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"stochastic differential equation" » "stochastic differential equations", "stochastic difference equations"

1
by Bouleau, Nicolas, Denis, Laurent
Published 2015
Springer International Publishing
Table of Contents: ... Differential Equations driven by a Random Measure -- 8.Affine Processes, Rates Models -- 9.Non Poissonian Cases...

2
by Bouleau, Nicolas, Hirsch, Francis
Published 2010
De Gruyter
... of the probability law of the solution to stochastic differential equations with Lipschitz continuous coefficients...