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gregorygundersen.com | ||
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almostsuremath.com
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| | | | | It is quite common to consider functions of real-time stochastic process which depend on whether or not it crosses a specified barrier level K. This can involve computing expectations involving a real-valued process X of the form $latex \displaystyle V={\mathbb E}\left[f(X_T);\;\sup{}_{t\le T}X_t \ge K\right] &fg=000000$ (1) for a positive time T and function f:????. I... | |
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almostsuremath.com
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| | | | | A martingale is a stochastic process which stays the same, on average. That is, the expected future value conditional on the present is equal to the current value. Examples include the wealth of a gambler as a function of time, assuming that he is playing a fair game. The canonical example of a continuous time... | |
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www.raynergobran.com
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| | | | | In Monte Carlo integration, it is best to fill as much of the search space as possible with area under the curve to be integrated. | |
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blog.ml.cmu.edu
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| | | The latest news and publications regarding machine learning, artificial intelligence or related, brought to you by the Machine Learning Blog, a spinoff of the Machine Learning Department at Carnegie Mellon University. | ||
