Search alternatives:
"stochastic differential equation" » "stochastic difference equations"
"stochastic differential equations" » "stochastic difference equationss"

201
by Soize, Christian
Published 2017
Springer International Publishing
Table of Contents: ... Models -- Elements of Probability Theory -- Markov Process and Stochastic Differential Equation -- MCMC...

202
by Kubilius, Kęstutis, Mishura, Yuliya, Ralchenko, Kostiantyn
Published 2017
Springer International Publishing
Table of Contents: ... fractional Brownian motion -- 3 Estimation of the Hurst index from the solution of a stochastic differential...

203
by Peng, Shige
Published 2019
Springer Berlin Heidelberg
Table of Contents: ... Differential Equations -- Capacity and Quasi-Surely Analysis for G-Brownian Paths -- G-Martingale...

204
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...

205
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...

206
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...

207
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...

208
Published 1978
Springer Berlin Heidelberg
Table of Contents: ...An introduction to stochastic processes for physicists -- Stochastic differential equations...

209
Published 2009
Cambridge University Press
Table of Contents: ... Tadmor -- Pathwise convergence of numerical schemes for random and stochastic differential equations / A...

210
by Melnikov, Alexander
Published 2023
Springer Nature Switzerland
Table of Contents: ... -- 8 Elements of classical theory of stochastic processes -- 9 Stochastic differential equations...

211
Published 1995
Springer Berlin Heidelberg
Table of Contents: ... -- 3.5 Conclusion -- 4. Random walks and stochastic differential equations -- 4.1 Introduction -- 4.2...

212
by Cruzeiro, A.B., Zambrini, J.C.
Published 1991
Birkhäuser
Table of Contents: ... of Quasi-Invariance of Some Measures -- Stochastic Differential Equations with Boundary Conditions...

213
by Da Prato, Giuseppe
Published 2014
Scuola Normale Superiore
Table of Contents: ... Ito’s formula -- 8 Stochastic differential equations -- 9 Relationship between stochastic and parabolic...

214
by Carmichael, Howard J.
Published 1999
Springer Berlin Heidelberg
Table of Contents: ..., and Wigner Representations -- 5. Fokker—Planck Equations and Stochastic Differential Equations -- 6. Quantum...

215
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...

216
Published 2022
Springer International Publishing
Table of Contents: ...-field river plumes -- Lagrangian modelling of transport phenomena using stochastic differential...

217
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...

218
Published 2016
Springer International Publishing
Table of Contents: ... uniqueness of solutions of one-dimensional stochastic differential equations withjumps -- 9 E. H. Essaky...

219
by Wong, E., Hajek, B.
Published 1985
Springer New York
Table of Contents: ... Differential Equations -- 1. Introduction --...

220
by Bass, Richard F.
Published 2011
Cambridge University Press
Table of Contents: ... differential equations -- 25. Weak solutions of SDEs -- 26. The Ray-Knight theorems -- 27. Brownian excursions...