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"stochastic differential equation" » "stochastic difference equations"
"stochastic differential equations" » "stochastic difference equationss"

1
by Da Prato, Giuseppe
Published 2014
Scuola Normale Superiore
Table of Contents: ... Ito’s formula -- 8 Stochastic differential equations -- 9 Relationship between stochastic and parabolic...

2
by Da Prato, Giuseppe, Zabczyk, Jerzy
Published 1996
Cambridge University Press
Table of Contents: ... evolution equations. 5. Stochastic Differential Equations. 6. Existence of invariant measures. 7. Uniqueness...

3
by Da Prato, Giuseppe, Zabczyk, Jerzy
Published 1992
Cambridge University Press
... generalization of stochastic differential equations as introduced by Itô and Gikham that occur, for instance...

4
by Da Prato, Giuseppe, Zabczyk, Jerzy
Published 2014
Cambridge University Press
...-to-date resource for all those working in stochastic differential equations...