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1
by Sobczyk, K.
Published 1991
Springer Netherlands
Table of Contents: “...21. Regular Stochastic Differential Equations -- 22. ITÔ Stochastic Differential Equations -- 23...”
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2
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...”
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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...”
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4
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...”
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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...”
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6
Published 2011
Springer Berlin Heidelberg
Table of Contents: “...C. Doleans-Dade: Stochastic processes and stochastic differential equations -- A. Friedman...”
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7
by Cherny, Alexander S., Engelbert, Hans-Jürgen
Published 2005
Springer Berlin Heidelberg
Table of Contents: “...Introduction -- 1. Stochastic Differential Equations -- 2. One-Sided Classification of Isolated...”
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8
Published 2012
Springer Berlin Heidelberg
Table of Contents: “...Preface -- 1.H. Schurz: Basic Concepts of Numerical Analysis of Stochastic Differential Equations...”
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9
by Zhang, Jianfeng
Published 2017
Springer New York
Table of Contents: “... -- Stochastic Differential Equations -- Backward Stochastic Differential Equations -- Markov BSDEs and PDEs...”
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10
by Elworthy, K. D.
Published 1982
Cambridge University Press
Subjects: “...Stochastic differential equations...”
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11
by Allen, E.
Published 2007
Springer Netherlands
Table of Contents: “...Random Variables -- Stochastic Processes -- Stochastic Integration -- Stochastic Differential...”
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12
by Iacus, Stefano M.
Published 2008
Springer New York
Table of Contents: “...Stochastic Processes and Stochastic Differential Equations -- Numerical Methods for SDE...”
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13
by Kloeden, Peter E., Platen, Eckhard
Published 1992
Springer Berlin Heidelberg
Table of Contents: “... Calculus -- 4. Stochastic Differential Equations -- 5. Stochastic Taylor Expansions -- 6. Modelling...”
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14
by Ikeda, Nobuyuki
Published 1981
North-Holland Pub. Co.
Subjects: “...Stochastic differential equations / http://id.loc.gov/authorities/subjects/sh85128177...”
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15
by Gawarecki, Leszek, Mandrekar, Vidyadhar
Published 2011
Springer Berlin Heidelberg
Table of Contents: “...Preface -- Part I: Stochastic Differential Equations in Infinite Dimensions -- 1.Partial...”
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16
by Bao, Jianhai, Yin, George, Yuan, Chenggui
Published 2016
Springer International Publishing
“... stochastic differential equations, this work focuses on the study of large time behavior, in particular...”
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17
by Cyganowski, Sasha, Kloeden, Peter, Ombach, Jerzy
Published 2002
Springer Berlin Heidelberg
Table of Contents: “... and Statistical Inference -- 7 Stochastic Processes -- 8 Stochastic Calculus -- 9 Stochastic Differential...”
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18
by Platen, Eckhard, Bruti-Liberati, Nicola
Published 2010
Springer Berlin Heidelberg
Table of Contents: “...Stochastic Differential Equations with Jumps -- Exact Simulation of Solutions of SDEs -- Benchmark...”
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19
by Kulinich, Grigorij, Kushnirenko, Svitlana, Mishura, Yuliya
Published 2020
Springer International Publishing
“...This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite...”
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20
by Bhattacharya, Rabi, Waymire, Edward C.
Published 2023
Springer International Publishing
Table of Contents: “... of difficusions as solutions of stochastic differential equations -- 8. Itô's Lemma -- 9. Cameron-Martin-Girsanov...”