Stochastic differential equations.
Overview
| Works: | 62 works in 40 publications in 40 languages | |
|---|---|---|
Titles
Foundations of stochastic differential equations in infinite dimensional spaces /
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Stochastic differential equations :an introduction with applications /
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Applications of Lie algebras to hyperbolic and stochastic differential equations /
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Stochastic methods and their applications to communications :stochastic differential equations approach /
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Stochastic differential equations :an introduction with applications /
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Stochastic Ordinary and Stochastic Partial Differential Equations :Transition from Microscopic to Macroscopic Equations /
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Foundations of stochastic differential equations in infinite dimensional spaces
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(Electronic resources)
Stochastic differential equations :an introduction with applications /
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(Language materials, printed)
Stochastic methods and their applications to communications :stochastic differential equations approach /
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(Language materials, printed)
Stochastic differential equations :an introduction with applications /
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(Language materials, printed)
Simulation and inference for stochastic differential equationswith r examples /
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Numerical solution of stochastic differential equations with jumps in finance
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Stochastic differential equations, backward SDEs, partial differential equations
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General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions
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Stochastic equationstheory and applications in acoustics, hydrodynamics, magnetohydrodynamics, and radiophysics.Volume 1,Basic concepts, exact results, and asymptotic approximations /
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Stochastic equationstheory and applications in acoustics, hydrodynamics, magnetohydrodynamics, and radiophysics.Volume 2,Coherent phenomena in stochastic dynamic systems /
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Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients /
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Stochastic differential equations :an introduction with applications /
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(Language materials, printed)
Yosida approximations of stochastic differential equations in infinite dimensions and applications
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Backward stochastic differential equationsfrom linear to fully nonlinear theory /
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Equations involving malliavin calculus operatorsapplications and numerical approximation /
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Advanced simulation-based methods for optimal stopping and controlwith applications in finance /
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Stochastic differential equationsan introduction with applications in population dynamics modeling /
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Dynamic Markov bridges and market microstructuretheory and applications /
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Beyond the triangleBrownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations /
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Asymptotic analysis of unstable solutions of stochastic differential equations
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Invariant measures for stochastic nonlinear Schrodinger equationsnumerical approximations and symplectic structures /
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Introduction to stochastic differential equations with applications to modelling in biology and finance
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Mathematical control theory for stochastic partial differential equations
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Diffusion processes, jump processes, and stochastic differential equations /
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Fractional stochastic differential equationsapplications to COVID-19 modeling /
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Analytic theory of Itô-stochastic differential equations with non-smooth coefficients
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Stochastic integral and differential equations in mathematical modelling /
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Trotter-Kato approximations of stochastic differential equations in infinite dimensions and applications
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Stochastic differential equations for chemical transformations in white noise probability spaceWick products and computations /
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From nonparametric regression to statistical inference for non-Ergodic diffusion processes
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Asymptotic expansion and weak approximationapplications of Malliavin calculus and deep learning /
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