Search alternatives:
"stochastic differential equation" » "stochastic difference equations"
"stochastic differential equations" » "stochastic difference equationss"

1
by Kulinich, Grigorij, Kushnirenko, Svitlana, Mishura, Yuliya
Published 2020
Springer International Publishing
...This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite...

2
by Mishura, Yuliya
Published 2008
Springer Berlin Heidelberg
Table of Contents: ... with Respect to fBm and Related Topics -- Stochastic Differential Equations Involving Fractional Brownian...

3
by Kubilius, Kęstutis, Mishura, Yuliya, Ralchenko, Kostiantyn
Published 2017
Springer International Publishing
Table of Contents: ... fractional Brownian motion -- 3 Estimation of the Hurst index from the solution of a stochastic differential...

4
by Gusak, Dmytro, Kukush, Alexander, Kulik, Alexey, Mishura, Yuliya
Published 2010
Springer New York
Table of Contents: ... formula -- Stochastic differential equations -- Optimal stopping of random sequences and processes...

5
Published 2014
Springer International Publishing
Table of Contents: ... observations of stochastic differential equation driven by fractional Brownian motion ( Mishura, Ralchenko...