Nature

Stochastic Processes and Anomalous Diffusion

Stochastic processes provide a mathematical framework to describe systems evolving under intrinsic randomness, while anomalous diffusion refers to the deviation from classical Brownian motion where ...
JSTOR Daily

Numerical Solution of Stochastic Differential Equations with Constant Diffusion Coefficients

Mathematics of Computation, Vol. 49, No. 180 (Oct., 1987), pp. 523-542 (20 pages) We present Runge-Kutta methods of high accuracy for stochastic differential ...
JSTOR Daily

Stochastic Functional Data Analysis: A Diffusion Model-Based Approach

This is a preview. Log in through your library . Abstract This article presents a new modeling strategy in functional data analysis. We consider the problem of estimating an unknown smooth function ...
EurekAlert!

DPM-Solver++: Fast solver for guided sampling of diffusion probabilistic models

Previous high-order solvers are unstable for guided sampling: Samples use the pre-trained DPMs on ImageNet 256 256 with a classifier guidance scale 8.0, varying different samplers (and different ...
lse

Stochastic Processes

This course is compulsory on the MSc in Financial Mathematics and MSc in Risk and Stochastics. This course is available on the MSc in Applicable Mathematics, MSc in Econometrics and Mathematical ...
Risk

An equity–interest rate hybrid model with stochastic volatility and the interest rate smile

We define an equity-interest rate hybrid model in which the equity part is driven by Heston stochastic volatility and the interest rate is generated by the displaced diffusion stochastic volatility ...
lse

Stochastic Processes

This course is compulsory on the MSc in Financial Mathematics and MSc in Risk and Stochastics. This course is available on the MSc in Applicable Mathematics, MSc in Econometrics and Mathematical ...