Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with stochastic-calculus
Search options not deleted
user 30684
Stochastic calculus provides a consistent theory of integration for stochastic processes and is used to model random systems. Its applications range from statistical physics to quantitative finance.
3
votes
Origins and Industrial Applications of stochastic processes (eg. Brownian motion) on Riemann...
A somewhat recent engineering application is in study of dynamics and control on manifolds such as SO(3), which is the manifold on which the (position) state of a rotating rigid body (such as a satell …
- 2,281
3
votes
Accepted
PDE-oriented textbook on probability and random processes?
Stochastic processes and application by Pavliotis is a good one.
- 2,281