scientific article
zbMath1222.65011MaRDI QIDQ3013410
Publication date: 18 July 2011
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
predictionBrownian motionfinancial engineeringItô-Doob type stochastic differential equationtime series ARIMA models
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical methods (including Monte Carlo methods) (91G60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Prediction theory (aspects of stochastic processes) (60G25)
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