of this

Separation principle in stochastic control (4,925 words) [view diff] exact match in snippet view article find links to article

Section 2.4 in Bensoussan is based on weak solutions of the stochastic differential equation. Considering such solutions of d x = A ( t ) x ( t ) d t +

Hyperbolastic functions (7,011 words) [view diff] case mismatch in snippet view article find links to article

Torres-Ruiz, Francisco (2021). "Hyperbolastic Models from a Stochastic Differential Equation Point of View". Mathematics. 9 (16): 1835. doi:10.3390/math9161835