User:Waterbug89/Books/stochastic calculus

Stochastic calculus, equations, processes, and thms

stochastic analysis

Stochastic calculus

H-derivative

Integral representation theorem for classical Wiener space

Integration by parts operator

Itô calculus

Itô isometry

Itô's lemma

Malliavin calculus

Malliavin derivative

Master equation

Ornstein–Uhlenbeck operator

Paley–Wiener integral

Palm calculus

Quantum stochastic calculus

Reflection principle (Wiener process)

Skorokhod integral

Skorokhod problem

Stochastic differential equation

Stochastic discount factor

Stratonovich integral

Affine term structure model

Beverton–Holt model

Black–Scholes model

Bond fluctuation model

Cellular Potts model

Cox–Ingersoll–Ross model

Dynamic scaling

Ehrenfest model

Gilbert–Shannon–Reeds model

Interdependent networks

Kolmogorov equations

Linear-nonlinear-Poisson cascade model

Monte Carlo molecular modeling

MPMC

Random neural network

Restricted Boltzmann machine

Sethi model

Stochastic cellular automaton

Stochastic chains with memory of variable length

Stochastic modelling (insurance)

Stochastic process

Substitution model

Voter model

Weighted planar stochastic lattice

WSSUS model

Arrow–Debreu model

Binomial options pricing model

Black model

Black–Litterman model

Brownian model of financial markets

Chepakovich valuation model

Cheyette model

Constant elasticity of variance model

Consumption-based capital asset pricing model

Dividend discount model

Financial models with long-tailed distributions and volatility clustering

Heston model

Korn–Kreer–Lenssen model

LIBOR market model

SABR volatility model

Single-index model

Stochastic investment model

T-model

Treynor–Black model

Wilkie investment model

Acceptance set

Betavexity

Capital asset pricing model

Cascades in financial networks

Coherent risk measure

Consistent pricing process

Deviation risk measure

Discounted maximum loss

Distortion risk measure

Diversification (finance)

Downside beta

Downside risk

Dual-beta

Dynamic risk measure

Entropic risk measure

Entropic value at risk

Expected shortfall

Exponential utility

Extreme value theory

Fama–French three-factor model

Financial risk modeling

Historical simulation (finance)

Hyperbolic absolute risk aversion

Isoelastic utility

Jarrow–Turnbull model

Modern portfolio theory

Multiple factor models

Risk aversion

Risk measure

Risk-neutral measure

RiskMetrics

Solvency cone

Spectral risk measure

Superhedging price

Tail value at risk

Time consistency

Two-moment decision model

Upside beta

Upside risk

Value at risk

XVA

Short-rate model

Black–Derman–Toy model

Black–Karasinski model

Chen model

Ho–Lee model

Hull–White model

Kalotay–Williams–Fabozzi model

Lattice model (finance)

Longstaff–Schwartz model

Rendleman–Bartter model

Vasicek model

Doubly stochastic model

Time-inhomogeneous hidden Bernoulli model

Markov random field

Factor graph

Hammersley–Clifford theorem

Hidden Markov random field

Markov blanket

Markov logic network

Probabilistic soft logic

Boolean model (probability theory)

Complete spatial randomness

Gaussian random field

User:Improbable keeler/sandbox

Interacting particle system

Point process

Point process operation

Poisson point process

Random field

Stochastic geometry

Stochastic geometry models of wireless networks

Superprocess

Variogram

Determinantal point process

Dynamic contagion process

Factorial moment measure

Index of dispersion

Kernel (statistics)

Laplace functional

Moment measure

Overdispersion

Palm–Khintchine theorem

Renewal theory

Residual time

Bruss–Duerinckx theorem

Bussgang theorem

Clark–Ocone theorem

Doob decomposition theorem

Dudley's theorem

Foster's theorem

Girsanov theorem

Ignatov's theorem

Kolmogorov continuity theorem

Kolmogorov extension theorem

Minlos' theorem

Schilder's theorem

Evacuation process simulation

Gard model

Gillespie algorithm

Importance sampling

Kinetic Monte Carlo

Mean field particle methods

Monte Carlo method

Network traffic simulation

Particle filter

Simulation language

Stochastic process rare event sampling

Stochastic roadmap simulation

Stochastic simulation

Tau-leaping

Antithetic variates

Stratified sampling

Variance reduction

VEGAS algorithm

Piecewise-deterministic Markov process

Absorbing Markov chain

Additive Markov chain

Birth–death process

Branching process

Brownian meander

Burstiness

Chapman–Kolmogorov equation

Conductance (graph)

Diffusion process

Dirichlet form

Feller process

Fleming–Viot process

Gauss–Markov process

Harris chain

Hunt process

Kelly's lemma

Kemeny's constant

Kolmogorov equations (Markov jump process)

Kolmogorov's criterion

Lévy flight

Lumpability

Markov additive process

Markov chain

Markov chain approximation method

Markov chain mixing time

Markov chains on a measurable state space

Markov decision process

Markov information source

Markov kernel

Markov property

Markov renewal process

Markov reward model

Markovian arrival process

Matrix analytic method

Memorylessness

Multiscale decision-making

Nearly completely decomposable Markov chain

Ornstein–Uhlenbeck process

Partially observable Markov decision process

Perron–Frobenius theorem

Poisson clumping

Quasi-birth–death process

Queueing theory

Spectral expansion solution

Subshift of finite type

Telescoping Markov chain

Transition rate matrix

Uniformization (probability theory)

Vacancy chain

Automatic basis function construction

Hamilton–Jacobi–Bellman equation

Linear–quadratic–Gaussian control

Mabinogion sheep problem

Merton's portfolio problem

Multiplier uncertainty

Optimal projection equations

Robust control

Separation principle

Stochastic control

Witsenhausen's counterexample

Random dynamical system

Absorbing set (random dynamical systems)

Base flow (random dynamical systems)

Brownian motion of sol particles

Crackling noise

Krylov–Bogolyubov theorem

Pullback attractor

Random compact set