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1
by Ma, Jin
Published 1999
Springer-Verlag Berlin Heidelberg

2
by Braumann, Carlos A.
Published 2019
John Wiley & Sons, Inc.
Table of Contents: ... The multidimensional integral; 7 Stochastic differential equations...

3
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...

4
by Choe, Geon Ho
Published 2016
Springer International Publishing
Table of Contents: ... Principle of Brownian Motion -- The Ito Integral -- The Ito Formula -- Stochastic Differential Equations...

5
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...

6
Published 1978
Springer Berlin Heidelberg
Table of Contents: ... divisible stochastic differential equations in space-time -- Strong measurability, liftings and the Choquet...

7
Published 2001
Birkhäuser
Table of Contents: ... for mixed semilinear stochastic differential equations -- An introduction to optimal consumption...

8
by Schlogl, Erik
Published 2014
CRC Press
Table of Contents: ... Carlo algorithm; Simulating asset price processes; Discretising stochastic differential equations...

9
Published 1976
Springer Berlin Heidelberg
Table of Contents: ... differential equations with reflecting barrier conditions -- et notations generales -- Chapitre I. Integrales...

10
Published 1976
Springer Berlin Heidelberg
Table of Contents: ... differential equation -- On limit theorems for non-critical Galton-Watson processes with EZ1logZ1=? --...

11
by Parthasarathy, Harish
Published 2023
CRC Press
... discussed. In the limit as the lattice tends to a continuum, the convergence of the stochastic differential...

12
by Bouleau, Nicolas, Hirsch, Francis
Published 2010
De Gruyter
... of the probability law of the solution to stochastic differential equations with Lipschitz continuous coefficients...

13
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...