Stochastic differential equations.
概要
| 作品: | 62 作品在 40 項出版品 40 種語言 | |
|---|---|---|
書目資訊
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 Ordinary and Stochastic Partial Differential Equations :Transition from Microscopic to Macroscopic Equations /
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Stochastic methods and their applications to communications :stochastic differential equations approach /
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General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions
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Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients /
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Yosida approximations of stochastic differential equations in infinite dimensions and applications
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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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Beyond the triangleBrownian motion, Ito calculus, and Fokker-Planck equation : fractional generalizations /
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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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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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