Search alternatives:
"stochastic differential equation" » "stochastic difference equations"
"stochastic differential equations" » "stochastic difference equationss"

1
by Oksendal, Bernt
Published 1992
Springer Berlin Heidelberg
Table of Contents: ... Integrals and the Ito Formula -- V. Stochastic Differential Equations -- VI. The Filtering Problem -- VII...

2
by Oksendal, Bernt
Published 1995
Springer Berlin Heidelberg
Table of Contents: ... and the Ito Formula -- V. Stochastic Differential Equations -- VI. The Filtering Problem -- VII. Diffusions...

3
by Oksendal, Bernt
Published 1998
Springer Berlin Heidelberg
Table of Contents: ... and the Martingale Representation Theorem -- 5. Stochastic Differential Equations -- 6. The Filtering Problem -- 7...

4
by Oksendal, Bernt
Published 1985
Springer Berlin Heidelberg
Table of Contents: ... Integrals and the Ito Formula -- V. Stochastic Differential Equations -- VI. The Filtering Problem -- VII...

5
by Sobczyk, K.
Published 1991
Springer Netherlands
Table of Contents: ...21. Regular Stochastic Differential Equations -- 22. ITÔ Stochastic Differential Equations -- 23...

6
by Oksendal, Bernt
Published 1989
Springer Berlin Heidelberg
Table of Contents: ... Integrals and the Ito Formula -- V. Stochastic Differential Equations -- VI. The Filtering Problem -- VII...

7
by Øksendal, Bernt
Published 2003
Springer Berlin Heidelberg
Table of Contents: ... Representation Theorem -- Stochastic Differential Equations -- The Filtering Problem -- Diffusions: Basic...

8
by Kloeden, Peter E., Platen, Eckhard
Published 1992
Springer Berlin Heidelberg
Table of Contents: ... Calculus -- 4. Stochastic Differential Equations -- 5. Stochastic Taylor Expansions -- 6. Modelling...

9
by Milstein, G.N.
Published 1995
Springer Netherlands
Table of Contents: ...1. Mean-square approximation of solutions of systems of stochastic differential equations -- 2...

10
by Vârsan, Constantin
Published 1999
Springer Netherlands
Table of Contents: ... Equations -- 4.2 Stochastic Differential Equations -- 4.3 Systems of Hyperbolic equations -- 4.4 Finite...

11
by Cyganowski, Sasha, Kloeden, Peter, Ombach, Jerzy
Published 2002
Springer Berlin Heidelberg
Table of Contents: ... and Statistical Inference -- 7 Stochastic Processes -- 8 Stochastic Calculus -- 9 Stochastic Differential...

12
by Gihman, I. I., Skorohod, A. V.
Published 1979
Springer New York
Table of Contents: .... Stochastic Integrals -- § 3. Itô’s Formula -- II. Stochastic Differential Equations -- § 1. General Problems...

13
Published 1980
Springer Berlin Heidelberg
Table of Contents: ...A noteon strong solutions of stochastic differential equations with random coefficients -- Non...

14
Published 1996
Birkhäuser
Table of Contents: ... Approximation of Quasilinear Stochastic Differential Equations -- The Circle as a Fermionic Distribution...

15
by Gihman, I. I., Skorohod, A. V.
Published 1979
Springer New York
Table of Contents: ... Processes -- 3 Controlled Stochastic Differential Equations -- 1 Some Preliminaries -- 2 Stochastic...

16
Published 1990
Springer Berlin Heidelberg
Table of Contents: ... on Wiener space -- Some results on Lipschitzian stochastic differential equations by Dirichlet forms methods...

17
by Yong, Jiongmin, Zhou, Xun Yu
Published 1999
Springer New York
Table of Contents: .... Martingales -- 5. Itô’s Integral -- 6. Stochastic Differential Equations -- 2. Stochastic Optimal Control...

18
Published 1999
Springer New York
Table of Contents: ... Stochastic Differential Equations -- P-Bifurcations in the Noisy Duffing-van der Pol Equation...

19
Published 1998
Birkhäuser
Table of Contents: ... -- 2 Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear...

20
by West, B.J.
Published 1981
Springer Berlin Heidelberg
Table of Contents: ... stochastic differential equation (Langevin model) -- Steady-state gravity-capillary spectrum -- Steady-state...