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

1
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...

2
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...

3
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...

4
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...

5
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...

6
Published 1998
Birkhäuser
Table of Contents: ... -- 2 Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear...

7
by Holden, Helge, Oksendal, Bernt, Uboe, Jan, Zhang, Tusheng
Published 1996
Birkhäuser
Table of Contents: ...1. Introduction -- 1.1. Modeling by stochastic differential equations -- 2. Framework -- 2.1. White...