Books on the topic 'Stochastic Differential Equations (SDE)'
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Pardoux, Etienne, and Aurel Rӑşcanu. Stochastic Differential Equations, Backward SDEs, Partial Differential Equations. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-05714-9.
Full textKloeden, Peter E. Numerical solution of SDE through computer experiments. 2nd ed. Berlin: Springer, 1997.
Find full textØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1992. http://dx.doi.org/10.1007/978-3-662-02847-6.
Full textØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1995. http://dx.doi.org/10.1007/978-3-662-03185-8.
Full textØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-642-14394-6.
Full textPanik, Michael J. Stochastic Differential Equations. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2017. http://dx.doi.org/10.1002/9781119377399.
Full textØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1985. http://dx.doi.org/10.1007/978-3-662-13050-6.
Full textØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1989. http://dx.doi.org/10.1007/978-3-662-02574-1.
Full textSobczyk, Kazimierz. Stochastic Differential Equations. Dordrecht: Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3712-6.
Full textCecconi, Jaures, ed. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-11079-5.
Full textØksendal, Bernt. Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1998. http://dx.doi.org/10.1007/978-3-662-03620-4.
Full textservice), SpringerLink (Online, ed. Stochastic Differential Equations. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2011.
Find full textWu, Rangquan. Stochastic differential equations. Boston, Mass: Pitman Advanced, 1985.
Find full textPardoux, Étienne. Stochastic Partial Differential Equations. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-89003-2.
Full textAtangana, Abdon, and Seda İgret Araz. Fractional Stochastic Differential Equations. Singapore: Springer Nature Singapore, 2022. http://dx.doi.org/10.1007/978-981-19-0729-6.
Full textHolden, Helge, Bernt Øksendal, Jan Ubøe, and Tusheng Zhang. Stochastic Partial Differential Equations. New York, NY: Springer New York, 2010. http://dx.doi.org/10.1007/978-0-387-89488-1.
Full textLototsky, Sergey V., and Boris L. Rozovsky. Stochastic Partial Differential Equations. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-58647-2.
Full textHolden, Helge, Bernt Øksendal, Jan Ubøe, and Tusheng Zhang. Stochastic Partial Differential Equations. Boston, MA: Birkhäuser Boston, 1996. http://dx.doi.org/10.1007/978-1-4684-9215-6.
Full textCherny, Alexander S., and Hans-Jürgen Engelbert. Singular Stochastic Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/b104187.
Full textZhang, Jianfeng. Backward Stochastic Differential Equations. New York, NY: Springer New York, 2017. http://dx.doi.org/10.1007/978-1-4939-7256-2.
Full textNicole, El Karoui, and Mazliak Laurent, eds. Backward stochastic differential equations. Harlow: Longman, 1997.
Find full textAlison, Etheridge, ed. Stochastic partial differential equations. Cambridge: Cambridge University Press, 1995.
Find full textKunita, H. Stochastic flows and stochastic differential equations. Cambridge: Cambridge University Press, 1990.
Find full textKunita, Hiroshi. Stochastic flows and stochastic differential equations. Cambridge: Cambridge UniversityPress, 1990.
Find full textProtter, Philip. Stochastic Integration and Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 1990. http://dx.doi.org/10.1007/978-3-662-02619-9.
Full textZili, Mounir, and Darya V. Filatova, eds. Stochastic Differential Equations and Processes. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-22368-6.
Full textKhasminskii, Rafail. Stochastic Stability of Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-23280-0.
Full textProtter, Philip E. Stochastic Integration and Differential Equations. Berlin, Heidelberg: Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/978-3-662-10061-5.
Full textBelopolskaya, Ya I., and Yu L. Dalecky. Stochastic Equations and Differential Geometry. Dordrecht: Springer Netherlands, 1990. http://dx.doi.org/10.1007/978-94-009-2215-0.
Full textCsiszár, Imre, and György Michaletzky. Stochastic Differential and Difference Equations. Boston, MA: Birkhäuser Boston, 1997. http://dx.doi.org/10.1007/978-1-4612-1980-4.
Full textMao, Xuerong. Stochastic differential equations and applications. 2nd ed. Chichester: Horwood Pub., 2008.
Find full textBelopolskaya, Ya I. Stochastic Equations and Differential Geometry. Dordrecht: Springer Netherlands, 1990.
Find full textCsiszár, Imre. Stochastic Differential and Difference Equations. Boston, MA: Birkhäuser Boston, 1997.
Find full textGard, T. C. Introduction to stochastic differential equations. New York: M. Dekker, 1988.
Find full text1938-, Csiszár Imre, Michaletzky György 1950-, and Conference on Stochastic Differential and Difference Equations (1996 : Győr, Hungary), eds. Stochastic differential and difference equations. Boston: Birkhäuser, 1997.
Find full textL, Dalet͡skiĭ I͡U, ed. Stochastic equations and differential geometry. Dordrecht, Netherlands: Kluwer Academic Publishers, 1990.
Find full textservice), SpringerLink (Online, ed. Stochastic Stability of Differential Equations. 2nd ed. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2012.
Find full textTouzi, Nizar. Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE. Springer, 2012.
Find full textTouzi, Nizar. Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE. Springer, 2014.
Find full textPardoux, Etienne, and Aurel Rӑşcanu. Stochastic Differential Equations, Backward SDEs, Partial Differential Equations. Springer, 2016.
Find full textPardoux, Etienne, and Aurel Rӑşcanu. Stochastic Differential Equations, Backward SDEs, Partial Differential Equations. Springer London, Limited, 2014.
Find full textStochastic Differential Equations, Backward SDEs, Partial Differential Equations. Springer, 2014.
Find full textPlaten, Eckhard, Peter Eris Kloeden, and Henri Schurz. Numerical Solution of SDE Through Computer Experiments. Springer, 2012.
Find full textChassagneux, Jean-François, Hinesh Chotai, and Mirabelle Muûls. A Forward-Backward SDEs Approach to Pricing in Carbon Markets. Springer, 2017.
Find full textPlaten, Eckhard, Peter Eris Kloeden, and Henri Schurz. Numerical Solution of SDE Through Computer Experiments (Universitext). Springer, 2003.
Find full textOne-Dimensional Turbulence and the Stochastic Burgers Equation. American Mathematical Society, 2021.
Find full textGihman, Iosif I., Anatolij V. Skorohod, K. Wickwire, and Yurij A. Mitropolski. Stochastic Differential Equations. Springer, 2014.
Find full textStochastic differential equations. Hauppauge, N.Y: Nova Science Publishers, 2011.
Find full textStochastic differential equations. Boston: Pitman Advanced Pub. Program, 1985.
Find full textCecconi, Jaures. Stochastic Differential Equations. Springer, 2011.
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