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Short-term demographic interactions in pre-census England : a stochastic differential equations approach
Bailey, Roy E.; Chambers, Marcus J. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000859986
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Parameter identification for deterministic and stochastic differential equations using the "collage method" for fixed point equations
Capasso, Vicenzo; Kunze, Herb E.; La Torre, Davide; … - 2008
Persistent link: https://www.econbiz.de/10003783850
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Pricing temperature derivatives using a partial differential equation approach in incomplete markets
Ehlers, Manuel - 2008
Persistent link: https://www.econbiz.de/10003781004
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Applications of Fourier transform to smile modeling : theory and implementation
Zhu, Jianwei - 2010 - 2., ed.
Persistent link: https://www.econbiz.de/10003834547
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Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann - 2008
Persistent link: https://www.econbiz.de/10003795449
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Linear hyperfinite Lévy integrals
Herzberg, Frederik - 2008
processes is consistent with the classical theory of pathwise stochastic integration with respect to (C^2 functions of) jump … Lévy processes. -- Lévy processes ; Stochastic integration ; Nonstandard analysis ; Itô formula …
Persistent link: https://www.econbiz.de/10003818244
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Flexible stochastic differential equation modeling for open-source-software reliability assessment
Tamura, Yoshinobu; Yamada, Shigeru - In: Recent advances in stochastic operations research II, (pp. 285-300). 2009
Persistent link: https://www.econbiz.de/10003847912
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Production technologies in stochastic continuous time models
Wälde, Klaus - 2009
qualitative analysis. Very precise and intuition-building results are obtained by working with models which provide closed …
Persistent link: https://www.econbiz.de/10003897386
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Polar sets of anisotropic Gaussian random fields
Söhl, Jakob - 2009
This paper studies polar sets of anisotropic Gaussian random elds, i.e. sets which a Gaussian random eld does not hit almost surely. The main assumptions are that the eigenvalues of the covariance matrix are bounded from below and that the canonical metric associated with the Gaussian random eld...
Persistent link: https://www.econbiz.de/10003905608