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"partial differential equation" » "partial differential equations", "partial difference equations"

1
by Holden, Helge, Øksendal, Bernt, Ubøe, Jan, Zhang, Tusheng
Published 2010
Springer New York
Table of Contents: ... -- Applications to stochastic ordinary differential equations -- Stochastic partial differential equations driven...

2
by Biagini, Francesca, Hu, Yaozhong, Øksendal, Bernt, Zhang, Tusheng
Published 2008
Springer London
Table of Contents: ... of stochastic calculus -- Fractional Brownian motion in finance -- Stochastic partial differential equations...

3
Published 2011
Springer Berlin Heidelberg
Table of Contents: ...Dynamic risk measures -- Ambit processes and stochastic partial differential equations...

4
by Øksendal, Bernt, Sulem, Agnès
Published 2007
Springer Berlin Heidelberg
... theory and partial differential equations. In the 2nd edition there is a new chapter on optimal control...

5
by Øksendal, Bernt, Sulem, Agnès
Published 2005
Springer Berlin Heidelberg
... assumes some basic knowledge of stochastic analysis, measure theory and partial differential equations...

6
by Øksendal, Bernt, Sulem, Agnès
Published 2019
Springer International Publishing
... basic knowledge of stochastic analysis, measure theory and partial differential equations. The 3rd...