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

1
by Hirsch, Francis, Profeta, Christophe, Roynette, Bernard, Yor, Marc
Published 2011
Springer Milan
Table of Contents: ... Method -- The Sato Process Method -- The Stochastic Differential Equation Method -- The Skorokhod...

2
by Revuz, Daniel, Yor, Marc
Published 1991
Springer Berlin Heidelberg
Table of Contents: ... -- VIII. Girsanov’s Theorem and First Applications -- IX. Stochastic Differential Equations -- X. Additive...

3
by Revuz, Daniel, Yor, Marc
Published 1999
Springer Berlin Heidelberg
Table of Contents: ... -- VIII. Girsanov’s Theorem and First Applications -- IX. Stochastic Differential Equations -- X. Additive...

4
Published 1998
Springer Berlin Heidelberg
Table of Contents: ... and approximation of solutions of stochastic differential equations -- Stability of stochastic differential...

5
Published 1996
Springer Berlin Heidelberg
Table of Contents: ... infimum? -- Strong and weak order of time discretization schemes of stochastic differential equations...

6
Published 1995
Springer Berlin Heidelberg
Table of Contents: ... manifold -- Some Markov properties of stochastic differential equations with jumps -- Chaos multiplicatif...

7
Published 2003
Springer Berlin Heidelberg
Table of Contents: .... Brzezniak, A. Carroll : Approximation of the Wong-Zakai type for stochastic differential equations in M-type...

8
Published 2003
Springer Berlin Heidelberg
Table of Contents: ...-Knight dans un arbre : Une approche algébrique -- R. Bass: Stochastic differential equations driven...

9
Published 1997
Springer Berlin Heidelberg
Table of Contents: ... differential equations with jumps -- Diffeomorphisms of the circle and the based stochastic loop space...

10
Published 1991
Springer Berlin Heidelberg
Table of Contents: ... semimartingale -- On Newton’s method for stochastic differential equations --...

11
Published 1988
Springer Berlin Heidelberg
Table of Contents: ... caractérisation variationnelle des martingales -- A note on approximation for stochastic differential equations...

12
Published 1992
Springer Berlin Heidelberg
Table of Contents: ... convex hull -- Skew products, regular conditional probabilities and stochastic differential equations : A...