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

1
by Sobczyk, K.
Published 1991
Springer Netherlands
Table of Contents: '; ...21. Regular Stochastic Differential Equations -- 22. ITÔ Stochastic Differential Equations -- 23...

2
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...

3
Published 2011
Springer Berlin Heidelberg
Table of Contents: '; ...C. Doleans-Dade: Stochastic processes and stochastic differential equations -- A. Friedman...

4
by Elworthy, K. D.
Published 1982
Cambridge University Press
Subjects: '; ...Stochastic differential equations...

5
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...

6
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...

7
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...

8
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...

9
by Øksendal, Bernt
Published 2003
Springer Berlin Heidelberg
Table of Contents: '; ... Representation Theorem -- Stochastic Differential Equations -- The Filtering Problem -- Diffusions: Basic...

10
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...

11
Published 2012
Springer Berlin Heidelberg
Table of Contents: '; ...Preface -- 1.H. Schurz: Basic Concepts of Numerical Analysis of Stochastic Differential Equations...

12
by Zhang, Jianfeng
Published 2017
Springer New York
Table of Contents: '; ... -- Stochastic Differential Equations -- Backward Stochastic Differential Equations -- Markov BSDEs and PDEs...

13
by Särkkä, Simo, Solin, Arno
Published 2019
Cambridge University Press
Table of Contents: '; ... differential equations -- Itô calculus and stochastic differential equations -- Probability distributions...

14
by Milstein, G.N.
Published 1995
Springer Netherlands
Table of Contents: '; ...1. Mean-square approximation of solutions of systems of stochastic differential equations -- 2...

15
by Gawarecki, Leszek, Mandrekar, Vidyadhar
Published 2011
Springer Berlin Heidelberg
Table of Contents: '; ...Preface -- Part I: Stochastic Differential Equations in Infinite Dimensions -- 1.Partial...

16
by Iacus, Stefano M.
Published 2008
Springer New York
Table of Contents: '; ...Stochastic Processes and Stochastic Differential Equations -- Numerical Methods for SDE...

17
by Allen, E.
Published 2007
Springer Netherlands
Table of Contents: '; ...Random Variables -- Stochastic Processes -- Stochastic Integration -- Stochastic Differential...

18
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...

19
by Bishwal, Jaya P. N.
Published 2008
Springer Berlin Heidelberg
Table of Contents: '; ...Continuous Sampling -- Parametric Stochastic Differential Equations -- Rates of Weak Convergence...

20
by Ma, Jin, Yong, Jiongmin
Published 2007
Springer Berlin Heidelberg
... of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. It can...