2009

Advanced financial modelling

 

2018

Advanced spatial modeling with stochastic partial differential equations using R and INLA

Krainski, E. T. (Elias T.), author.
1st
Boca Raton : Chapman & Hall/CRC, 2018

 

2007

Amplitude Equations For Stochastic Partial Differential Equations

Blömker, Dirk.



 

2022

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

Lee, Haesung, author

Singapore : Springer, 2022

 

1994

Anticipative Girsanov transformations and Skorohod stochastic differential equations

Buckdahn, Rainer



 

2019

Applied stochastic differential equations

Sr̃kk, ̃ Simo, author

Cambridge : Cambridge University Press, 2019

 

2020

Asymptotic analysis of unstable solutions of stochastic differential equations

Kulinich, Grigorij

Cham : Springer, 2020

 

2013

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

Delong, Łukasz



 

2001

Computational aspects of the numerical solution of SDEs

Yannios, Nicholas

[Place of publication not identified] : [publisher not identified], 2001

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2007

A concise course on stochastic partial differential equations

Prévôt, Claudia



 

2007

Control theory and related topics : in memory of Xunjing Li : Fudan University, China, 3-5 June 2005

 

2014

A course on rough paths : with an introduction to regularity structures

Friz, Peter K., 1974- author.

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A course on rough paths : with an introduction to regularity structures

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Cham, Switzerland : Springer, [2020]

 

1995

Error estimate for time-discretized Galerkin approximations of parabolic stochastic PDEs

Grecksch, W

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

 

2013

Financial modeling : a backward stochastic differential equations perspective

Crépey, Stéphane.



 

1999

Forward-backward stochastic differential equations and their applications

Ma, Jin, 1956-

Berlin ; New York : Springer, [1999]

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2007

Forward-backward stochastic differential equations and their applications

Ma, Jin, 1956-
Corr. 3rd print


 

2022

Fractional stochastic differential equations : applications to Covid-19 modeling

Atangana, Abdon, author

Singapore : Springer, 2022

 

2014

General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions

Lü, Qi, author

Cham : Springer, 2014

 

2021

Geometry and invariance in stochastic dynamics : Verona, Italy, March 25-29, 2019

Random Transformations and Invariance in Stochastic Dynamics (Conference) (2019 : Verona, Italy)



 

2015

Hitting probabilities for nonlinear systems of stochastic waves

Dalang, Robert C., 1961- author.

Providence, Rhode Island : American Mathematical Society, 2015

 

2013

Inference for diffusion processes : with applications in life sciences

Fuchs, Christiane.

Berlin ; New York : Springer, ©2013

 

2012

Introduction to Hida distributions

Si, Si.



 

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Terza edizione
Pisa, Italy : Edizioni della Normale, [2014]

 

1988

Introduction to stochastic differential equations

Gard, T. C.

New York : Marcel Dekker, 1988

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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

 

1990

Introduction to stochastic integration

Chung, Kai Lai, 1917-2009.
Second edition
Boston : Birkhäuser, [1990]

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2004

An introduction to the geometry of stochastic flows

Baudoin, Fabrice



 

2004

An Introduction To The Geometry Of Stochastic Flows

Baudoin, Fabrice



 

2011

Lyapunov functionals and stability of stochastic difference equations

Shaĭkhet, L. E. (Leonid Efimovich)



 

2013

Lyapunov functionals and stability of stochastic functional differential equations

Shaĭkhet, L. E. (Leonid Efimovich)



 

2021

Mathematical control theory for stochastic partial differential equations

Lü, Qi, author

Cham : Springer, [2021]

 

2009

A minicourse on stochastic partial differential equations

 

2007

Modeling with Itô stochastic differential equations

Allen, E. (Edward)



 

2006

Noise-induced phenomena in slow-fast dynamical systems : a sample-paths approach

Berglund, Nils



 

2005

The Noisy Oscillator : the First Hundred Years, From Einstein Until Now

Gitterman, Moshe



 

2005

The noisy oscillator : the first hundred years, from Einstein until now

Gitterman, M



 

2013

Non-Fickian solute transport in porous media : a mechanistic and stochastic theory

Kulasiri, Don.



 

2005

Nonlinear Fokker-Planck equations : fundamentals and applications

Frank, Till Daniel.



 

2015

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

Hutzenthaler, Martin, 1978- author.

Providence, Rhode Island : American Mathematical Society, 2015

 

2010

Numerical solution of stochastic differential equations with jumps in finance

Platen, Eckhard.



 

2018

On mesoscopic equilibrium for linear statistics in Dyson's Brownian motion

Duits, Maurice, author.

Providence, RI : American Mathematical Society, 2018

 

1967

On stochastic differential equations

Itō, Kiyosi, 1915-2008.



 

2008

Parameter estimation in stochastic differential equations

Bishwal, Jaya P. N



 

2022

Parameter estimation in stochastic volatility models

Bishwal, Jaya P. N.



 

1980

Random differential inequalities

Ladde, G. S.



 

2020

Set-valued stochastic integrals and applications

Kisielewicz, M. (Michał)



 

2008

Simulation and inference for stochastic differential equations : with R examples

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



 

2005

Singular stochastic differential equations

Cherny, Alexander S.



 

2005

Stability of Infinite Dimensional Stochastic Differential Equations with Applications

Liu, Kai