Academic literature on the topic 'Itô process'
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Journal articles on the topic "Itô process"
Duong, Dam Ton, and Hao Ngoc Duong. "ITÔ – HERMITE RANDOM PROCESS." Science and Technology Development Journal 13, no. 3 (2010): 13–18. http://dx.doi.org/10.32508/stdj.v13i3.2149.
Full textBurdzy, Krzysztof, and Andrzej M{\polhk{a}}drecki. "Itô formula for an asymptotically $4$-stable process." Annals of Applied Probability 6, no. 1 (1996): 200–217. http://dx.doi.org/10.1214/aoap/1034968071.
Full textTappe, Stefan. "The Itô Integral with respect to an Infinite Dimensional Lévy Process: A Series Approach." International Journal of Stochastic Analysis 2013 (April 4, 2013): 1–14. http://dx.doi.org/10.1155/2013/703769.
Full textWeerasinghe, Ananda P. N. "Stationary stochastic control for Itô processes." Advances in Applied Probability 34, no. 1 (2002): 128–40. http://dx.doi.org/10.1239/aap/1019160953.
Full textWeerasinghe, Ananda P. N. "Stationary stochastic control for Itô processes." Advances in Applied Probability 34, no. 01 (2002): 128–40. http://dx.doi.org/10.1017/s0001867800011423.
Full textHolm, Darryl D. "Stochastic modelling in fluid dynamics: Itô versus Stratonovich." Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 476, no. 2237 (2020): 20190812. http://dx.doi.org/10.1098/rspa.2019.0812.
Full textJacod, Jean, Antoine Lejay, and Denis Talay. "Estimation of the Brownian dimension of a continuous Itô process." Bernoulli 14, no. 2 (2008): 469–98. http://dx.doi.org/10.3150/07-bej6190.
Full textLo, Andrew W. "Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data." Econometric Theory 4, no. 2 (1988): 231–47. http://dx.doi.org/10.1017/s0266466600012044.
Full textOgawa, Shigeyoshi, and Hideaki Uemura. "Identification of a noncausal Itô process from the stochastic Fourier coefficients." Bulletin des Sciences Mathématiques 138, no. 1 (2014): 147–63. http://dx.doi.org/10.1016/j.bulsci.2013.12.003.
Full textDI NUNNO, GIULIA, THILO MEYER-BRANDIS, BERNT ØKSENDAL, and FRANK PROSKE. "MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES." Infinite Dimensional Analysis, Quantum Probability and Related Topics 08, no. 02 (2005): 235–58. http://dx.doi.org/10.1142/s0219025705001950.
Full textDissertations / Theses on the topic "Itô process"
Nass, Aminu Ma'aruf. "Point symmetry methods for Itô Stochastic Differential Equations (SDE) with a finite jump process." Doctoral thesis, University of Cape Town, 2017. http://hdl.handle.net/11427/25387.
Full textSchnurr, Alexander. "The Symbol of a Markov Semimartingale." Doctoral thesis, Saechsische Landesbibliothek- Staats- und Universitaetsbibliothek Dresden, 2009. http://nbn-resolving.de/urn:nbn:de:bsz:14-ds-1244626491491-70401.
Full textSchnurr, Alexander. "The Symbol of a Markov Semimartingale." Doctoral thesis, Technische Universität Dresden, 2008. https://tud.qucosa.de/id/qucosa%3A23843.
Full textSabel, Till Verfasser], Axel [Akademischer Betreuer] Munk, and Lutz [Akademischer Betreuer] [Dümbgen. "Simultaneous Confidence Statements about the Diffusion Coefficient of an Itô-Process with Application to Spot Volatility Estimation / Till Sabel. Gutachter: Axel Munk ; Lutz Dümbgen. Betreuer: Axel Munk." Göttingen : Niedersächsische Staats- und Universitätsbibliothek Göttingen, 2014. http://d-nb.info/1054542279/34.
Full textSabel, Till Verfasser], Axel [Akademischer Betreuer] [Munk, and Lutz [Akademischer Betreuer] Dümbgen. "Simultaneous Confidence Statements about the Diffusion Coefficient of an Itô-Process with Application to Spot Volatility Estimation / Till Sabel. Gutachter: Axel Munk ; Lutz Dümbgen. Betreuer: Axel Munk." Göttingen : Niedersächsische Staats- und Universitätsbibliothek Göttingen, 2014. http://d-nb.info/1054542279/34.
Full textMBITI, JOHN N. "Deep learning for portfolio optimization." Thesis, Linnéuniversitetet, Institutionen för matematik (MA), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-104567.
Full textGalan, Tomáš. "Měření výkonnosti procesů v podmínkách obchodní společnosti." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-10480.
Full textKrál, Filip. "Vliv zralosti business procesů na provoz IT procesů." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-142261.
Full textSchütz, Martin. "Návrh procesů obchodního oddělení v IT společnosti a měření jejich výkonnosti." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-261830.
Full textBarva, Milan. "Návrh na řešení dopadů evropské legislativy na procesy obsluhy zákazníků." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2010. http://www.nusl.cz/ntk/nusl-222427.
Full textBooks on the topic "Itô process"
Bell, Steve. Lean enterprise systems: Using IT for continuous improvement. Wiley-Interscience, 2006.
Find full textMasya, Japhet K. Budgetary process in Kenya: Enhancement of its public accountability. Institute of Policy Analysis and Research, 2003.
Find full textBezúch, Bohuslav. Structure of hardwood lignin and its behaviour in kraft pulping. Paper and Pulp Research Institute, 1987.
Find full textWilimowska, Zofia. IT models in management process. Edited by Politechnika Wrocławska. Wrocław University of Technology, 2010.
Find full textE, Capetz Paul, ed. The monotheizing process: Its origins and development. Cascade Books, 2014.
Find full textDowson, A. G. Powder metallurgy: The process and its products. British Powder Metal Federation, 1986.
Find full textLientz, Bennet P. Breakthrough strategic IT and process planning. World Scientific Pub., 2010.
Find full textLientz, Bennet P. Breakthrough strategic IT and process planning. World Scientific, 2010.
Find full textBook chapters on the topic "Itô process"
Yan, Jia-An. "Itô Process and Diffusion Models." In Universitext. Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-13-1657-9_7.
Full textGusak, Dmytro, Alexander Kukush, Alexey Kulik, Yuliya Mishura, and Andrey Pilipenko. "Itô stochastic integral. Itô formula. Tanaka formula." In Theory of Stochastic Processes. Springer New York, 2009. http://dx.doi.org/10.1007/978-0-387-87862-1_13.
Full textWoyczynski, Wojbor A. "Itô Stochastic Differential Equations." In Diffusion Processes, Jump Processes, and Stochastic Differential Equations. Chapman and Hall/CRC, 2022. http://dx.doi.org/10.1201/9781003216759-7.
Full textNagasawa, Masao. "The Itô Calculus." In Stochastic Processes in Quantum Physics. Birkhäuser Basel, 2000. http://dx.doi.org/10.1007/978-3-0348-8383-2_16.
Full textPilorget, Lionel. "Process Dependencies." In Implementing IT Processes. Springer Fachmedien Wiesbaden, 2015. http://dx.doi.org/10.1007/978-3-658-04773-3_3.
Full textKalmpourtzis, George. "The Process Core." In Don't Force It, Solve It! CRC Press, 2022. http://dx.doi.org/10.1201/9781003050445-7.
Full textStephen, Mundwiller. "If It Ain’t Broke … Don’t Fix It." In Statistical Process Control. CRC Press, 2017. http://dx.doi.org/10.1201/9781351248518-8.
Full textMohapatra, Sanjay. "The Need for BPR and Its History." In Business Process Reengineering. Springer US, 2012. http://dx.doi.org/10.1007/978-1-4614-6067-1_2.
Full textOakland, John, and Robert Oakland. "Process capability for variables and its measurement." In Statistical Process Control, 7th ed. Routledge, 2018. http://dx.doi.org/10.4324/9781315160511-10.
Full textBorodin, Andrei N., and Paavo Salminen. "7. Ornstein–Uhlenbeck Process." In Probability and Its Applications. Birkhäuser Basel, 2002. http://dx.doi.org/10.1007/978-3-0348-8163-0_14.
Full textConference papers on the topic "Itô process"
Luo, Shunlong, Jia-an Yan, and Qiang Zhang. "Arbitrage Pricing Systems in a Market Driven by an Itô Process." In Proceedings of the International Conference on Mathematical Finance. WORLD SCIENTIFIC, 2001. http://dx.doi.org/10.1142/9789812799579_0022.
Full textLéandre, R. "Itô formula for an integro-differential operator without an associated stochastic process." In Proceedings of the 7th International ISAAC Congress. WORLD SCIENTIFIC, 2010. http://dx.doi.org/10.1142/9789814313179_0030.
Full textRay, Asok, and Ravindra Patankar. "Fatigue Crack Propagation Under Variable-Amplitude Load: Part II — A Stochastic Model." In ASME 1998 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 1998. http://dx.doi.org/10.1115/imece1998-0229.
Full textAndriukaitis, D., R. Anilionis, and T. Kersys. "LOCOS CMOS process simulation." In 28th International Conference on Information Technology Interfaces, 2006. IEEE, 2006. http://dx.doi.org/10.1109/iti.2006.1708530.
Full textDimitrova, A., T. Georgiev, A. Ratkov, et al. "Modelling of L-lysine purification process." In Proceedings 23rd International Conference Information Technology Interfaces. ITI 2001. IEEE, 2001. http://dx.doi.org/10.1109/iti.2001.938036.
Full textCorradini, Flavio, Giorgia Meschini, Alberto Polzonetti, and Oliviero Riganelli. "A Rule-Driven Business Process Design." In 2007 29th International Conference on Information Technology Interfaces. IEEE, 2007. http://dx.doi.org/10.1109/iti.2007.4283804.
Full textVranesic, Helena, and Lidia Rovan. "Ontology-based data warehouse development process." In Proceedings of the ITI 2009 31st International Conference on Information Technology Interfaces (ITI). IEEE, 2009. http://dx.doi.org/10.1109/iti.2009.5196080.
Full textIde, Masahiro, Mikio Aoyama, Tomoko Kishida, and Yasuhiro Kikushima. "An IT-driven business model design methodology and its evaluation." In 2014 IEEE 1st International Workshop on the Interrelations between Requirements Engineering & Business Process Management (REBPM). IEEE, 2014. http://dx.doi.org/10.1109/rebpm.2014.6890729.
Full textMajid, Masmaria Abdul, Zuriati Janin, and Abdul Aziz Ishak Mohd Nasir Taib. "Temperature control tuning for overdamped process response." In Its Applications (CSPA). IEEE, 2009. http://dx.doi.org/10.1109/cspa.2009.5069267.
Full textIsmail, Nurlaila, Mohd Hezri Fazalul Rahiman, and Mohd Nasir Taib. "Models for heating process — A review." In its Applications (CSPA). IEEE, 2011. http://dx.doi.org/10.1109/cspa.2011.5759881.
Full textReports on the topic "Itô process"
Matthews, Michael. Pinnacle: The Army's Effort to Reform Its Accession Process. Defense Technical Information Center, 2011. http://dx.doi.org/10.21236/ada543639.
Full textHammer, Mary. IT Solution to Improve the Permitting Process. Office of Scientific and Technical Information (OSTI), 2013. http://dx.doi.org/10.2172/1079473.
Full textZwack, Peter B. Syria and Its Role in the Arab-Israeli Peace Process. Defense Technical Information Center, 1986. http://dx.doi.org/10.21236/ada167384.
Full textDOE. THE ENGINEERING COMPLIANCE PROGRAM DEVELOPMENT PROCESS AND ITS ROLE IN DESIGN. Office of Scientific and Technical Information (OSTI), 1997. http://dx.doi.org/10.2172/776080.
Full textFuchs, Daniela, ed. Co-creation: a challenging process (ITA Dossier No.56en, Dec 2021). Self, 2022. http://dx.doi.org/10.1553/ita-doss-056en.
Full textCheung, Yin-Wong, Menzie Chinn, and Eiji Fujii. The Chinese Economies in Global Context: The Integration Process and Its Determinants. National Bureau of Economic Research, 2003. http://dx.doi.org/10.3386/w10047.
Full textGarcia, Samuel E. The 1973 Yom Kippur War: Its Surfacing Strategies and Ensuring Peace Process. Defense Technical Information Center, 1993. http://dx.doi.org/10.21236/ada283127.
Full textChandler, M. C. Nuclear Criticality Safety Bounding Analysis for the In-Tank Precipitation (ITP) Process. Office of Scientific and Technical Information (OSTI), 2001. http://dx.doi.org/10.2172/773928.
Full textBrauer, Gerhard. The New German Acquisition Process and Its Effects on Test and Evaluation. Defense Technical Information Center, 2001. http://dx.doi.org/10.21236/ada386263.
Full textHalstead, Ted W. Political Advisors: The Interagency Process As It Should Be. Defense Technical Information Center, 2002. http://dx.doi.org/10.21236/ada442956.
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