2023

Stochastic Differential Equations for Science and Engineering

Thygesen, Uffe Høgsbro
First edition
[Place of publication not identified] : Chapman and Hall/CRC, 2023

 

2023

Stochastic Differential Equations for Science and Engineering

Thygesen, Uffe Høgsbro



 

2022

Diffusion Processes, Jump Processes, and Stochastic Differential Equations

Woyczyński, Wojbor A



 

2022

Analytic theory of Itô-stochastic differential equations with non-smooth coefficients

Lee, Haesung, author

Singapore : Springer, 2022

 

2022

Fractional stochastic differential equations : applications to Covid-19 modeling

Atangana, Abdon, author

Singapore : Springer, 2022

 

2020

Asymptotic analysis of unstable solutions of stochastic differential equations

Kulinich, Grigorij

Cham : Springer, 2020

 

2019

Continuous-Time Random Walks for the Numerical Solution of Stochastic Differential Equations

Bou-Rabee, Nawaf



 

2019

Introduction to stochastic differential equations with applications to modelling in biology and finance

Braumann, Carlos A., 1951- author.

Hoboken, NJ : John Wiley & Sons, Inc., 2019

 

2019

Applied stochastic differential equations

Sr̃kk, ̃ Simo, author

Cambridge : Cambridge University Press, 2019

 

2018

Stochastic differential equations : basics and applications

Hauppauge, New York : Nova Science Publishers Inc., [2018]

 

2015

Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients

Hutzenthaler, Martin, 1978- author.

Providence, Rhode Island : American Mathematical Society, 2015

 

2014

Stochastic differential equations, backward sdes, partial differential equations

Pardoux, E. (Etienne), 1947- author.

Cham, Switzerland : Springer, [2014]

 

2013

Backward stochastic differential equations with jumps and their actuarial and financial applications : BSDEs with jumps

Delong, Łukasz



 

2012

Stochastic differential equations and processes : SAAP, Tunisia, October 7-9, 2010

SAAP 2010 (2010 : Yasmine-Hammamet, Tunisia)



 

2012

Statistical methods for stochastic differential equations

 

2011

Stochastic differential equations in infinite dimensions : with applications to stochastic partial differential equations

Gawarecki, Leszek



 

2010

Numerical solution of stochastic differential equations with jumps in finance

Platen, Eckhard.



 

2010

Stochastic differential equations : lectures given at the Centro internazionale matematico estivo (C.I.M.E.) held in Cortona (Arezzo), Italy, May 29-June 10, 1978

C.I.M.E. Summer School (1978 : Cortona, Italy)



 

2008

Parameter estimation in stochastic differential equations

Bishwal, Jaya P. N



 

2008

Stochastic differential equations and applications

Mao, Xuerong.
Second edition
Chichester : Horwood, 2008

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2008

Simulation and inference for stochastic differential equations : with R examples

Iacus, Stefano M. (Stefano Maria), author.



 

2007

Forward-backward stochastic differential equations and their applications

Ma, Jin, 1956-
Corr. 3rd print


 

2007

Stochastic Differential Equations : Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii

Baxendale, Peter H



 

2007

Stochastic differential equations : theory and applications

 

2007

Modeling with Itô stochastic differential equations

Allen, E. (Edward)



 

2006

Stochastic differential equations in science and engineering

Henderson, Douglas, 1934-



 

2006

Stochastic Differential Equations in Science and Engineering (With Cd-Rom)

Henderson, Douglas



 

2005

Theory of stochastic differential equations with jumps and applications : mathematical and analytical techniques with applications to engineering

Situ, Rong



 

2005

Singular stochastic differential equations

Cherny, Alexander S.



 

2005

Stability of Infinite Dimensional Stochastic Differential Equations with Applications

Liu, Kai



 

1999

Forward-backward stochastic differential equations and their applications

Ma, Jin, 1956-

Berlin ; New York : Springer, [1999]

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1998

Stochastic differential equations : an introduction with applications

Øksendal, B. K. (Bernt Karsten), 1945-
Fifth edition
Berlin ; New York : Springer, [1998]

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1998

Stochastic differential equations : an introduction with applications

Øksendal, B. K. (Bernt Karsten), 1945-
5th ed


 

1996

Existance and uniqueness theorem for fBm stochastic differential equations

Kloeden, P. E

Geelong, Vic. : Deakin University. Centre for Applied Dynamical Systems and Environmental Modelling, 1996

 

1996

Existance and uniqueness theorem for fBm stochastic differential equations

Kleptsyna, M. L
Revised
Geelong, Vic. : Deakin University. Centre for Applied Dynamical Systems and Environmental Modelling, 1996

 

1996

Random number generation for the numerical solution of stochastic differential equations

Sutherland, M.

Geelong, Vic. : Deakin University, School of Computing and Mathematics, 1996

 

1995

Time discretization solution of stochastic differential equations

Yannios, Nicholas

Geelong, Vic. : Deakin University, School of Computing and Mathematics, 1995

 

1995

Symbolic computation of numerical schemes for stochastic differential equations

Cyganowski, Sasha O'Donnell

Geelong, Vic. : Deakin University, School of Computing and Mathematics, 1995

 

1994

Anticipative Girsanov transformations and Skorohod stochastic differential equations

Buckdahn, Rainer



 

1992

Stochastic differential equations : an introduction with applications

Øksendal, B. K. (Bernt Karsten), 1945-
Third edition
Berlin ; New York : Springer, [1992]

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1992

Numerical solution of stochastic differential equations

Kloeden, Peter E.

Berlin ; New York : Springer-Verlag, [1992]

 

1992

Numerical Solution of Stochastic Differential Equations

Kloeden, Peter E



 

1991

Stochastic differential equations : with applications to physics and engineering

Sobczyk, Kazimierz.

Dordrecht ; Boston : Kluwer Academic, [1991]

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1989

Stochastic differential equations and diffusion processes

Ikeda, Nobuyuki.
Second edition
Amsterdam ; New York : North-Holland Pub. Co. ; Tokyo : Kodansha ; New York, NY, U.S.A. : Sole distributors for the U.S.A. and Canada, Elsevier Science Pub. Co., 1989

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1988

Introduction to stochastic differential equations

Gard, T. C.

New York : Marcel Dekker, 1988

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1982

Stochastic differential equations on manifolds

Elworthy, K. D



 

1976

Stochastic differential equations and applications

Friedman, Avner.



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1967

On stochastic differential equations

Itō, Kiyosi, 1915-2008.



 

2013

Financial modeling : a backward stochastic differential equations perspective

Crépey, Stéphane.



 

2004

Stochastic methods and their applications to communications : stochastic differential equations approach

Primak, Serguei., author