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2
Published 2009
De Gruyter
Subjects: ...Stochastic differential equations...

3
by Schilling, René L., Partzsch, Lothar
Published 2014
De Gruyter
Subjects: ...Stochastic differential equations...

4
by Graef, John R., Henderson, Johnny, Ouahab, Abdelghani
Published 2013
De Gruyter
Subjects: ...Stochastic Differential Equation...

5
by Nelson, Edward
Published 2021
Princeton University Press
Table of Contents: ... integral -- §8. A class of stochastic differential equations -- §9. The Ornstein-Uhlenbeck theory...

6
by Ishikawa, Yasushi
Published 2023
De Gruyter
... differential equations (SDEs) with jumps. The book also contains some applications of the stochastic calculus...

7
by Kulik, Alexei
Published 2017
De Gruyter
... knowledge of stochastic processes and stochastic differential equations helps in a deeper understanding...

8
by Ishikawa, Yasushi
Published 2013
De Gruyter
... way; this also applies to stochastic differential equations (SDEs) "with jumps". The book also...

9
by Sabelfeld, Karl K., Simonov, Nikolai A.
Published 2012
De Gruyter
... of stochastic differential equations for stochastic Lagrangian trajectories of particles carried by turbulent...

10
by Kolokoltsov, Vassili N.
Published 2011
De Gruyter
... differential equations) and analytic (semigroups) tools. The book will be useful to students and researchers...

11
by Stroock, Daniel W.
Published 2003
Princeton University Press
... differential equations to explain the Kolmogorov-Feller theory of Markov processes. Starting with the geometric...

12
by Bouleau, Nicolas, Hirsch, Francis
Published 2010
De Gruyter
... of the probability law of the solution to stochastic differential equations with Lipschitz continuous coefficients...