MPG.eBooks - Search Results - (("stochastic differential equation") OR ("stochastic differential equations"))

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

by Braumann, Carlos A.
Published 2019

John Wiley & Sons, Inc.

Table of Contents: “... The multidimensional integral; 7 Stochastic differential equations...”

by Mackevičius, Vigirdas
Published 2011

ISTE Ltd

Table of Contents: “.... Exercises; Chapter 5. Itô's Formula; 5.1. Exercises; Chapter 6. Stochastic Differential Equations; 6.1...”

by Huber, Mark Lawrence
Published 2016

CRC Press, Taylor & Francis Group

Table of Contents: “...; Chapter 10: Stochastic Differential Equations; Chapter 11: Applications and Limitations of Perfect...”

by Schlogl, Erik
Published 2014

CRC Press

Table of Contents: “... Carlo algorithm; Simulating asset price processes; Discretising stochastic differential equations...”

by Parthasarathy, Harish
Published 2023

CRC Press

“... discussed. In the limit as the lattice tends to a continuum, the convergence of the stochastic differential...”

by Ibe, Oliver C.
Published 2013

Elsevier

Table of Contents: “...9.11.1. Stochastic Differential Equation and the Ito Process -- 9.11.2. The Ito Integral -- 9.11.3...”