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

1
by Fabbri, Giorgio, Gozzi, Fausto, Święch, Andrzej
Published 2017
Springer International Publishing
Table of Contents: ....Mild solutions in L2 spaces -- 6.HJB Equations through Backward Stochastic Differential Equations (by M...

2
Published 2014
Springer International Publishing
Table of Contents: ... observations of stochastic differential equation driven by fractional Brownian motion ( Mishura, Ralchenko...

3
by Hacısalihzade, Selim S.
Published 2018
Springer International Publishing
..., calculus of variations and stochastic differential equations which are applied to solve financial problems...

4
by Wang, Guangchen, Wu, Zhen, Xiong, Jie
Published 2018
Springer International Publishing
...-backward stochastic differential equations (FBSDEs) and their applications in linear-quadratic optimal...