Igor Hlivka: New Applications
http://www.maplesoft.com/applications/author.aspx?mid=180171
en-us2017 Maplesoft, A Division of Waterloo Maple Inc.Maplesoft Document SystemSun, 26 Feb 2017 23:37:47 GMTSun, 26 Feb 2017 23:37:47 GMTNew applications published by Igor Hlivkahttp://www.mapleprimes.com/images/mapleapps.gifIgor Hlivka: New Applications
http://www.maplesoft.com/applications/author.aspx?mid=180171
Jump-diffusion stochastic processes with Maple
http://www.maplesoft.com/applications/view.aspx?SID=153516&ref=Feed
<p>The application presents and definition, creation and handling of jump-diffusion processes. In general, jump-diffusion is an extension to the theory of stochastic processes where the underlying parameters exhibit shocks and "jump" to their new values. Stochasticity with jumps is well recognised in several scientific branches including physics, chemistry, biology, but also economic and finance. The application looks at the example of the last-mentioned fields where the theory of jump-diffusions has been particularly actively researched and applied.</p><img src="/view.aspx?si=153516/JD_Process.jpg" alt="Jump-diffusion stochastic processes with Maple" align="left"/><p>The application presents and definition, creation and handling of jump-diffusion processes. In general, jump-diffusion is an extension to the theory of stochastic processes where the underlying parameters exhibit shocks and "jump" to their new values. Stochasticity with jumps is well recognised in several scientific branches including physics, chemistry, biology, but also economic and finance. The application looks at the example of the last-mentioned fields where the theory of jump-diffusions has been particularly actively researched and applied.</p>153516Sat, 08 Mar 2014 05:00:00 ZIgor HlivkaIgor Hlivka