Search - stochastic differential equation

Search - stochastic differential equation - List

[Other resource] ekff DL : 0: 用Matlab编写的求解高斯线型随机差分方程的离散扩展卡尔曼滤波程序。-Matlab prepared for the linear Gaussian stochastic differential equation expansion of discrete Kalman filter procedures.
Update : 2008-10-13 Size : 1.75kb Publisher : luqing
[WEB Code] itonpose DL : 0: 型随机微分方程的线性二次控制,线性二次控制 -stochastic differential equation of the linear quadratic control, linear quadratic control the linear quadratic control
Update : 2008-10-13 Size : 244.99kb Publisher : wang
[matlab] ekff DL : 0: 用Matlab编写的求解高斯线型随机差分方程的离散扩展卡尔曼滤波程序。-Matlab prepared for the linear Gaussian stochastic differential equation expansion of discrete Kalman filter procedures.
Update : 2025-02-19 Size : 1kb Publisher : luqing
[Documents] itonpose DL : 0: 型随机微分方程的线性二次控制,线性二次控制 -stochastic differential equation of the linear quadratic control, linear quadratic control the linear quadratic control
Update : 2025-02-19 Size : 245kb Publisher : wang
[Algorithm] Toolbox DL : 0: 随机微分方程的求解现在是一个挑战性课题，这里给出一个外国人编写的关于随机微分方程的求解的工具箱，希望能帮助各位同行，同时有问题一起讨论。-Solution of stochastic differential equation is a challenging task, where a foreigner is given on the preparation of the solution of stochastic differential equation toolbox, hope to help you peer at the same time there are problems to discuss.
Update : 2025-02-19 Size : 3.32mb Publisher : cbzeng
[matlab] 1 DL : 0: 随机时滞微分方程的时间演化，概率密度及相图-phase diagram of stochastic delay differential equation
Update : 2025-02-19 Size : 2kb Publisher : shenjianwei
[Software Engineering] EKF DL : 0: 扩展卡尔曼滤波算法程序，MATLAB编写。相当好用-Extended Kalman filter algorithm program, MATLAB write. Very nice
Update : 2025-02-19 Size : 11kb Publisher : 刘海
[matlab] stochastic DL : 0: In probability theory, a stochastic process, or sometimes random process, is the counterpart to a deterministic process (or deterministic system). Instead of dealing with only one possible reality of how the process might evolve under time (as is the case, for example, for solutions of an ordinary differential equation), in a stochastic or random process there is some indeterminacy in its future evolution described by probability distributions. This means that even if the initial condition (or starting point) is known, there are many possibilities the process might go to, but some paths may be more probable and others less.
Update : 2025-02-19 Size : 3kb Publisher : hazhiriq200
[AI-NN-PR] lab432 DL : 0: Matlab动力系统和时间序列分析工具箱:这个工具箱用来分析动力系统和时间序列，它可以定制为：常微分方程、随机微分方程。所有分析的方法被封装在工具箱中，你可以通过命令行或GUI来调用。包含的功能： ODE常微分方程, SDE随机微分方程和map integration 分析时间序列，过滤、归一化/均衡化、直方图、2D直方图、ACF, MAI, FFT,最大lyapunov指数计算、模式识别。动力系统分析：创建Poincare截面、分岔图、计算lyapunov指数。-The kit used to analyze the power systems and time series, it can be customized as: ordinary differential equations, stochastic differential equations. All analysis methods are encapsulated in the toolbox, you can call the command line or GUI. Includes features: ODE ordinary differential equation, SDE Stochastic Differential Equations and map integration analysis of time series, filtering, normalization/equalization, histogram, 2D histogram, ACF, MAI, FFT, the maximum lyapunov index, pattern recognition . Power System Analysis: Creating Poincare section, bifurcation diagrams, calculations lyapunov index.
Update : 2025-02-19 Size : 373kb Publisher : 朱凤宇
[matlab] SDE-Rungekuta DL : 0: an iterative method to solve a Stochastic Differential Equation by using Euler, Millstein, and Runge Kutta Method
Update : 2025-02-19 Size : 1kb Publisher : Poetri
[matlab] error-SDE DL : 0: To show the error of the calculated solution for a Stochastic Differential Equation (SDE) from Euler , Millstein, and Runge Kutta Method
Update : 2025-02-19 Size : 1kb Publisher : Poetri
[matlab] RMSE DL : 0: To find the root mean square error of the calculated solution for a Stochastic Differential Equation (SDE) from Euler , Millstein, and Runge Kutta Method
Update : 2025-02-19 Size : 1kb Publisher : Poetri
[matlab] 88stochasticdifferential-111 DL : 0: 很好的实用的随机微分方程求解工具箱，可以用来求解随机微分方程，还可以用于金融工程应用经济学等-Good practical stochastic differential equation toolbox
Update : 2025-02-19 Size : 3.32mb Publisher : 踩庆
[Algorithm] Archive DL : 0: Stochastic Differential Equation Solver
Update : 2025-02-19 Size : 4kb Publisher : SophTestSL
[Algorithm] Bayesian-Estimates- DL : 0: 用R做贝叶斯估计，估计随机微分方程中的参数-Bayesian estimation made by R, the parameter estimates stochastic differential equation
Update : 2025-02-19 Size : 4kb Publisher : Ya Zhi song
[matlab] PLAIN-VANILLA-OPTIONS-EUROPEAN-PUT-AND-CALL DL : 0: We assume that the asset S(t) follows the stochastic differential equation (Geometric Brownian Motion) we have studied in Chapter 8 under the risk-neutral probability: dS(t) = r S(t)dt + σ S(t)d 4W(t), where 4W is the Brownian motion under the risk-neutral probability.We will simulate 10 batches of 5000 paths each (NbTraj = 5000) to price a European put as well as a call. The option value corresponds to the average value of its discounted future payoffs under the risk-neutral probability. We will therefore reproduce the dynamics of future prices of the underlying asset using computers, and calculate next the future payoffs to be obtained by the option holder
Update : 2025-02-19 Size : 387kb Publisher : smartwm3
[matlab] SDE DL : 0: 随机微分方差（SDE）求解程序，详解，有说明，有直接点击运行的代码，代码有讲解，一看就懂，布朗运动模拟实验代码。一学就会直接拿来用。-Stochastic differential equation (SDE) to solve the program, detailed, there are instructions, there is a direct click to run the code, the code has to explain, a look to understand, Brown motion simulation code. A school will be directly used.
Update : 2025-02-19 Size : 526kb Publisher : freedomhe
[Mathimatics-Numerical algorithms] YIQLWDL DL : 0: Realize boundary fitting control stochastic differential equation and program can be run in MATLAB environment
Update : 2025-02-19 Size : 224kb Publisher : inteungl
[matlab] hurose_constructor DL : 0: Realize boundary fitting control stochastic differential equation and program can be run in MATLAB environment
Update : 2025-02-19 Size : 196kb Publisher : lrnpv+308
[OS program] cgamcetrulesequential DL : 0: 实现边界随机微分方程拟合控制,程序可在MATLAB环境下运行-Realize boundary fitting control stochastic differential equation and program can be run in MATLAB environment
Update : 2025-02-19 Size : 224kb Publisher : JM@746

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