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検索キーワード:(件名: #Stochastic differential equations)
該当件数:23件
Dynamic Markov bridges and market microstructure : theory and applications / Umut Çetin, Albina Danilova
[New York] : Springer , c2018. - (Probability theory and stochastic modelling ; v. 90)
図書
Backward stochastic differential equations with jumps and their actuarial and financial applications : BSDEs with jumps / Łukasz Delong
: pbk. - London : Springer , c2013. - (EAA series : textbook / editors Ch. Hipp ... [et al.])
Numerical solution of stochastic differential equations with jumps in finance / Eckhard Platen, Nicola Bruti-Liberati
Berlin : Springer , c2010. - (Stochastic modelling and applied probability ; 64)
Stochastic differential equations : an introduction with applications / Bernt Øksendal
6th ed., corr. 5th printing. - Berlin : Springer , 2010. - (Universitext)
Random dynamical systems / Ludwig Arnold
Berlin : Springer , c1998. - (Springer monographs in mathematics)
: gw,: us. - 4th ed. - Berlin ; New York : Springer , c1995. - (Universitext)
Stochastic integration and differential equations : a new approach / Philip Protter
: gw,: us. - Berlin ; Tokyo : Springer , c1990. - (Applications of mathematics ; 21)
: gw,: us. - 2nd ed. - Berlin ; Tokyo : Springer-Verlag , c1989. - (Universitext)
Stochastic differential systems : proceedings of the IFIP-WG 7/1 Working Conference, Eisenach, GDR, April 6-13, 1986 / H.J. Engelbert, W. Schmidt (eds.)
Berlin ; Tokyo : Springer-Verlag , c1987. - (Lecture notes in control and information sciences ; 96)
Стохастические дифференциальные уравнения и диффузионные процессы / С. Ватанабэ, Н. Икэда ; Перевод с англииского Г.Н. Кинкладзе ; Под
Москва : Наука , 1986
Stochastic differential systems : filtering and control : proceedings of the IFIP-WG 7/1 working conference, Marseille-Luminy, France, March 12-17, 1984 / edited by M. Metivier and E. Pardoux
gw,us. - Berlin ; New York : Springer-Verlag , c1985. - (Lecture notes in control and information sciences ; 69)
Stochastic differential systems : proceedings of the 2nd Bad Honnef Conference of the SFB 72 of the DFG at the University of Bonn, June 28-July 2, 1982 / edited by M. Kohlmann and N. Christopeit
gw,us. - Berlin ; New York : Springer-Verlag , 1982. - (Lecture notes in control and information sciences ; 43)
Linear stochastic systems with constant coefficients / M. Arató
gw,U.S. : pbk.. - Berlin ; New York : Springer-Verlag , 1982. - (Lecture notes in control and information sciences ; 45)
Stochastic differential systems : proceedings of the 3rd IFIP-WG 7/1 working conference, Visegrád, Hungary, Sept. 15-20, 1980 / edited by M. Arató, D. Vermes, A.V. Balakrishnan
pbk. : us,pbk. : gw. - Berlin ; New York : Springer-Verlag , 1981. - (Lecture notes in control and information sciences ; v. 36)
Stochastic differential systems : filtering and control : proceedings of the IFIP-WG 7/1 working conference, Vilnius, Lithuania, USSR, Aug. 28-Sept. 2, 1978 / edited by B. Grigelionis ; [organized by Institute of Mathematics and Cybernetics of the
: us,: gw. - Berlin ; New York : Springer-Verlag , 1980. - (Lecture notes in control and information sciences ; 25)
Stochastic control theory and stochastic differential systems : proceedings of a workshop of the "Sonderforschungsbereich 72 der Deutschen Forschungsgemeinschaft an der Universität Bonn" which took place in January 1979 at Bad Honnef / edited by M.
U.S. : pbk.,: gw. - Berlin ; New York : Springer-Verlag , 1979. - (Lecture notes in control and information sciences ; 16)
Proceedings of the International Symposium on Stochastic Differential Equations, Kyoto, 1976 / edited by Kiyosi Itô
Tokyo : Kinokuniya Book-Store , 1978
Modeling, estimation, and their applications for distributed parameter systems / Y. Sawaragi, T. Soeda, S. Omatu
: us : pbk.,: gw : pbk. - Berlin ; New York : Springer-Verlag , 1978. - (Lecture notes in control and information sciences ; 11)
Statistical inference in continuous time economic models / editor, A.R. Bergstrom
: ne,: us. - Amsterdam : North-Holland. - New York : American Elsevier , 1976. - (Contributions to economic analysis ; 99)
Probabilistic methods in differential equations : proceedings of the conference held at the University of Victoria, August 19-20, 1974 / edited by M. A. Pinsky
: Germany,: U.S.. - Berlin ; New York : Springer-Verlag , 1975. - (Lecture notes in mathematics ; 451)