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1
by Crepey, Stephane
Published 2013
Springer Berlin Heidelberg
Table of Contents: ... Switching (**) -- 12.Backward Stochastic Differential Equations -- 13.Analytic Approach -- 14.Extensions...

2
by Milstein, Grigori N., Tretyakov, Michael V.
Published 2021
Springer International Publishing
Table of Contents: ...Mean-square Approximation for Stochastic Differential Equations -- Weak Approximation for Stochastic...

3
Published 1998
Springer Berlin Heidelberg
Table of Contents: ... on parallel and vector computers -- Error estimates on averages of correlated data -- Stochastic differential...

4
by Dragan, Vasile, Morozan, Toader, Stoica, Adrian-Mihail
Published 2006
Springer New York
Table of Contents: ...Preliminaries to Probability Theory and Stochastic Differential Equations -- Exponential Stability...

5
by Øksendal, Bernt, Sulem, Agnès
Published 2019
Springer International Publishing
Table of Contents: ... -- Optimal Stopping of Jump Diffusions -- Backward Stochastic Differential Equations and Risk Measures...

6
Published 1999
Springer US
Table of Contents: ... Asymptotics of Forward-Backward Stochastic Differential Equations -- On LQG Control of Linear Stochastic...

7
by Aubin, Jean-Pierre
Published 2009
Birkhäuser
Table of Contents: ...Outline of the Book -- Viability Theorems for Ordinary and Stochastic Differential Equations -- Set...

8
by Dragan, Vasile, Morozan, Toader, Stoica, Adrian-Mihail
Published 2013
Springer New York
Table of Contents: ...Preliminaries to Probability Theory and Stochastic Differential Equations -- Linear Differential...

9
by Soize, Christian
Published 2017
Springer International Publishing
Table of Contents: ... Models -- Elements of Probability Theory -- Markov Process and Stochastic Differential Equation -- MCMC...

10
by Gershon, Eli, Shaked, Uri, Yaesh, Isaac
Published 2005
Springer London
Table of Contents: ...-multiplicative Noise: Applications -- Appendix A Introduction to Stochastic Differential Equations -- Appendix B...

11
by Kallianpur, G.
Published 1980
Springer New York
Table of Contents: ... Stochastic Integrals -- 4 The Ito Formula -- 5 Stochastic Differential Equations -- 6 Functionals of a Wiener...

12
by Shaikhet, Leonid
Published 2013
Springer International Publishing
Table of Contents: ... with Nonlinearities -- Matrix Riccati Equations in Stability of Linear Stochastic Differential Equations with Delays...

13
by Lü, Qi, Zhang, Xu
Published 2021
Springer International Publishing
Table of Contents: ... Systems -- 6 Controllability for Stochastic Differential Equations in Finite Dimensions -- 7...

14
Published 2023
Springer International Publishing
Table of Contents: ... Industry -- Chapter 6. Stochastic Differential Equations in Healthcare -- Chapter 7. Point Processes...

15
Published 2022
Springer International Publishing
Table of Contents: ... for Stochastic Differential Equations...

16
Published 1973
Springer Netherlands
Table of Contents: ... -- Realization theory of bilinear systems -- An introduction to stochastic differential equations on manifolds...

17
Published 2007
Springer Berlin Heidelberg
Table of Contents: ... of a System of Stochastic Differential Equations Modelling Aggregation -- Invariant Density Estimation...

18
by Krylov, N. V.
Published 1980
Springer Berlin Heidelberg
... differential equations. The validity of the Bellman differential equation for payoff functions is proved...

19
Published 2010
Springer Berlin Heidelberg
Table of Contents: ... -- An Optimization Approach to Weak Approximation of Lévy-Driven Stochastic Differential Equations -- Compound...

20
by Lü, Qi, Zhang, Xu
Published 2014
Springer International Publishing
...-developed in the deterministic infinite dimensional setting and for the stochastic differential equations...