Cargando…

Modeling with Itô stochastic differential equations

Detalles Bibliográficos
Autor principal:	Allen, Edward
Lenguaje:	eng
Publicado:	Springer 2007
Materias:	Mathematical Physics and Mathematics
Acceso en línea:	https://dx.doi.org/10.1007/978-1-4020-5953-7 http://cds.cern.ch/record/1250850

Ejemplares similares

Itô’s stochastic calculus and probability theory
por: Ikeda, Nobuyuki, et al.
Publicado: (1996)

Stochastic integration by parts and functional Itô calculus
por: Utzet, Frederic, et al.
Publicado: (2016)

Stochastic differential equations
por: Halidias, Nikolaos
Publicado: (2012)

Stochastic differential equations
por: Gikhman, I I, et al.
Publicado: (1972)

Stochastic Differential Equations
por: Cecconi, Jaures
Publicado: (2011)

Stochastic Differential Equations in Infinite Dimensions: with Applications to Stochastic Partial Differential Equations
por: Gawarecki, Leszek, et al.
Publicado: (2011)

Stochastic partial differential equations
por: Chow, Pao-Liu
Publicado: (2007)

Stochastic partial differential equations
por: Lototsky, Sergey V, et al.
Publicado: (2017)

Stochastic partial differential equations
por: Chow, Pao-Liu
Publicado: (2014)

Stochastic integration and differential equations
por: Protter, Philip E
Publicado: (2003)

Stochastic Stability of Differential Equations
por: Khasminskii, Rafail
Publicado: (2012)

Stochastic differential and difference equations
por: Csisz√°r, Imre, et al.
Publicado: (1997)

Singular stochastic differential equations
por: Cherny, Alexander S, et al.
Publicado: (2005)

Stochastic differential equations on manifolds
por: Elworthy, K D
Publicado: (1982)

Stochastic equations and differential geometry
por: Belopolskaya, Ya I, et al.
Publicado: (1990)

Stochastic analysis for Poisson point processes: Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry
por: Peccati, Giovanni, et al.
Publicado: (2016)

Stochastic differential equations, backward SDEs, partial differential equations
por: Pardoux, Etienne, et al.
Publicado: (2014)

Stochastic ordinary and stochastic partial differential equations: transition from microscopic to macroscopic equations
por: Kotelenez, Peter
Publicado: (2008)

Stochastic analysis and partial differential equations
por: Chen, Gui-Qiang, et al.
Publicado: (2007)

Stochastic differential equations and diffusion processes
por: Ikeda, N, et al.
Publicado: (1989)

Stochastic partial differential equations: an introduction
por: Liu, Wei, et al.
Publicado: (2015)

Stochastic differential equations: an introduction with applications
por: Øksendal, Bernt
Publicado: (2003)

Numerical integration of stochastic differential equations
por: Milstein, G N
Publicado: (1995)

Numerical Solution of Stochastic Differential Equations
por: Klöden, Peter E, et al.
Publicado: (1992)

Theory and applications of stochastic differential equations
por: Schuss, Zeev
Publicado: (1980)

Statistical Methods for Stochastic Differential Equations
por: Kessler, Mathieu, et al.
Publicado: (2012)

Stochastic Partial Differential Equations and Applications
por: Prato, Giuseppe, et al.
Publicado: (1987)

Stochastic differential equations: an introduction with applications
por: Øksendal, Bernt
Publicado: (1992)

Stochastic differential equations: an introduction with applications
por: Øksendal, Bernt
Publicado: (1995)

Stochastic differential equations: an introduction with applications
por: Øksendal, Bernt
Publicado: (1998)

Numerical solution of stochastic differential equations
por: Kloeden, Peter E, et al.
Publicado: (1992)

Stochastic differential equations: an introduction with applications
por: Øksendal, Bernt
Publicado: (1985)

Stochastic differential equations: an introduction with applications
por: Øksendal, Bernt
Publicado: (1989)

Stochastic differential equations and diffusion processes
por: Watanabe, S, et al.
Publicado: (1981)

Parameter estimation in stochastic differential equations
por: Bishwal, Jaya P N
Publicado: (2008)

Financial modeling: a backward stochastic differential equations perspective
por: Crépey, Stéphane
Publicado: (2013)

Introduction to stochastic differential equations with applications to modelling in biology and finance
por: Braumann, Carlos A
Publicado: (2019)

Forward-backward stochastic differential equations and their applications
por: Ma, Jin, et al.
Publicado: (2007)

Stochastic calculus and differential equations for physics and finance
por: McCauley, Joseph L
Publicado: (2013)

Stochastic stability of differential equations in abstract spaces
por: Liu, Kai
Publicado: (2019)

Cannot write session to /tmp/vufind_sessions/sess_6oekaud5vnfb46jnpoi32722nt