Stochastic differential equations.
概要
| 作品: | 66 作品在 29 項出版品 29 種語言 | |
|---|---|---|
書目資訊
Applications of Lie algebras to hyperbolic and stochastic differential equations /
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General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions
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Yosida approximations of stochastic differential equations in infinite dimensions and applications
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Equations involving malliavin calculus operators = applications and numerical approximation /
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Advanced simulation-based methods for optimal stopping and control = with applications in finance /
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Beyond the triangle = Brownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations /
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Invariant measures for stochastic nonlinear Schrodinger equations = numerical approximations and symplectic structures /
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Analytic theory of Itô-stochastic differential equations with non-smooth coefficients
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Trotter-Kato approximations of stochastic differential equations in infinite dimensions and applications
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Theory of Stochastic Differential Equations with Jumps and Applications = Mathematical and Analytical Techniques with Applications to Engineering /
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Stochastic Ordinary and Stochastic Partial Differential Equations = Transition from Microscopic to Macroscopic Equations /
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Stability of infinite dimensional stochastic differential equations with applications /
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Stochastic differential equations : = an introduction with applications in population dynamics modeling /
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Stochastic differential equations = an introduction with applications in population dynamics modeling /
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Introduction to stochastic differential equations with applications to modelling in biology and finance /
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