Martingales, diffusions and financial mathematics
Measure theory, discrete time martingales and discrete time option pricing. Continuous time martingales. Stochastic integrals, calculus and differential equations. Option pricing in continuous time. Random measures, stochastic calculus (characteristics).
Подобные документы
The textbook includes topics of discrete mathematics. Relations: binary relations, pictorial representatives of relations, inverse relation, functional relation. Mathematical logic: propositions and compound statements, basic laws of logical operations.
учебное пособие, добавлен 11.10.2014Using methods of discrete mathematics in the field of virtual isolation and its application in the scientific theory of numbers, groups, combinatorics and graph theory. Specifics arithmetic methods data comparisons. Construction of a matrix atom.
книга, добавлен 08.03.2014Mathematics as a fundamental science. The place in its structure of differential equations is one of the most harmonious ways of knowing the universe. Study of the algorithm for constructing compartmental (SIR) models, based on differential equations.
статья, добавлен 10.08.2022Sums, floors and recurrences. Finite and infinite calculus. Hypergeometric functions and transformations. Special, exponential generating functions. Euler’s summation formula. Domino theory and change. Partial hypergeometric sums. Stirling numbers.
учебное пособие, добавлен 25.11.2013The basics of cryptography and its levels of reliability. Secret key cryptosystem and symmetric ciphers, message authentication codes. Fundamentals of discrete mathematics, homomorphisms and isomorphisms. Modular arithmetic and function Euler's Totient.
учебное пособие, добавлен 19.03.2014The theory of inverse problems for differential equations as fields of applied mathematics. In article attention that when training in the inverse problems for differential equations at students scientific and cognitive potential develops is paid.
статья, добавлен 29.03.2021Normed linear spaces and Banach spaces. Basic properties of inner-products. Best approximation and orthogonal projections. Compact operators on a Banach space. Boundary value problems. Dierential calculus in Banach spaces and the calculus of variations.
учебное пособие, добавлен 03.07.2013The fundamentals of the theory of automata, formal languages, and regular, context-free grammar. Discussion of the principle of Turing, which formalize the concept of soluble and insoluble problems, the definition of time and space evaluation algorithms.
книга, добавлен 18.09.2012List of the adopted abbreviations and designations. The complexity of configurations. Architecture – models and their appendices. Extreme constructive possibilities. The complexity of finite configurations. Formal discrete models of self reproduction.
учебное пособие, добавлен 09.05.2014Evidence the well-posedness of Fourier problems for anisotropic parabolic equations with variable exponents of nonlinearity without any assumptions on the solution behavior and growth of the initial data as time variable tends to minus in nity.
статья, добавлен 19.02.2016The definitions which characterize a problem of parameters of DL-based assumptions related to discrete logarithms and impact of granularity of them. Difficulties of the generic model that identify the parameters relevant to cryptographic assumptions.
научная работа, добавлен 15.09.2012Complete discrete valuation fields. Extensions of discrete valuation fields. Cyclic extensions of prime degree. The Hasse–Herbrand function. The norm and Ramication groups. The milnor K-groups of a local field. The group of units of local number fields.
учебное пособие, добавлен 03.07.2013Rules for binary addition, multiplication, subtraction and division. Time complexity of extended Euclidean algorithm. Existence of multiplicative inverse. Cancellation law of congruence. Introduction to finite field theory. Corollary of Euler’s theorem.
статья, добавлен 08.03.2014Finding common solutions of linear differential equations of the fourth order, the coefficients of which satisfy the system of three differential equations of the first order. The problem of conformal mapping of polygons, whose sides are arcs of circles.
статья, добавлен 04.02.2017The optimal method of teaching trigonometric equations in the high school mathematics course based on the curriculum. The place and meaning of trigonometric equations and inequalities in the school mathematics course, features of their solution.
статья, добавлен 07.09.2023Role of Euler`s number in differential and integral calculus, in algebra. Consideration of a new limit for the number e and giving its rigorous proof using the apparatus of mathematical analysis. Combinatorial interpretation is given for Euler’s number.
статья, добавлен 28.08.2020Separating the foundations of mathematics from philosophy. Difference between the theory of formal systems theory and evidence. Classical first order predicate logic. Elementary and full analysis. Existing proof theory. Infinitely long expressions.
статья, добавлен 09.09.2012Thin and sparse metric spaces as asymptotic counterparts of discrete and very close to discrete metric spaces respectively. Classify thin metric spaces up to coarse equivalence. The types of sparse spaces and construct the spaces of distinct types.
статья, добавлен 19.02.2016Characterization of symmetric linear functionals as the simplest polynomials. The proof of the theory that every symmetric continuous linear functional on the complex space L (0,1) can be represented as the Lebesgue integral, multiplied by a constant.
статья, добавлен 25.03.2016Solving the Cauchy problem for the heat equation with random factors as a classical problem in mathematical physics. The main stochastic processes in the Orlicz space. Estimates of the distribution of the supremum of a solution of the heat equation.
статья, добавлен 25.03.2016Моделирование на основе временных рядов. Формальные критерии аппроксимации и статистические гипотезы. Изучение моделей с переменной структурой. Проверка на значимость коэффициентов регрессии. Руководство по использованию программы Time Series Processing.
методичка, добавлен 26.05.2012Properties of Probability Distributions. Conditional Distributions and Expectation. Characteristic Functions, Moments and Cumulants. Parametric Families of Distributions. Distribution Theory for Functions of Random Variables, Approximation of Integrals.
учебное пособие, добавлен 25.11.2013Investigation analytically specificity of numerical integration of ordinary second-order differential equations for systems with Coulomb and viscous friction. Developing and extending of modification of Runge-Kutta formulas for mentioned systems.
статья, добавлен 14.09.2016Several aspects of systems theory. Arithmetic of cardinal numbers. Crises of naive set theory. Constructions of ordinal and cardinal number systems. Growth of the polish school of mathematics. Bellman’s principle of optimality and its generalizations.
книга, добавлен 25.11.2013Study of the content of Galileo's revolution in science, which introduced into science the analytical method typical of the general modern thinking. Familiarization with the method of determining the laws of motion of objects using time functions.
статья, добавлен 10.04.2023