Stochastic differential equations.

Stochastic differential equations :an introduction with applications / by: (Language materials, printed)

Stochastic methods and their applications to communications :stochastic differential equations approach / by: (Language materials, printed)

Stochastic differential equations :an introduction with applications / by: (Language materials, printed)

Simulation and inference for stochastic differential equationswith r examples / by: (Language materials, printed)

A minicourse on stochastic partial differential equations by: (Electronic resources)

Stochastic differential equations with Markovian switching / by: (Language materials, printed)

Stochastic differential equations :theory and applications / by: (Language materials, printed)

Stochastic dynamics by: (Electronic resources)

Numerical solution of stochastic differential equations with jumps in finance by: (Electronic resources)

Lyapunov functionals and stability of stochastic difference equations by: (Electronic resources)

Advanced financial modelling / by: (Language materials, printed)

Stochastic stability of differential equations by: (Electronic resources)

Stochastic systemsuncertainty quantification and propagation / by: (Electronic resources)

Parameter estimation in stochastic differential equations by: (Electronic resources)

Stochastic differential equations, backward SDEs, partial differential equations by: (Electronic resources)

General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions by: (Electronic resources)

Introduction to stochastic analysis and Malliavin calculus by: (Electronic resources)

Advanced financial modelling by: (Electronic resources)

A course on rough pathswith an introduction to regularity structures / by: (Electronic resources)

An introduction to stochastic differential equations / by: (Language materials, printed)

Stochastic equationstheory and applications in acoustics, hydrodynamics, magnetohydrodynamics, and radiophysics.Volume 1,Basic concepts, exact results, and asymptotic approximations / by: (Electronic resources)

Stochastic equationstheory and applications in acoustics, hydrodynamics, magnetohydrodynamics, and radiophysics.Volume 2,Coherent phenomena in stochastic dynamic systems / by: (Electronic resources)

Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients / by: (Language materials, printed)

Stochastic differential equations :an introduction with applications / by: (Language materials, printed)

Yosida approximations of stochastic differential equations in infinite dimensions and applications by: (Electronic resources)

Backward stochastic differential equationsfrom linear to fully nonlinear theory / by: (Electronic resources)

Equations involving malliavin calculus operatorsapplications and numerical approximation / by: (Electronic resources)

Advanced simulation-based methods for optimal stopping and controlwith applications in finance / by: (Electronic resources)

Stochastic differential equationsan introduction with applications in population dynamics modeling / by: (Electronic resources)

Dynamic Markov bridges and market microstructuretheory and applications / by: (Electronic resources)

Stochastic flows and jump-diffusions by: (Electronic resources)

Beyond the triangleBrownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations / by: (Electronic resources)

Asymptotic analysis of unstable solutions of stochastic differential equations by: (Electronic resources)

A course on rough pathswith an introduction to regularity structures / by: (Electronic resources)

Set-valued stochastic integrals and applications by: (Electronic resources)

Statistical field theory for neural networks by: (Electronic resources)

Jump SDEs and the study of their densitiesa self-study book / by: (Electronic resources)

Invariant measures for stochastic nonlinear Schrodinger equationsnumerical approximations and symplectic structures / by: (Electronic resources)

Introduction to stochastic differential equations with applications to modelling in biology and finance by: (Electronic resources)

Mathematical control theory for stochastic partial differential equations by: (Electronic resources)

Stochastic numerics for mathematical physics by: (Electronic resources)

Diffusion processes, jump processes, and stochastic differential equations / by: (Language materials, printed)

Fractional stochastic differential equationsapplications to COVID-19 modeling / by: (Electronic resources)

Parameter estimation in stochastic volatility models by: (Electronic resources)

Analytic theory of Itô-stochastic differential equations with non-smooth coefficients by: (Electronic resources)

Symplectic integration of stochastic Hamiltonian systems by: (Electronic resources)

Stochastic integral and differential equations in mathematical modelling / by: (Language materials, printed)

Trotter-Kato approximations of stochastic differential equations in infinite dimensions and applications by: (Electronic resources)

Kolmogorov operators and their applications by: (Electronic resources)

Stochastic differential equations for chemical transformations in white noise probability spaceWick products and computations / by: (Electronic resources)