Stochastic Calculus

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Simple third order operator-splitting schemes for stochastic mechanics and field theory

 💻Computational Economics  Content type: Academic
arxiv.org·

Backward Coherence and Hidden-State Stability in Recurrent Neural Networks: A Quasi-Reverse-Martingale Theory

 ⚖️Statistical Arbitrage  Content type: Academic
arxiv.org·

Optimal Execution and Macroscopic Market Making

 💱Market Making  Content type: Academic
arxiv.org·

Time Evolution of Heat Conduction in a Generalized Model of Brownian Motion

 📈Quant  Content type: Academic
arxiv.org·

Boundary behaviour of the Volterra square-root process

 📈Quant  Content type: Academic
arxiv.org·

A Fast Implied Volatility Method with Expansions

 📈Quant  Content type: Academic
arxiv.org·

Numerical Analysis on Backward Stochastic Differential Equations by Finite Transposition Method

 💻Computational Economics  Content type: Academic
arxiv.org·

Interdependent Hitting Times

 💻Computational Economics  Content type: Academic
arxiv.org·

Second-Order Esscher Pricing for L\'evy Models with Applications: Risk Management and Fear Quantification

 📈Quant  Content type: Academic
arxiv.org·

Tracing the Oracle: Improving Diffusion Timestep Scheduling for 3D CT Reconstruction

 💻Computational Economics  Content type: Academic
arxiv.org·

Quantitative measurement of fluid inertial effects in confined Brownian motion

 🛡️Risk Management  Content type: Academic
arxiv.org·

Energy-Modulated Time-Asymmetric Spontaneous Collapse: Forward-Backward Dynamics from Stochastic Ito Reversal and Bright Solitons

 📈Quant  Content type: Academic
arxiv.org·

Time-Averaged Drift Approximations are Inconsistent for Inference in Drift Diffusion Models

 💻Computational Economics  Content type: Academic
arxiv.org·

Differential Machine Learning for 0DTE Options with Stochastic Volatility and Jumps

 📈Quant  Content type: Academic
arxiv.org·

Quantum algorithms for stochastic nonlinear differential equations

 📈Quant  Content type: Academic
arxiv.org·

Optimal Illumination via Joint Movement and Phase Optimization for Movable Antenna-RIS Configuration

 ⚖️Statistical Arbitrage  Content type: Academic
arxiv.org·

Noise-Adaptive High-Probability Regret Bounds for Online Convex Optimization

 ⚖️Statistical Arbitrage  Content type: Academic
arxiv.org·

Derivative-Informed Operator Learning for Finance: On-the-Fly Greeks, Surfaces, Hedging, and Control

 📊Derivatives  Content type: Academic
arxiv.org·

Operator learning for solving Fokker-Planck equations with various initial conditions

 💻Computational Economics  Content type: Academic
arxiv.org·

Option prices from operational-time reaction-boundary lattices

 📈Quant  Content type: Academic
arxiv.org·

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