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

1
by Morimoto, Hiroaki
Published 2010
Cambridge University Press
Table of Contents: ... differential equations: weak formulation -- Dynamic programming -- Viscosity solutions of Hamilton-Jacobi...

2
Published 1992
Springer Berlin Heidelberg
Table of Contents: ... nuclear space-valued stochastic differential equation driven by poisson random measures -- Random vortex...

3
Published 1989
Springer Berlin Heidelberg
Table of Contents: ...-dimensional stochastic differential equations -- Modelling of random fatigue accumulation -- Functionals...

4
by Bensoussan, Alain
Published 1982
North-Holland Pub. Co.
Table of Contents: .... STOCHASTIC CALCULUS AND STOCHASTIC DIFFERENTIAL EQUATIONS; CHAPTER II. PARTIAL DIFFERENTIAL EQUATIONS...

5
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...

6
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...

7
Published 1986
Springer Berlin Heidelberg
Table of Contents: ... of stochastic differential equations which do not satisfy Lipschitz conditions -- Current results and issues...

8
Published 1982
Springer Berlin Heidelberg
Table of Contents: ... differential equation for Feller's one-dimensional diffusions -- A result of the iterated logarithm type for a...

9
Published 1987
Springer Berlin Heidelberg
Table of Contents: ... stochastic differential equations -- On the semimartingale decomposition of quasidiffusions with nonnaturale...

10
Published 1991
Springer Berlin Heidelberg
Table of Contents: ... differential equations in duals of nuclear spaces -- Some new results on approximate controllability...

11
Published 1982
Springer Berlin Heidelberg
Table of Contents: ... for a class of stochastic differential equations -- Stochastic control with noisy observations...

12
Published 2001
Springer US
Table of Contents: ... Reflected Stochastic Differential Equations -- 2.6 Weak Convergence -- 2.7 The Multiplexer: Convergence...

13
by Leland, Robert P.
Published 1989
Springer Berlin Heidelberg
... differential equations, as well as engineers and physicists working in atmoshperic optics. The monograph...

14
by Gershon, Eli, Shaked, Uri
Published 2013
Springer London
... appreciation of the text: a basic introduction to nonlinear stochastic differential equations and aspects...