quadratic drift
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Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… … Wikipedia
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Black–Scholes — The Black–Scholes model (pronounced /ˌblæk ˈʃoʊlz/[1]) is a mathematical model of a financial market containing certain derivative investment instruments. From the model, one can deduce the Black–Scholes formula, which gives the price of European … Wikipedia
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Mild-slope equation — Simulation of wave penetration involving diffraction and refraction into Tedious Creek, Maryland, using CGWAVE (which solves the mild slope equation). In fluid dynamics, the mild slope equation describes the combined effects of diffraction and… … Wikipedia