Blogs about: Stochastic Differential Equations
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Quick tour through Hilbert space
Before part III of forecasting with RSS+SVM+wavelets I thought it would help to give some useful concepts from Hilbert space. Attached is a very rough look, and also an application using orthogonal fu… more →
mottled memes
Notes: Internal Models and Recursive Estimation for 2-D Isotropic Random Fields
wrote 6 months ago: Link to paper by Ahmed Tewfik, Bernard Levy, and Alan Willsky. This paper considers the problem of r … more →
Quick tour through Hilbert space
wrote 11 months ago: Before part III of forecasting with RSS+SVM+wavelets I thought it would help to give some useful con … more →
SDE scripts
wrote 11 months ago: Mostly a reworking of fortran code from Kloeden & Platen into Matlab/Octave. Includes importan … more →
