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

1
by Crepey, Stephane
Published 2013
Springer Berlin Heidelberg
Table of Contents: ... Switching (**) -- 12.Backward Stochastic Differential Equations -- 13.Analytic Approach -- 14.Extensions...

2
by Milstein, Grigori N., Tretyakov, Michael V.
Published 2021
Springer International Publishing
Table of Contents: ...Mean-square Approximation for Stochastic Differential Equations -- Weak Approximation for Stochastic...

3
Published 1998
Springer Berlin Heidelberg
Table of Contents: ... on parallel and vector computers -- Error estimates on averages of correlated data -- Stochastic differential...

4
by Dragan, Vasile, Morozan, Toader, Stoica, Adrian-Mihail
Published 2006
Springer New York
Table of Contents: ...Preliminaries to Probability Theory and Stochastic Differential Equations -- Exponential Stability...

5
by Øksendal, Bernt, Sulem, Agnès
Published 2019
Springer International Publishing
Table of Contents: ... -- Optimal Stopping of Jump Diffusions -- Backward Stochastic Differential Equations and Risk Measures...

6
by Aubin, Jean-Pierre
Published 2009
Birkhäuser
Table of Contents: ...Outline of the Book -- Viability Theorems for Ordinary and Stochastic Differential Equations -- Set...

7
by Dragan, Vasile, Morozan, Toader, Stoica, Adrian-Mihail
Published 2013
Springer New York
Table of Contents: ...Preliminaries to Probability Theory and Stochastic Differential Equations -- Linear Differential...

8
by Gershon, Eli, Shaked, Uri, Yaesh, Isaac
Published 2005
Springer London
Table of Contents: ...-multiplicative Noise: Applications -- Appendix A Introduction to Stochastic Differential Equations -- Appendix B...

9
by Soize, Christian
Published 2017
Springer International Publishing
Table of Contents: ... Models -- Elements of Probability Theory -- Markov Process and Stochastic Differential Equation -- MCMC...

10
by Kallianpur, G.
Published 1980
Springer New York
Table of Contents: ... Stochastic Integrals -- 4 The Ito Formula -- 5 Stochastic Differential Equations -- 6 Functionals of a Wiener...

11
Published 1999
Springer US
Table of Contents: ... Asymptotics of Forward-Backward Stochastic Differential Equations -- On LQG Control of Linear Stochastic...

12
by Shaikhet, Leonid
Published 2013
Springer International Publishing
Table of Contents: ... with Nonlinearities -- Matrix Riccati Equations in Stability of Linear Stochastic Differential Equations with Delays...

13
by Lü, Qi, Zhang, Xu
Published 2021
Springer International Publishing
Table of Contents: ... Systems -- 6 Controllability for Stochastic Differential Equations in Finite Dimensions -- 7...

14
Published 2022
Springer International Publishing
Table of Contents: ... for Stochastic Differential Equations...

15
Published 1973
Springer Netherlands
Table of Contents: ... -- Realization theory of bilinear systems -- An introduction to stochastic differential equations on manifolds...

16
Published 2007
Springer Berlin Heidelberg
Table of Contents: ... of a System of Stochastic Differential Equations Modelling Aggregation -- Invariant Density Estimation...

17
Published 2010
Springer Berlin Heidelberg
Table of Contents: ... -- An Optimization Approach to Weak Approximation of Lévy-Driven Stochastic Differential Equations -- Compound...

18
Published 2001
Birkhäuser
Table of Contents: ... Gaussian Smooth Distributions -- 9 On the Existence of Weak Solutions for Stochastic Differential Equations...

19
Published 2019
Springer International Publishing
Table of Contents: ...- Approximate Controllability of Nonlocal Impulsive Stochastic Differential Equations with Delay -- Chapter 9...

20
Published 2001
Springer US
Table of Contents: ... Reflected Stochastic Differential Equations -- 2.6 Weak Convergence -- 2.7 The Multiplexer: Convergence...