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1
Published 2011
Springer Berlin Heidelberg
Table of Contents: ...C. Doleans-Dade: Stochastic processes and stochastic differential equations -- A. Friedman...

2
by Zhang, Jianfeng
Published 2017
Springer New York
Table of Contents: ... -- Stochastic Differential Equations -- Backward Stochastic Differential Equations -- Markov BSDEs and PDEs...

3
by Cherny, Alexander S., Engelbert, Hans-Jürgen
Published 2005
Springer Berlin Heidelberg
Table of Contents: ...Introduction -- 1. Stochastic Differential Equations -- 2. One-Sided Classification of Isolated...

4
Published 2012
Springer Berlin Heidelberg
Table of Contents: ...Preface -- 1.H. Schurz: Basic Concepts of Numerical Analysis of Stochastic Differential Equations...

5
by Iacus, Stefano M.
Published 2008
Springer New York
Table of Contents: ...Stochastic Processes and Stochastic Differential Equations -- Numerical Methods for SDE...

6
by Allen, E.
Published 2007
Springer Netherlands
Table of Contents: ...Random Variables -- Stochastic Processes -- Stochastic Integration -- Stochastic Differential...

7
by Gawarecki, Leszek, Mandrekar, Vidyadhar
Published 2011
Springer Berlin Heidelberg
Table of Contents: ...Preface -- Part I: Stochastic Differential Equations in Infinite Dimensions -- 1.Partial...

8
by Bao, Jianhai, Yin, George, Yuan, Chenggui
Published 2016
Springer International Publishing
... stochastic differential equations, this work focuses on the study of large time behavior, in particular...

9
by Platen, Eckhard, Bruti-Liberati, Nicola
Published 2010
Springer Berlin Heidelberg
Table of Contents: ...Stochastic Differential Equations with Jumps -- Exact Simulation of Solutions of SDEs -- Benchmark...

10
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...

11
by Bhattacharya, Rabi, Waymire, Edward C.
Published 2023
Springer International Publishing
Table of Contents: ... of difficusions as solutions of stochastic differential equations -- 8. Itô's Lemma -- 9. Cameron-Martin-Girsanov...

12
by Govindan, T. E.
Published 2016
Springer International Publishing
... approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a...

13
by Delong, Łukasz
Published 2013
Springer London
Table of Contents: ...Introduction -- Stochastic Calculus -- Backward Stochastic Differential Equations – the General...

14
by Pardoux, Etienne, Rӑşcanu, Aurel
Published 2014
Springer International Publishing
Table of Contents: ... Differential Equations -- SDE with Multivalued Drift -- Backward SDE -- Annexes --  Bibliography -- Index...

15
by Lee, Haesung, Stannat, Wilhelm, Trutnau, Gerald
Published 2022
Springer Nature Singapore
Table of Contents: ... -- Chapter 3.Stochastic differential equations -- Chapter 4. Conclusion and outlook...

16
by Gikhman, Iosif I., Skorokhod, Anatoli V.
Published 2007
Springer Berlin Heidelberg
Table of Contents: ...Martingales and Stochastic Integrals -- Stochastic Differential Equations -- Stochastic...

17
by Pavliotis, Grigorios A.
Published 2014
Springer New York
Table of Contents: ...Stochastic Processes -- Diffusion Processes -- Introduction to Stochastic Differential Equations...

18
by Iacus, Stefano M., Yoshida, Nakahiro
Published 2018
Springer International Publishing
Table of Contents: ... differential equations driven by Lévy processes -- 5 Stochastic differential equations driven by the fractional...

19
by Khasminskii, Rafail
Published 2012
Springer Berlin Heidelberg
Table of Contents: ... of Stochastic Differential Equations -- 6.Systems of Linear Stochastic Equations -- 7.Some Special Problems...

20
by Cohen, Samuel N., Elliott, Robert J.
Published 2015
Springer New York
Table of Contents: ... and Semimartingales -- The Stochastic Integral -- Random Measures -- Part IV: Stochastic Differential Equations -- Ito...