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60H10 - Probability theory and stochastic processes :: Stochastic analysis :: Stochastic ordinary differential equations

  1. analytic solution of Black-Scholes PDE owned by stevecheng
  2. analytic solution to Ornstein-Uhlenbeck SDE owned by stevecheng
  3. associativity of stochastic integration owned by gel
  4. Black-Scholes formula owned by stevecheng
  5. Black-Scholes PDE owned by stevecheng
  6. derivation of Black-Scholes formula in martingale form owned by stevecheng
  7. dominated convergence for stochastic integration owned by gel
  8. Feynman-Kac formula owned by stevecheng
  9. generalized Ito formula owned by gel
  10. Ito's lemma owned by gel
  11. Itô integral owned by stevecheng
  12. Itô's formula owned by stevecheng
  13. no-arbitrage in the Black-Scholes pricing model owned by stevecheng
  14. Ornstein-Uhlenbeck process owned by stevecheng
  15. properties of X-integrable processes owned by gel
  16. quadratic variation owned by gel
  17. quadratic variation of Brownian motion owned by gel
  18. stochastic differential equation owned by stevecheng
  19. stochastic integral owned by gel
  20. stochastic integration as a limit of Riemann sums owned by gel
  21. stochastic integration by parts owned by gel

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